Stochastic Optimization for unit Commitment Applied to the Security of Supply

Transmission system operators employ reserves to deal with unexpected variations of demand and generation to guarantee the security of supply. The French transmission system operator RTE dynamically sizes the required margins using a probabilistic approach relying on continuous forecasts of the main drivers of the uncertainties of the system imbalance and a 1% risk threshold. However, this criterion does not specify which means to activate upward/downward and when to face a deficit of available margins versus the required margins. Thus, this work presents a strategy using a probabilistic unit commitment with a stochastic optimization-based approach, including the fixed and variable costs of units and the costs of lost load and production. The abstract problem is formulated with a multistage stochastic program and approximated with a heuristic called two-stage stochastic model predictive control. It solves a sequence of two-stage stochastic programs to conduct the central dispatch. A tractable implementation is conducted by solving an approximated version with a single two-stage stochastic program. This method is tested on a real case study comprising nuclear and fossil-based units with French electrical consumption and renewable production.