Programación estocástica en el mercado de energía en tiempo real

Abstract

This paper deals with the construction of a stochastic programming model that is applied to a Virtual Power Plant (VPP) for the optimization of energy dispatch in a real-time market, using GAMS© with supply and demand data. Placed in a competitive electricity market problem, the model includes the intermittency of renewable generation and other price intermittencies, allowing continuous adjustments to maximize revenues and reduce losses. Various scenarios containing capacity constraints and ramping, stochastic generation and storage were evaluated, allowing considerable operational flexibility of the VPP for both high and low competitive market situations. The achievements of this work include the validation of stochastic programming as an efficient management tool in the context of the VPP, showing its potential to increase profits and sustainability with a wide variety of schemes, which are able to keep the VPP competitive in volatile and dynamic market