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ECE 590 I POWER & ENERGY SYSTEMS SEMINAR

Event Type
Other
Sponsor
ECE ILLINOIS
Date
Nov 4, 2019   3:00 pm   3:50 pm

ECE 590 I POWER & ENERGY SYSTEMS SEMINAR

WHEN: Monday, November 4, 2019, 3:00 – 3:50 p.m.

WHERE: Room 4070, ECEB

SPEAKER: Avinash Madavan, Electrical and Computer Engineering, UIUC

TITLE: "Risk-Sensitive Energy Procurement with Uncertain Wind"

ABSTRACT: We formulate a risk-sensitive forward energy procurement problem with uncertain wind generation that penalizes costs and constraint violations via conditional value at risk (CVaR). The risk-sensitive formulation allows a system operator to model her tolerance to high uncertain costs and constraint violations. We further propose a primal-dual stochastic subgradient based algorithm to solve the energy procurement problem where the dispatch decisions update in each iteration based on samples of wind power output.

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