arXiv:2606.02151cs.AIcs.SY2026-06

用情景树建模不确定性,结合非线性系统优化调度。

S3TS: Stochastic Scenario-Structured Tree Search for Advanced Planning Under Uncertainty

论文配图:S3TS: Stochastic Scenario-Structured Tree Search for Advanced Planning Under Uncertainty
图 1 · 摘自论文原文
  • 构建情景树显式表示不确定性,融合复杂非线性模型
  • 非线性场景下成本比基准降低最高51%
  • 适合需要处理可再生能源波动的电网调度研究者

能源领域有效调度对保障电网及关联资产可靠运行至关重要,例如优化发电单元和储能系统的调度。有效的规划策略需同时满足:(a) 能够处理先进且可能非线性的系统模型——利用现代电网日益丰富的数据;(b) 明确应对不确定性,如可再生能源接入带来的波动。现有方法或能处理非线性(如蒙特卡洛树搜索),或能处理不确定性(如随机数学优化),但缺乏同时应对两者的技术。为此,我们提出一种随机情景结构化树搜索(S3TS)算法,通过情景树显式表达不确定性,并支持先进非线性模型的集成。我们在模拟的比利时不平衡结算机制下测试了该算法在需求响应信号发布问题上的表现。结果表明,在线性、解析可解场景中,其成本仅比数学最优解高14%;在高度非线性场景中,相比贪婪算法和确定性MCTS,分别实现最高51%和5.4%的成本降低。

原文摘要 · Abstract (English)

Effective scheduling in the energy sector is essential to ensure the reliable operation of electrical grids and their connected assets by, for instance, optimizing the dispatch of generation units and storage systems. An effective planning strategy must (a) accommodate advanced and potentially non-linear system models -- exploiting the increasing data availability of modern grids, and (b) explicitly handle uncertainties arising, for instance, from the integration of renewable energy sources. While existing approaches can address either non-linearity (e.g., Monte Carlo Tree Search) or uncertainty (e.g., stochastic mathematical optimization), there is a lack of planning techniques capable of addressing both challenges simultaneously. To bridge this gap, we propose a Stochastic Scenario-Structured Tree Search (S3TS) algorithm that explicitly represents uncertainty through scenario trees while enabling the integration of advanced non-linear models. We evaluate S3TS on a simulated demand response signal publication problem, largely mimicking the imbalance settlement mechanism in Belgium. The results demonstrate near-optimal performance in linear, analytically tractable settings, with costs within 14% of the mathematically optimal solution conditioned to the scenario trees. In highly non-linear scenarios, S3TS significantly outperforms baseline methods, achieving cost reductions of up to 51% and 5.4% compared to a myopic algorithm and deterministic MCTS, respectively.

电网调度不确定性建模树搜索

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