[1M5-GS-10] AI application:

[1M5-GS-10-04] Optimal Planning of Electric Power Trading Considering Uncertainty

〇Kiyo Arai¹, Naoki Hayashi¹, Naoto Ishibashi¹, Tatsuya Iizaka¹ (1. FUJI ELECTRIC CO., LTD.)

Keywords:Stochastic Generation Planning Considering Uncertainty, Scenario Generation, Modern Portfolio Theory

This paper develops optimal planning of electric power trading considering uncertainty. Given the revitalization of the electricity market in recent years, a business model for electric power arbitrage trading utilizing the combination of renewable energy such as PV and the grid-scale battery has been attracting attention. To realize this business model, forecasting trading price and solar radiation should be utilized to create an optimal plan that maximizes profits. However, there is a risk of decreased profits due to forecast errors. Therefore, this paper proposes a method for creating optimal planning of electric power trading considering uncertainty. To verify the effectiveness of considering uncertainty, daily electric power trading plans for the past year have been created utilizing the proposed method and evaluated with actual price and PV generation data. As a result, it has been verified that profits can be improved by 5.4% with the proposed method compared to a conventional method without considering uncertainty.