Abstract:This paper proposes a unit commitment (UC) model based on data-driven Wasserstein distributionally robust optimization (WDRO) for power systems under uncertainty of renewable generation as well as its tractable exact reformulation. The proposed model is formulated as a WDRO problem relying on an affine policy, which nests an infinitedimensional worst-case expectation problem and satisfies the non-anticipativity constraint. To reduce conservativeness, we develop a novel technique that defines a subset of the un… Show more
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