摘要：AbstractIn this paper, we formulate an optimal bidding problem in a multiperiod electricity market with the consideration of the uncertain PV output. Based on the proposed strategy, the aggregator of interest operates his dispatchable assets to pursue the largest profit by submitting one optimal prosumption curve to the day-ahead market. To deal with a non-convexity issue stemming from the robust optimization problem, we reformulate the problem as its Lagrange dual counterpart. Then, we describe the uncertain range of the PV output by one polyhedral set, with which a new decision variable is introduced. We implement a constraints-generation method to solve the newly formulated problem by splitting it into another two subproblems. Based on one iterative scheme, the two subproblems are solved in sequence, and the solution of the robust optimization problem is obtained when the optimal results of the two subproblems are equal. In the numerical simulation, the profits under different PV lower bounds are presented.
