We consider the problem of co-optimized energy-reserve market clearing with state-of-charge (SoC) dependent bids from battery storage participants. While SoC-dependent bidding accurately captures storage's degradation and opportunity costs, such bids result in a non-convex optimization in the market clearing process. More challenging is the regulation reserve capacity clearing, where the SoC-dependent cost is uncertain as it depends on the unknown regulation trajectories ex-post of the market clearing. Addressing the nonconvexity and uncertainty in a multi-interval co-optimized real-time energy-reserve market, we introduce a simple restriction on the SoC-dependent bids along with a robust optimization formulation, transforming the non-convex market clearing under uncertainty into a standard convex piece-wise linear program and making it possible for large-scale storage integration. Under reasonable assumptions, we show that SoC-dependent bids yield higher profit for storage participants than that from SoC-independent bids. Numerical simulations demonstrate a 28%-150% profit increase of the proposed SoC-dependent bids compared with the SoC-independent counterpart.

翻译：本文研究了考虑储能电池参与者提出荷电状态依赖投标的能量-备用市场联合出清问题。荷电状态依赖投标虽能准确反映储能的退化成本和机会成本，但此类投标会导致出清过程中的非凸优化问题更为棘手的是调节备用容量出清环节——由于荷电状态依赖成本取决于出清后未知的调节轨迹，该成本具有不确定性。针对多时段联合优化的实时能量-备用市场中的非凸性与不确定性问题，本文对荷电状态依赖投标引入简单约束条件，并结合鲁棒优化模型，将不确定条件下的非凸市场出清问题转化为标准凸分段线性规划，使大规模储能并网成为可能。在合理假设下，我们证明荷电状态依赖投标能为储能参与者带来高于非依赖投标的利润。数值仿真表明，相比非荷电状态依赖投标，本文提出的荷电状态依赖投标可使利润提升28%-150%。