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13 Aralık 2021 Pazartesi günü saat 16:00'da gerçekleşecek olan seminerde Ayşe Selin Kocaman sunum yapacaktır. 

Seminerin yapılacağı link :

 

https://meet.google.com/xuw-cuui-ibt

 

Title:  

Integration of pumped hydro energy storage and wind energy generation: Structural analysis and algorithms

 

Abstract:
We study the energy generation and storage problem for a hybrid energy system that includes a wind farm and a pumped hydro energy storage (PHES) facility with two connected reservoirs. The operator takes different types of decisions: how much water to pump or release in the PHES facility, how much energy to generate in the wind farm, and how much energy to buy or sell. We model this problem as a Markov decision process (MDP) under uncertainty in streamflow rate, wind speed, and electricity price. We establish the optimality of a state-dependent threshold policy under positive prices: The state space of the problem can be partitioned into several disjoint domains, each associated with a different action type, such that it is optimal to bring the water level of the upper reservoir to a different state-dependent target level in each domain. Once the optimal amount of water that should be pumped or released is found, we can immediately derive the optimal amount of wind energy that should be generated. Leveraging our structural results, we construct and test three heuristic solution methods for data-calibrated instances in which the price can also be negative: policy-approximation, profit-approximation, and problem-approximation methods. While the policy-approximation method provides virtually optimal solutions about four times faster than the standard dynamic programming algorithm, the problem-approximation method yields solutions instantaneously with an optimality gap of 3.35% on average. Our results imply that the existence of a natural inflow in the upper reservoir improves the profits by 19.9% on average. This talk is based on joint work with Emre Nadar, Ece Cigdem Karakoyun,  Parinaz Toufani and Harun Avcı.

 

Speaker Biography:
Ayşe Selin Kocaman is an assistant professor in Industrial Engineering Department at Bilkent University. She received her M.Sc. degree in Operations Research and Ph.D. degree in Sustainable Energy, both from Columbia University. At Columbia University, she was a member of the Sustainable Engineering Lab. Her research interests include energy infrastructure design and planning, optimization of electric power systems, sustainable energy resources and sustainable development. She is the recipient of the Distinguished Young Scientist (BAGEP) Award of the Science Academy of Turkey in 2021 and Production and Operations Management Society (POMS) College of Sustainable Operations Ph.D. Proposal Award in 2011.