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Optimal Energy Storage Operation under Demand Uncertainty: A Prospect Theory Analysis

  • Qisheng Huang*
  • , Jin Xu
  • , Peng Sun
  • , Bo Liu
  • , Costas Courcoubetis
  • *Corresponding author for this work
  • Harbin Institute of Technology Shenzhen
  • Huazhong University of Science and Technology
  • Hunan University
  • Shenzhen Institute of Artificial Intelligence and Robotics for Society
  • The Chinese University of Hong Kong, Shenzhen

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In this paper, we study the consumer's optimal energy storage operation problem under demand uncertainty. Each consumer can purchase energy storage service from an independent energy storage aggregator to shift demand from peak periods to off-peak periods under time-of-use (ToU) pricing. Previous studies on energy storage operation and investment mainly focused on the expected cost-minimization problem of a risk-neutral consumer based on the expected utility theory (EUT). We propose a prospect theory (PT) model from behavioral economics to understand the consumer's realistic energy storage operation behaviors considering their risk preferences. Although it is challenging to solve the PT-based non-convex optimization problem, we are able to characterize the optimal solution by exploiting the unimodal structure of the objective function. Theoretical and numerical results show that the consumer's risk preferences have a significant impact on his decisions: 1) a PT-consumer with a low reference point is more willing to use energy storage to reduce risk compared with the EUT benchmark; and 2) a PT consumer is more willing to use the energy storage when the probability of high demand is small, due to the probability distortion.

Original languageEnglish
Title of host publication2023 IEEE International Conference on Communications, Control, and Computing Technologies for Smart Grids, SmartGridComm 2023 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781665455541
DOIs
StatePublished - 2023
Externally publishedYes
Event14th IEEE International Conference on Communications, Control, and Computing Technologies for Smart Grids, SmartGridComm 2023 - Glasgow, United Kingdom
Duration: 31 Oct 20233 Nov 2023

Publication series

Name2023 IEEE International Conference on Communications, Control, and Computing Technologies for Smart Grids, SmartGridComm 2023 - Proceedings

Conference

Conference14th IEEE International Conference on Communications, Control, and Computing Technologies for Smart Grids, SmartGridComm 2023
Country/TerritoryUnited Kingdom
CityGlasgow
Period31/10/233/11/23

Keywords

  • Bounded Rationality
  • Demand Uncertainty
  • Energy Storage
  • Prospect Theory
  • Risk Preferences

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