Resilience-driven planning and operation of networked microgrids featuring decentralisation and flexibility

High-impact and low-probability extreme events including both man-made events and natural weather events can cause severe damage to power systems. These events are typically rare but featured in long duration and large scale. Many research efforts have been conducted on the resilience enhancement of modern power systems. In recent years, microgrids (MGs) with distributed energy resources (DERs) including both conventional generation resources and renewable energy sources provide a viable solution for the resilience enhancement of such multi-energy systems during extreme events. More specifically, several islanded MGs after extreme events can be connected with each other as a cluster, which has the advantage of significantly reducing load shedding through energy sharing among them. On the other hand, mobile power sources (MPSs) such as mobile energy storage systems (MESSs), electric vehicles (EVs), and mobile emergency generators (MEGs) have been gradually deployed in current energy systems for resilience enhancement due to their significant advantages on mobility and flexibility. Given such a context, a literature review on resilience-driven planning and operation problems featuring MGs is presented in detail, while research limitations are summarised briefly. Then, this thesis investigates how to develop appropriate planning and operation models for the resilience enhancement of networked MGs via different types of DERs (e.g., MGs, ESSs, EVs, MESSs, etc.). This research is conducted in the following application scenarios: 1. This thesis proposes novel operation strategies for hybrid AC/DC MGs and networked MGs towards resilience enhancement. Three modelling approaches including centralised control, hierarchical control, and distributed control have been applied to formulate the proposed operation problems. A detailed non-linear AC OPF algorithm is employed to model each MG capturing all the network and technical constraints relating to stability properties (e.g., voltage limits, active and reactive power flow limits, and power losses), while uncertainties associated with renewable energy sources and load profiles are incorporated into the proposed models via stochastic programming. Impacts of limited generation resources, load distinction intro critical and non-critical, and severe contingencies (e.g., multiple line outages) are appropriately captured to mimic a realistic scenario. 2. This thesis introduces MPSs (e.g., EVs and MESSs) into the suggested networked MGs against the severe contingencies caused by extreme events. Specifically, time-coupled routing and scheduling characteristics of MPSs inside each MG are modelled to reduce load shedding when large damage is caused to each MG during extreme events. Both transportation networks and power networks are considered in the proposed models, while transporting time of MPSs between different transportation nodes is also appropriately captured. 3. This thesis focuses on developing realistic planning models for the optimal sizing problem of networked MGs capturing a trade-off between resilience and cost, while both internal uncertainties and external contingencies are considered in the suggested three-level planning model. Additionally, a resilience-driven planning model is developed to solve the coupled optimal sizing and pre-positioning problem of MESSs in the context of decentralised networked MGs. Internal uncertainties are captured in the model via stochastic programming, while external contingencies are included through the three-level structure. 4. This thesis investigates the application of artificial intelligence techniques to power system operations. Specifically, a model-free multi-agent reinforcement learning (MARL) approach is proposed for the coordinated routing and scheduling problem of multiple MESSs towards resilience enhancement. The parameterized double deep Q-network method (P-DDQN) is employed to capture a hybrid policy including both discrete and continuous actions. A coupled power-transportation network featuring a linearised AC OPF algorithm is realised as the environment, while uncertainties associated with renewable energy sources, load profiles, line outages, and traffic volumes are incorporated into the proposed data-driven approach through the learning procedure.Open Acces

Dynamic dependence networks: Financial time series forecasting and portfolio decisions (with discussion)

We discuss Bayesian forecasting of increasingly high-dimensional time series, a key area of application of stochastic dynamic models in the financial industry and allied areas of business. Novel state-space models characterizing sparse patterns of dependence among multiple time series extend existing multivariate volatility models to enable scaling to higher numbers of individual time series. The theory of these "dynamic dependence network" models shows how the individual series can be "decoupled" for sequential analysis, and then "recoupled" for applied forecasting and decision analysis. Decoupling allows fast, efficient analysis of each of the series in individual univariate models that are linked-- for later recoupling-- through a theoretical multivariate volatility structure defined by a sparse underlying graphical model. Computational advances are especially significant in connection with model uncertainty about the sparsity patterns among series that define this graphical model; Bayesian model averaging using discounting of historical information builds substantially on this computational advance. An extensive, detailed case study showcases the use of these models, and the improvements in forecasting and financial portfolio investment decisions that are achievable. Using a long series of daily international currency, stock indices and commodity prices, the case study includes evaluations of multi-day forecasts and Bayesian portfolio analysis with a variety of practical utility functions, as well as comparisons against commodity trading advisor benchmarks.Comment: 31 pages, 9 figures, 3 table

Burkina Faso's infrastructure : a continental perspective

Infrastructure contributed 1.3 percentage points to Burkina Faso's annual per capita gross domestic product (GDP) growth over the past decade, much of it due to improvements in information and communication technology (ICT). Raising the country's infrastructure endowment to that of the region's middle-income countries (MICs) could boost annual growth by more than 3 percentage points per capita. Burkina Faso has made significant progress developing its infrastructure in recent years, especially in the ICT sector. The country has also moved forward in the areas of road maintenance and water and sanitation, but still faces challenges in these sectors, as well as in the electricity sector. As of 2007, Burkina Faso faced an annual infrastructure funding gap of $165 million per year, or 4 percent of GDP. That gap could be cut in half by the adoption of more appropriate technologies to meet infrastructure targets in the transport and the water and sanitation sectors. Even if Burkina Faso were unable to increase infrastructure spending or otherwise close the infrastructure funding gap, simply by moving from a 10- to 18-year horizon the country could address its efficiency gap and meet the posited infrastructure targets.Transport Economics Policy&Planning,Infrastructure Economics,Town Water Supply and Sanitation,E-Business,Energy Production and Transportation

Rolling Horizon Evolutionary Algorithms for General Video Game Playing

IEEE Game-playing Evolutionary Algorithms, specifically Rolling Horizon Evolutionary Algorithms, have recently managed to beat the state of the art in win rate across many video games. However, the best results in a game are highly dependent on the specific configuration of modifications introduced over several papers, each adding additional parameters to the core algorithm. Further, the best previously published parameters have been found from only a few human-picked combinations, as the possibility space has grown beyond exhaustive search. This paper presents the state of the art in Rolling Horizon Evolutionary Algorithms, combining all modifications described in literature, as well as new ones. We then use a parameter optimiser, the N-Tuple Bandit Evolutionary Algorithm, to find the best combination of parameters in 20 games from the General Video Game AI Framework. Further, we analyse the algorithm's parameters and some interesting combinations revealed through the optimisation process. Lastly, we find new state of the art solutions on several games by automatically exploring the large parameter space of RHEA