This paper is about a support information management system for a wind power (WP) producer having an energy storage system (ESS) and participating in a day-ahead electricity market. Energy storage can play not only a leading role in mitigation of the effect of uncertainty faced by a WP producer, but also allow for conversion of wind energy into electric energy to be stored and then released at favourable hours. This storage provides capability for arbitrage, allowing an increase on profit of a WP producer, but must be supported by a convenient problem formulation. The formulation proposed for the support information management system is based on an approach of stochasticity written as a mixed integer linear programming problem. WP and market prices are considered as stochastic processes represented by a set of scenarios. The charging/discharging of the ESS are considered dependent on scenarios of market prices and on scenarios of WP. The effectiveness of the proposed formulation is tested by comparison of case studies using data from the Iberian Electricity Market. The comparison is in favour of the proposed consideration of stochasticity.

中文翻译：

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随机MILP方法在日间市场中利用风能与能源存储套利

本文是关于具有能源存储系统（ESS）并参与日前电力市场的风电（WP）生产商的支持信息管理系统。储能不仅可以在减轻可湿性粉剂生产商面临的不确定性影响方面发挥主导作用，而且还可以将风能转换为电能以进行存储，然后在有利的时间释放。这种存储提供套利能力，可以增加WP生产者的利润，但必须由方便的问题表述来支持。为支持信息管理系统提议的公式是基于随机性方法编写的，该方法被写为混合整数线性规划问题。WP和市场价格被认为是由一组场景所代表的随机过程。ESS的充放电取决于市场价格和WP的情况。通过使用来自伊比利亚电力市场的数据进行案例研究比较，测试了所提议配方的有效性。比较有利于提议的随机性考虑。