arXiv subjects

Yury Dvorkin

Publications and source records attributed to Yury Dvorkin.

At least 37 records · Page 2Linked to original sources

arXiv2024

Learning with Adaptive Conservativeness for Distributionally Robust Optimization: Incentive Design for Voltage Regulation

Information asymmetry between the Distribution System Operator (DSO) and Distributed Energy Resource Aggregators (DERAs) obstructs designing effective incentives for voltage regulation. To capture this effect, we employ a Stackelberg game-theoretic framework, where the DSO seeks to overcome the information asymmetry and refine its incentive strategies by learning from DERA behavior over multiple iterations. We introduce a model-based online learning algorithm for the DSO, aimed at inferring the relationship between incentives and DERA responses. Given the uncertain nature of these responses, we also propose a distributionally robust incentive design model to control the probability of voltage regulation failure and then reformulate it into a convex problem. This model allows the DSO to periodically revise distribution assumptions on uncertain parameters in the decision model of the DERA. Finally, we present a gradient-based method that permits the DSO to adaptively modify its conservativeness level, measured by the size of a Wasserstein metric-based ambiguity set, according to historical voltage regulation performance. The effectiveness of our proposed method is demonstrated through numerical experiments.

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arXiv2024

Revealing Decision Conservativeness Through Inverse Distributionally Robust Optimization

This paper introduces Inverse Distributionally Robust Optimization (I-DRO) as a method to infer the conservativeness level of a decision-maker, represented by the size of a Wasserstein metric-based ambiguity set, from the optimal decisions made using Forward Distributionally Robust Optimization (F-DRO). By leveraging the Karush-Kuhn-Tucker (KKT) conditions of the convex F-DRO model, we formulate I-DRO as a bi-linear program, which can be solved using off-the-shelf optimization solvers. Additionally, this formulation exhibits several advantageous properties. We demonstrate that I-DRO not only guarantees the existence and uniqueness of an optimal solution but also establishes the necessary and sufficient conditions for this optimal solution to accurately match the actual conservativeness level in F-DRO. Furthermore, we identify three extreme scenarios that may impact I-DRO effectiveness. Our case study applies F-DRO for power system scheduling under uncertainty and employs I-DRO to recover the conservativeness level of system operators. Numerical experiments based on an IEEE 5-bus system and a realistic NYISO 11-zone system demonstrate I-DRO performance in both normal and extreme scenarios.

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arXiv2024

Multi-Objective Transmission Expansion: An Offshore Wind Power Integration Case Study

Despite ambitious offshore wind targets in the U.S. and globally, offshore grid planning guidance remains notably scarce, contrasting with well-established frameworks for onshore grids. This gap, alongside the increasing penetration of offshore wind and other clean-energy resources in onshore grids, highlights the urgent need for a coordinated planning framework. Our paper describes a multi-objective, multistage generation, storage and transmission expansion planning model to facilitate efficient and resilient large-scale adoption of offshore wind power. Recognizing regulatory emphasis and, in some cases, requirements to consider externalities, this model explicitly accounts for negative externalities: greenhouse gas emissions and local emission-induced air pollution. Utilizing an 8-zone ISO-NE test system and a 9-zone PJM test system, we explore grid expansion sensitivities such as impacts of optimizing Points of Interconnection (POIs) versus fixed POIs, negative externalities, and consideration of extreme operational scenarios resulting from offshore wind integration. Our results indicate that accounting for negative externalities necessitates greater upfront investment in clean generation and storage (balanced by lower expected operational costs). Optimizing POIs could significantly reshape offshore topology or POIs, and lower total cost. Finally, accounting for extreme operational scenarios typically results in greater operational costs and sometimes may alter onshore line investment.

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arXiv2023

MaDEVIoT: Cyberattacks on EV Charging Can Disrupt Power Grid Operation

This paper examines the feasibility of demand-side cyberattacks on power grids launched via internet-connected high-power EV Charging Stations (EVCSs). By distorting power grid frequency and voltage, these attacks can trigger system-wide outages. Our case study focuses on Manhattan, New York, and reveals that such attacks will become feasible by 2030 with increased EV adoption. With a single EVCS company dominating Manhattan, compromising a single EVCS server raises serious power grid security concerns. These attacks can overload power lines and trip over-frequency (OF) protection relays, resulting in a power grid blackout. This study serves as a crucial resource for planning authorities and power grid operators involved in the EV charging infrastructure roll-out, highlighting potential cyberthreats to power grids stemming from high-power EVCSs.

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arXiv2023

Incentivizing Investment and Reliability: A Study on Electricity Capacity Markets

The capacity market, a marketplace to exchange available generation capacity for electricity production, provides a major revenue stream for generators and is adopted in several U.S. regions. A subject of ongoing debate, the capacity market is viewed by its proponents as a crucial mechanism to ensure system reliability, while critics highlight its drawbacks such as market distortion. Under a novel analytical framework, we rigorously evaluate the impact of the capacity market on generators' revenue and system reliability. More specifically, based on market designs at New York Independent System Operator (NYISO), we propose market equilibrium-based models to capture salient aspects of the capacity market and its interaction with the energy market. We also develop a leader-follower model to study market power. We show that the capacity market incentivizes the investment of generators with lower net cost of new entry. It also facilitates reliability by preventing significant physical withholding when the demand is relatively high. Nevertheless, the capacity market may not provide enough revenue for peaking plants. Moreover, it is susceptible to market power, which necessitates tailored market power mitigation measures depending on market dynamics. We provide further insights via large-scale experiments on data from NYISO markets.

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arXiv2023

Causative Cyberattacks on Online Learning-based Automated Demand Response Systems

Power utilities are adopting Automated Demand Response (ADR) to replace the costly fuel-fired generators and to preempt congestion during peak electricity demand. Similarly, third-party Demand Response (DR) aggregators are leveraging controllable small-scale electrical loads to provide on-demand grid support services to the utilities. Some aggregators and utilities have started employing Artificial Intelligence (AI) to learn the energy usage patterns of electricity consumers and use this knowledge to design optimal DR incentives. Such AI frameworks use open communication channels between the utility/aggregator and the DR customers, which are vulnerable to \textit{causative} data integrity cyberattacks. This paper explores vulnerabilities of AI-based DR learning and designs a data-driven attack strategy informed by DR data collected from the New York University (NYU) campus buildings. The case study demonstrates the feasibility and effects of maliciously tampering with (i) real-time DR incentives, (ii) DR event data sent to DR customers, and (iii) responses of DR customers to the DR incentives.

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arXiv2023

Data-Driven Inverse Optimization for Marginal Offer Price Recovery in Electricity Markets

This paper presents a data-driven inverse optimization (IO) approach to recover the marginal offer prices of generators in a wholesale energy market. By leveraging underlying market-clearing processes, we establish a closed-form relationship between the unknown parameters and the publicly available market-clearing results. Based on this relationship, we formulate the data-driven IO problem as a computationally feasible single-level optimization problem. The solution of the data-driven model is based on the gradient descent method, which provides an error bound on the optimal solution and a sub-linear convergence rate. We also rigorously prove the existence and uniqueness of the global optimum to the proposed data-driven IO problem and analyze its robustness in two possible noisy settings. The effectiveness of the proposed method is demonstrated through simulations in both an illustrative IEEE 14-bus system and a realistic NYISO 1814-bus system.

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arXiv2023

A Physics-Informed Machine Learning for Electricity Markets: A NYISO Case Study

This paper addresses the challenge of efficiently solving the optimal power flow problem in real-time electricity markets. The proposed solution, named Physics-Informed Market-Aware Active Set learning OPF (PIMA-AS-OPF), leverages physical constraints and market properties to ensure physical and economic feasibility of market-clearing outcomes. Specifically, PIMA-AS-OPF employs the active set learning technique and expands its capabilities to account for curtailment in load or renewable power generation, which is a common challenge in real-world power systems. The core of PIMA-AS-OPF is a fully-connected neural network that takes the net load and the system topology as input. The outputs of this neural network include active constraints such as saturated generators and transmission lines, as well as non-zero load shedding and wind curtailments. These outputs allow for reducing the original market-clearing optimization to a system of linear equations, which can be solved efficiently and yield both the dispatch decisions and the locational marginal prices (LMPs). The dispatch decisions and LMPs are then tested for their feasibility with respect to the requirements for efficient market-clearing results. The accuracy and scalability of the proposed method is tested on a realistic 1814-bus NYISO system with current and future renewable energy penetration levels.

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arXiv2022

Weather-Driven Flexibility Reserve Procurement: A NYISO Offshore Wind Power Case Study

The growing penetration of variable renewable energy sources (VRES) requires additional flexibility reserve to ensure reliable power system operations. Current industry practice typically assumes a certain fraction of the VRES power production forecast as flexibility reserve, thus ignoring other relevant information, such as weather conditions. To address this, probability- and risk-based reserve sizing models have been proposed, which use probabilistic VRES power forecasts that mostly rely on historical forecast and actual VRES power data for model training. Hence, these approaches are not suitable for planned or newly installed wind farms, where no or insufficient historical data is available. This paper addresses this caveat. First, we propose a weather-driven probabilistic forecasting method for wind power installations using publicly available weather data. Second, we apply the resulting probabilistic forecasts to a novel risk-based flexibility reserve sizing model that is compatible with the current reserve procuring pipeline used by US ISOs. Finally, we compare the risk-based reserve requirements to industry practice, state-of-the-art reserve procurement methods, and a weather-ignorant benchmark with respect to system cost and security. Our results are obtained from real-world data on a 1819-bus NYISO system model with both on- and projected off-shore wind power installations, which highlight the usefulness of weather information wind power forecasting and demonstrate efficiency gains from risk-aware reserve procurement.

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arXiv2022

Operational and Economy-Wide Impacts of Compound Cyberattacks and Extreme Weather Events on Electric Power Networks

The growing frequencies of extreme weather events and cyberattacks give rise to a novel threat where a malicious cyber actor aims to disrupt stressed components of critical infrastructure systems immediately before, during, or shortly after an extreme weather event. In this paper, we initiate the study of Compound Cyber-Physical Threats and develop a two-stage framework for the analysis of operational disruptions in electric power networks and economy-wide impacts under three scenarios: a Heatwave, a Cyberattack, and a Compound scenario when the Cyberattack is timed with the Heatwave. In the first stage, we use a bilevel optimization problem to represent the adversarial rationale of a cyberattacker in the upper level. In the lower level, we model disruptions in the electric power network using an optimal power flow model. In the second stage, we couple the disruption of electricity supply with a Computable General Equilibrium model to elucidate the impacts on all economic sectors. For the New York Independent System Operator, we find that a 9% demand increase in a Heatwave may not lead to unserved load. The Cyberattack can lead to 4% of unserved electric load in Long Island, while the Compound scenario can increase unserved electric load in Long Island to 13% and affect almost 600,000 customers. Our results show that the activity of state and local government enterprises can decrease by 30% in the Compound scenario. We conclude that the vulnerability of federal, state, and local government enterprises to electricity disruptions can affect a broad range of populations.

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arXiv2022

Granular Compensation, Information, and Carbon Pricing Promote DER Deployment

The socially efficient deployment of Distributed Energy Resources (DERs), e.g., rooftop solar, depends on the underlying retail electricity policies. Current debates on DER policies, including Net Energy Metering (NEM) variants, center around developing value-reflective compensation policies that can expedite DER deployment while preventing potential cost shifts between DER adopters and non-adopters. However, these debates mostly ignore the temporally- and spatially- granular value of DERs, market failures (e.g., information asymmetry among DER stakeholders) and externalities (e.g., carbon-dioxide emissions). In this paper, we develop a game-theoretic approach with information asymmetry to examine efficiency implications of adopting granular DER compensation policies, e.g., value stacks and distributional locational marginal price, instead of NEM with flat retail rates. We show that granular compensation policies result in more efficient market outcomes than under NEM, even in the presence of information asymmetry, thus avoiding the need for interventions. Combined with granular DER compensation, carbon pricing provides the most accurate price signal to DER investors/aggregators, and leads to the highest social welfare.

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arXiv2022

Markovian Decentralized Ensemble Control for Demand Response

With the advancement in smart grid and smart energy devices, demand response becomes one of the most economic and feasible solutions to ease the load stress of the power grids during peak hours. In this work, we propose a fully decentralized ensemble control framework with consensus for demand response (DR) events and compatible control methods based on random policies. We show that under the consensus that is tailored to DR, our proposed decentralized control method yields the same optimality as the centralized control method in both myopic and multistage settings.

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arXiv2022

Machine Learning for Electricity Market Clearing

This paper seeks to design a machine learning twin of the optimal power flow (OPF) optimization, which is used in market-clearing procedures by wholesale electricity markets. The motivation for the proposed approach stems from the need to obtain the digital twin, which is much faster than the original, while also being sufficiently accurate and producing consistent generation dispatches and locational marginal prices (LMPs), which are primal and dual solutions of the OPF optimization, respectively. Availability of market-clearing tools based on this approach will enable computationally tractable evaluation of multiple dispatch scenarios under a given unit commitment. Rather than direct solution of OPF, the Karush-Kuhn-Tucker (KKT) conditions for the OPF problem in question may be written, and in parallel the LMPs of generators and loads may be expressed in terms of the OPF Lagrangian multipliers. Also, taking advantage of the practical fact that many of the Lagrangian multipliers associated with lines will be zero (thermal limits are not binding), we build and train an ML scheme which maps flexible resources (loads and renewables) to the binding lines, and supplement it with an efficient power-grid aware linear map to optimal dispatch and LMPs. The scheme is validated and illustrated on IEEE models. We also report a trade of analysis between quality of the reconstruction and number of samples needed to train the model.

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arXiv2022

Risk-Aware Dimensioning and Procurement of Contingency Reserve

Current contingency reserve criteria ignore the likelihood of individual contingencies and, thus, their impact on system reliability and risk. This paper develops an iterative approach, inspired by the current security-constrained unit commitment (SCUC) practice, enabling system operators to determine risk-cognizant contingency reserve requirements and their allocation with minimal alterations to the current SCUC practice. The proposed approach uses generator and transmission system reliability models, including failure-to synchronize and adverse conditions, to compute contingency probabilities, which inform a risk-based system reliability assessment, and ensures reserve deliverability by learning the response of generators to post-contingency states within the SCUC. The effectiveness of the proposed approach is demonstrated using the Grid Modernization Lab Consortium update of the Reliability Test System.

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arXiv2022

Inertia Pricing in Stochastic Electricity Markets

Maintaining the stability of renewable-dominant power systems requires the procurement of virtual inertia services from non-synchronous resources (e.g., batteries, wind turbines) in addition to inertia traditionally provided by synchronous resources (e.g., thermal generators). However, the pricing of inertia provision has not been studied in a stochastic electricity market, where the uncertainty characteristics of renewable energy sources (RES) are considered. To fill in this research gap, this paper formulates a chance-constrained stochastic unit commitment model with inertia requirements and computes equilibrium energy, reserve and inertia prices using convex duality. Numerical experiments on an illustrative system and a modified IEEE 118-bus system show the performance of the proposed pricing mechanism. By allowing new virtual inertia providers to contribute to system inertia requirements, the total operating cost reduces. Moreover, the proposed stochastic electricity market internalizes RES uncertainty, which yields additional cost reductions by co-optimizing energy, reserve and inertia procurement.

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arXiv2022

Operation-Adversarial Scenario Generation

This paper proposes a modified conditional generative adversarial network (cGAN) model to generate net load scenarios for power systems that are statistically credible, conditioned by given labels (e.g., seasons), and, at the same time, "stressful" to the system operations and dispatch decisions. The measure of stress used in this paper is based on the operating cost increases due to net load changes. The proposed operation-adversarial cGAN (OA-cGAN) internalizes a DC optimal power flow model and seeks to maximize the operating cost and achieve a worst-case data generation. The training and testing stages employed in the proposed OA-cGAN use historical day-ahead net load forecast errors and has been implemented for the realistic NYISO 11-zone system. Our numerical experiments demonstrate that the generated operation-adversarial forecast errors lead to more cost-effective and reliable dispatch decisions.

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arXiv2022

Outing Power Outages: Real-time and Predictive Socio-demographic Analytics for New York City

Electrical outages continue to occur despite technological innovations and improvements to electric power distribution infrastructure. In this paper, we describe a tool that was designed to acquire and collect data on electric power outages in New York City since July 2020. The electrical outages are then displayed on a front-end application, which is publicly available. We use the collected outage data to analyze these outages and their socio-economic impacts on electricity vulnerable population groups. We determined that there was a slightly negative linear relationship between income and number of outages. Finally, a Markov Influence Graph was created to better understand the spatial and temporal relationships between outages.

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arXiv2021

Cyber Insurance Against Cyberattacks on Electric Vehicle Charging Stations

Cyberattacks in the energy sector are commonplace. Load-altering cyberattacks launched via the manipulations of high-wattage appliances and assets are particularly alarming, as they are not continuously monitored by electric power utilities. Public Electric Vehicle Charging Stations (EVCSs) are among such high-wattage assets. Even EVCSs monitored by the electric power utilities and protected by state-of-the-art defense mechanisms are vulnerable to cyberattacks. Such cyberattacks cause financial losses to the EVCSs. In this paper, we propose cyber insurance for EVCSs to hedge the economic loss due to such cyberattacks and develop a data-driven cyber insurance design model for public EVCSs. Under mild modeling assumptions, we derive an optimal cyber insurance premium. Then, we ensure the robustness of this optimal premium and investigate the risk of insuring the EVCSs using a suitable risk assessment metric (Conditional Value-at-Risk). A case study with data from EVCSs in Manhattan, New York illustrates our results. Our results demonstrate that risk assessment is crucial for designing insurance premiums. Furthermore, the premium increases in proportion to the loss coverage offered for the EVCSs. This work informs the stakeholders involved in the roll-out and operation of public EVCSs about the benefits of cyber insurance and suggests that insurance premiums can be reduced by deploying state-of-the-art defense mechanisms.

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