Advances in Applied Energy 2 (2021) 100019

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Advances in Applied Energy

journal homepage: www.elsevier.com/locate/adapen

New York State’s 100% renewable electricity transition planning under

uncertainty using a data-driven multistage adaptive robust optimization
approach with machine-learning
Ning Zhao a, Fengqi You a,b,c,∗
a
Systems Engineering, Cornell University, Ithaca, NY 14853, USA
b
Robert Frederick Smith School of Chemical and Biomolecular Engineering, Cornell University, Ithaca, NY 14853, USA
c
Atkinson Center for a Sustainable Future, Cornell University, Ithaca, NY 14853, USA

a r t i c l e i n f o a b s t r a c t

Keywords: Power system decarbonization is critical for combating climate change, and handling systems uncertainties is
Decarbonization essential for designing robust renewable transition pathways. In this study, a bottom-up data-driven multistage
Renewable electricity transition adaptive robust optimization (MARO) framework is proposed to address the power systems’ renewable transition
Optimization under uncertainty
under uncertainty. To illustrate the applicability of the proposed framework, a case study for New York State is
Multistage adaptive robust optimization
presented. Machine learning techniques, including a variational algorithm for Dirichlet process mixture model,
Big data
principal component analysis, and kernel density estimation, are applied for constructing data-driven uncertainty
sets, which are integrated into the proposed MARO framework to systematically handle uncertainty. The results
show that the total renewable electricity transition costs under uncertainty are 21%-42% higher than deter-
ministic planning, and the costs under the data-driven uncertainty sets are 2%-17% lower than the conventional
uncertainty sets. By 2035, on-land wind and offshore wind would be the major power source for the deterministic
planning case and robust optimization cases, respectively.

1. Introduction
The Paris Agreement aims to limit the increase in global average tem-
perature to well below 2 °C above the preindustrial levels and to pursue
efforts to limit it to 1.5 °C [1]. To achieve this target requires global
cooperation [2], and the systems-level electricity transition from cur-
rent carbon-intensive and low-efficiency electric power systems [3] to
future highly decarbonized and energy-efficient electricity sector [4] is
a priority topic for counties around the world [5]. The United States
is moving ambitiously on carbon neutral electricity, and the country
is planning to achieve a carbon pollution-free electric power sector by
2035, according to the transition plan of president Joseph R. Biden Jr.
[6]. In addition, the New York State passed the Climate Leadership and
Community Protection Act (CLCPA) in 2019, which sets climate goals of
achieving net-zero greenhouse gas emissions for the electricity sector,
as well as energy goals on minimum capacity requirements for multi-
ple renewable generation technologies and electricity storage [7]. The
decarbonization transition of the electric power sector [8] has been in-
vestigated from technology [9], economy [10], strategy [11], planning
[12], sociology [13], and deterministic optimization [14] perspectives
in the literature. Most decarbonization studies on power systems sug-
gest that the future highly decarbonized electricity systems would have
a high penetration of variable renewable energy [15], such as solar,
wind, and wave [16]. To manage the intermittency and curtailment is-
sues due to large proportions of variable renewable energy [17], there
are multiple approaches, including electricity storage [18], distributed
energy systems [19], demand-side response [20], increasing technolog-
ical diversity [21], and increasing spatial diversity [22]. Considering
that uncertainties may have great impacts on power systems’ renewable
transition [23], it is important to develop an optimization framework
that handles the potential power systems uncertainties as well as the
sequences of their realizations. Such an optimization framework would
benefit investigating the feasibility of climate targets and providing ro-
bust and economically efficient electricity transition pathways under
systems uncertainties.
To the best of our knowledge, there is no existing literature on
the power systems’ renewable transition planning that handles the se-
quences of uncertainty realizations using robust optimization frame-
works. Existing electricity transition planning literature that apply ro-
bust optimization to account for systems uncertainties include the de-
ployment of certain types of renewable generation technologies [24],
static robust optimization for strategic energy planning [25], and static
robust optimization on overcapacity issues [26]. Note that the static

∗
Corresponding author at: Systems Engineering, Cornell University, Ithaca, NY 14853, USA.
E-mail address: fengqi.you@cornell.edu (F. You).

https://doi.org/10.1016/j.adapen.2021.100019
Received 21 January 2021; Received in revised form 11 March 2021; Accepted 13 March 2021
Available online 17 March 2021
2666-7924/© 2021 The Author(s). Published by Elsevier Ltd. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/)
N. Zhao and F. You
Nomenclature
Sets/indices
I set of all technologies, indexed by i, including electric-
ity generation technologies (Ie ) and electricity storage
technologies (Is )
Ie set of electricity generation technologies, a subset of I,
including bituminous coal (BIT), fuel oil (FO), methane
from biogas (MTE), refuse of solid waste (REF), util-
ity solar PV (PVU), distributed solar PV (PVD), nu-
clear power (UR), hydropower (WAT), on-land wind
(WON), offshore wind (WOFF), natural gas combined
cycle (NGCC), natural gas combustion turbine (NGGT),
natural gas steam turbine (NGST), natural gas combined
cycle with carbon capture and storage (NCCS)
Iei set of intermittent renewable electricity generation tech-
nologies, a subset of Ie , including utility solar PV (PVU),
distributed solar PV (PVD), on-land wind (WON), and
offshore wind (WOFF)
Ier set of renewable electricity generation technologies, a
subset of Ie , including methane from biogas (MTE),
hydropower (WAT), PV (SUNU), distributed solar PV
(SUND), on-land wind (WON), and offshore wind
(WOFF)
Is set of electricity storage technologies, a subset of I, in-
cluding lithium-ion battery (LIB) and flywheel (FW)
K set of uncertain parameters
L set of hyperplanes that formulate the uncertainty sets
N set of time periods, indexed by n, from the initial year
(YINI) to the end of planning horizon (YM)
S source of imported electricity, indexed by s
T set of ages for all technologies, indexed by t, and t = 0
indicates that the technology has just been deployed in
this year
Y set of time periods, indexed by y, from the initial year
(YINI) to the end of planning horizon (YM)
Uncertain parameters
uk=1 ,n uncertain electricity generation demands in time period
n
uk=2 ,n uncertain market availability of wind turbines in time
period n
uk=3 ,n uncertain market availability of solar PVs in time period
n
Non-Negative Continuous variables
bdisi,t,y electricity storage capacity of technology i discarded in
year y with an age of t
bexti,t,y electricity storage capacity of technology i existing in
year y with an age of t, and t = 0 indicates new units
deployed in year y
edisi,t,y electricity generation capacity of technology i decom-
missioned in year y with an age of t
eexti,t,y electricity generation capacity from technology i exist-
ing in year y with an age of t, and t = 0 indicates new
units deployed in year y
eimps,y annual electricity importation in year y from source s
Parameters
CBDi,t,y unit retirement cost of electricity storage units for tech-
nology i with age of t in year y
CBEi,t,y annual cost of power storage units using technology i
with age of t in year y for unit storage capacity
CEDi,t,y unit decommissioning cost of power generators for tech-
nology i with age of t in year y
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Advances in Applied Energy 2 (2021) 100019
CEEi,t,y the annual cost of electricity generation technology i
with age of t in year y for unit generation capacity
CIMPs,y cost associated with unit amount of imported electricity
from source s in year y
EEi,t,y annual greenhouse gas emissions regarding unit amount
of electricity generated from technology i in year y with
an age of t
ELMTy annual emissions limit for in year y
Fi,y annual electricity generation amounts from unit gener-
ation capacity using technology i in year y
IMPMs,y maximum electricity importation from source s in year
y
INIEi,t electricity generation from technology i with an age of
t in year YINI
INIBi,t storage capacity of technology i with an age of t in year
YINI
LIFEi lifetime for technology i
MABi,y market availability of storage technology i in year y
MAGi,y market availability of generation technology i in year y
PROBi,y proposed additions of electricity storage capacity using
technology i in year y
PRODi,t,y proposed decommission of electricity generation corre-
sponding to technology i in year y with an age of t
PROGi,y proposed additions of power generation capacity with
technology i in year y
RATE discount rate
REQMi percentage of marginal addition of capacity for re-
newable generation technology i that marks the lower
bound of electricity storage deployment capacity
RPSGy renewable portfolio standards on renewable generation
for the electric power sector in year y, determined by
the government
TARi,y target capacity level for technology i in year y
TARSy target capacity level for electricity storage in year y
YINI initial year for the planning horizon
YMAX planning time horizon in years
robust optimization approach generally adopts the assumption of pre-
defined uncertainty sets and does not consider the sequences of uncer-
tainty realizations [27], so it could not fully utilize the uncertainty data
[28] and tends to generate over conservative solutions compared to mul-
tistage adaptive robust optimization (MARO) [29], which is an advan-
tage of MARO over the conventional robust optimization approaches.
Notably, there are studies on renewable electricity transition planning
[30] that integrate Monte Carlo sampling techniques and deterministic
optimization to account for the uncertainties of power systems [31]. Al-
though such an approach considers various potential combinations of
uncertainty data, it is worth noting that applying uncertain parameters
obtained from Monte Carlo sampling into deterministic optimization
does not guarantee a globally optimal solution, because of the stochas-
tic nature of the approach. Additionally, the MARO approach has been
applied to electric power systems operations [32], such as unit commit-
ment problems [33] and the investigation of demand response uncer-
tainties [34]. However, there are no research works that use MARO for
power systems’ decarbonization planning, to the best of our knowledge.
Therefore, a knowledge gap exists in addressing the renewable electric-
ity transition optimization under uncertainties from multiple time peri-
ods within the planning horizon. To fill this knowledge gap, this study
aims to propose a data-driven MARO framework for power systems’ re-
newable transition. To achieve this goal, multiple research challenges
need to be addressed in this work. The first one is to develop a novel elec-
tricity transition MARO framework that involves systems uncertainties,
climate and renewable electricity generation targets, as well as systems
stability, to overcome the over-conservation of static robust optimiza-
N. Zhao and F. You
tion approaches. The second challenge is to address the computational
intractability of the MARO problems. The third challenge is to integrate
data-driven technique advances regarding big-data and machine learn-
ing to further overcome the over-conservative issues resulted from the
construction of uncertainty sets.
In this work, we propose a data-driven bottom-up power systems’
transition MARO framework to address the 100% decarbonization plan-
ning optimization under multiple uncertainties, including the electricity
generation demands, the market availability of wind turbines, and the
market availability of solar photovoltaics (PVs). Specifically, a novel
bottom-up MARO framework is developed for the power systems’ re-
newable transition planning. Note that the top-down approach is not
selected for this study, because it does not focus on individual tech-
nologies or facilities [35]. On the other hand, the bottom-up model
includes each power generation facility and technology, so it can be
more appropriate for investigating the electricity transition process that
is directly related to active technologies and facilities. The proposed
framework ensures that the reliability of power systems is maintained
throughout the transition, and the framework also involves proposed re-
newable electricity generation targets, renewable generation technology
targets, climate targets, and scheduled changes to the energy systems,
such as future additions of generators and electricity storage facilities.
Moreover, to manage the intermittency issues resulted from a power
system with potentially high penetration of variable renewable energy,
electricity storage and increasing technological diversity are involved in
the proposed MARO framework. In terms of processing the uncertainty
datasets, both the conventional approaches and machine-learning-based
data-driven techniques are implemented. Specifically, multiple machine
learning techniques are used in this study to construct data-driven un-
certainty sets, including a variational inference algorithm for Dirich-
let process mixture model (DPMM) [36], principal component analysis
(PCA), and kernel density estimation (KDE) [37]. Notably, the MARO re-
newable electricity transition framework is computationally intractable,
owing to the multi-level optimization structure of its objective function
and the semi-infinite constraints, so affine decision rules are applied to
reformulate the MARO model into its robust counterpart and facilitate
the solution process for optimization. To illustrate the applicability of
the proposed electricity transition framework, a case study on the 100%
renewable power systems’ transition of New York State under electric-
ity generation uncertainties and uncertain market availabilities of re-
newable power generation units is presented. The potential electricity
transition pathways under multiple cases are investigated, including a
deterministic planning case that involves no uncertainties, two robust
optimization cases under conventional uncertainty sets, and two robust
optimization cases under data-driven uncertainty sets using machine
learning techniques.
The major novelties of this work are summarized as follows:
• The first study using robust optimization for 100% renewable power
systems transition planning under uncertainty that handles the se-
quences of uncertainty realizations and the sequential decision-
making process.
•
Application of the proposed framework for the renewable transition
of power systems in New York State under uncertainty, using both
conventional approaches and machine learning techniques to con-
struct uncertainty sets.
•
On-land wind and offshore wind would be the major power sources
based on the deterministic planning and the MARO results, respec-
tively.
The remainder of this article is organized as follows: §2 provides
the problem statement for the power systems’ renewable transition op-
timization under uncertainty. §3 presents the optimization formulation
of the electricity transition MARO model and the construction of data-
driven uncertainty sets using machine learning techniques. The applica-
tion of the proposed renewable electricity transition MARO framework
for New York State is shown in §4. Conclusions are drawn in §5.
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Advances in Applied Energy 2 (2021) 100019
2. Problem statement
In this work, a bottom-up data-driven MARO framework is proposed
to determine potential renewable transition pathways for the electricity
sector. The planning horizon is partitioned equally into multiple time
periods on an annual basis. The uncertain parameters include the elec-
tricity generation demand, the market availability of wind turbines, and
the market availability of solar PVs in each time period. Notably, the
sequences of uncertainty realizations are handled in the proposed re-
newable electricity transition MARO framework, so is the sequential
decision-making process across the planning horizon. The decision vari-
ables that define the renewable electricity transition pathway include
the installation, operation, and deactivation for both the electricity gen-
eration and storage units, and electricity importation for each time pe-
riod within the planning horizon.
In terms of the objective, the MARO framework aims to determine
the renewable electricity transition pathway that minimizes the total
system cost associated with electricity transition while handling all po-
tential realizations of the uncertainties. In the proposed MARO frame-
work, parameters and input data comprise the initial information about
power generation capacities and electricity storage capacities, climate
targets, renewable generation targets, scheduled system changes, a set of
technology options for the power systems, as well as their corresponding
economic and carbon intensity data. Notably, the proposed framework
ensures that the system reliability for the electricity sector is maintained
throughout the transition. Specifically, the electricity generation de-
mand and supply are balanced each year, and the framework integrates
mandatory electricity storage requirements and increasing the techno-
logical diversity to manage intermittency issues of the potentially high
penetration of variable renewable energy. The optimization formulation
of the renewable electricity transition MARO framework is presented in
the next section, and the reformulated robust counterpart using affine
decision rules is shown in the Appendix.
3. Renewable electricity transition MARO framework and
data-driven uncertainty sets
Following the problem statement, the optimization formulation of
the renewable electricity transition MARO framework and the construc-
tion of data-driven uncertainty set using machine learning techniques
are presented in this section, aiming to address the optimization of
100% renewable power systems transition under multiple types of un-
certainty. The overview of the proposed framework is shown in Fig. 1.
The planning horizon is partitioned on an annual basis, and the re-
newable electricity transition planning covers all time periods within
the planning horizon. Notably, the proposed framework deals with
both the sequential decision-making process for power systems’ renew-
able transition and the sequences of uncertainty realizations. To avoid
over-conservative issues of conventional uncertainty sets [38], machine
learning techniques [39] are used to construct data-driven uncertainty
sets, and the techniques include a variational inference algorithm for
DPMM, PCA, and KDE. By integrating the uncertainty set information,
power systems’ renewable transition under uncertainty is mathemati-
cally programmed into an electricity transition MARO framework. Since
cost minimization approaches are recommended for investigating the
technological transition pathways and climate impacts based on elec-
tricity generation and climate targets [40], the optimal renewable elec-
tricity transition pathways are obtained on a least-cost basis that min-
imizes total system cost under all potential realizations of uncertainty
over the entire transition period. Note that the proposed electricity tran-
sition MARO problem cannot be solved directly using off-the-shelf op-
timization solvers. To address the intractability issue, we apply affine
decision rules [41] and reformulate the problem into its linear program-
ming robust counterpart to facilitate the solution process [42]. Lastly,
the renewable electricity transition pathways could be determined us-
ing computational optimization based on the reformulated model and
N. Zhao and F. You
the information on data-driven uncertainty sets. It is worth mention-
ing that the proposed MARO framework focuses on the long-term re-
newable transition optimization for the electricity sector, which would
inform and facilitate the policy-making process, in terms of the feasi-
bility, economics, and technology selection aspects of the renewable
power systems’ transition under uncertainty. Short-term hourly simu-
lations [43] are not included in this work, and it could be a valuable
future research extension that investigates the adequacy of the fully-
decarbonized power systems. Instead, considering that electricity stor-
age is a practical approach to deal with the intermittency issues [44],
we estimate the energy storage need to address the intermittency is-
sues from the potentially high penetration of variable renewable en-
ergy, based on a study from the U.S. Department of Energy [45], which
is elaborated in §3.3.
Note that the robust optimization approach is applied in this frame-
work to deal with systems uncertainties, instead of stochastic program-
ming or chance constraints, while stochastic programming, robust opti-
mization, and chance constraints are three major approaches that handle
systems uncertainties by bringing in conservatism [46]. In terms of the
chance constraint approach, it requires a probability density function
before calculating the probabilities [47], and a key assumption is that
the probability density function is known before solving the problem
[48]. However, it is practically infeasible to obtain such precise func-
tions for the energy systems uncertainties in the future. As for stochastic
programming, the approach has been successful in various applications
owing to its feature of simultaneous optimization of design variables un-
der uncertainty [49], it may not be appropriate for power systems de-
carbonization compared to robust optimization for three reasons. First,
stochastic programming requires knowledge of the probability distribu-
tions of uncertainty sets in advance [50], and this can be unrealistic in
practice for the electricity transition application. On the other hand, ro-
bust optimization needs no predetermined probability distributions of
uncertainty. Second, stochastic programming can become computation-
ally intractable for large-scale applications with many possible scenar-
ios, which could be the case for power systems decarbonization, while
robust optimization could be computationally tractable for large prob-
lems [36]. Third, robust optimization solutions are guaranteed to be
feasible for all potential realizations of systems uncertainties [51], in-
cluding the worst-case scenarios [52], which is essential for the stability
of power systems during the transition. Therefore, the robust optimiza-
4
Advances in Applied Energy 2 (2021) 100019
Fig. 1. The overview of the proposed frame-
work for determining renewable electricity
transition pathways under uncertainty, includ-
ing the structure of the electricity transition
problem, the construction of data-driven uncer-
tainty set using machine learning techniques,
mathematical programming of power systems’
renewable transition under uncertainty as a
MARO framework, and the determination of
electricity transition pathways using computa-
tional optimization.
tion approach may be more suitable for renewable electricity transition
planning. Note that robust optimization also has limitations, including
its limited ability to provide a unified hedging strategy under uncer-
tainty and its incapability for investigating in-depth information regard-
ing the uncertainties when the probability distributions and covariance
can be determined [53].
3.1. General form of the MARO framework and uncertainty sets
A general form of the proposed electricity transition MARO is shown
in problem (1), where u1 , …, uYM are uncertainties revealed over all
stages within the planning horizon, vector x0 denotes the “here-and-
now” decision variables that are determined prior to any realizations
of uncertainty, x1 , …, xYM represent “wait-and-see” decisions that are
made from stage 1 to stage YM. YM stands for the last year in the plan-
ning horizon. Ω(x0,…, xt-1, u1,…, ut ) indicates the feasible region of the
recourse decisions at stage t, which is affected by both the previous re-
alizations of uncertainties u1 , …, ut-1 and the past determined decisions
x0 , …, xt-1 . Moreover, the objective of the proposed framework is to
minimize the total systems cost related to the decarbonization transition
across the planning horizon. Therefore, c0 , …, cYM represent the vectors
of cost coefficients that are associated with all decision variables.
{
min 𝐜′ 0 𝐱0 + max min
𝐱0 𝐮1 ∈𝑈1 𝐱1 ∈Ω(𝐱0 ,𝐮1 )
{ }}
𝐜′ 1 𝐱1 + ⋅ ⋅ ⋅ + max min 𝐜′ 𝑌 𝑀 𝐱𝑌 𝑀 (1)
𝐮𝑌 𝑀 ∈𝑈𝑌 𝑀 𝐱𝑌 𝑀 ∈Ω(𝐱0 ,⋅⋅⋅,𝐱𝑌 𝑀−1 ,𝐮1 ,⋅⋅⋅𝐮𝑌 𝑀 )
Following the problem statement, the uncertainties for the electric-
ity transition model consist of the electricity generation demands, the
market availability of wind turbines, and the market availability of solar
PVs. The data-driven uncertainty set for each stage could be expressed
in a general form as shown in Eq. (2).
{ ∑ }
𝜃 ⋅ 𝑢 ≤ 𝜔𝑙,𝑛 , ∀𝑙 ∈ 𝐿
𝑈𝑛 = 𝐮𝑛 | 𝑘∈𝐾 𝑙,𝑘,𝑛 𝑘,𝑛 , ∀𝑛 ∈ 𝑁 (2)
𝑢𝑘,𝑛 ≥ 0, ∀𝑘 ∈ 𝐾, 𝑛 ∈ 𝑁
where N denotes the set of years within the planning horizon, L indicates
the set of hyperplanes that formulate the uncertainty sets, and K stands
for the set of uncertain parameters. Specifically, the electricity genera-
tion demands, the market availability of wind turbines, and the market
N. Zhao and F. You
availability of solar PVs in each time period n are represented by k = 1,
k = 2, and k = 3, respectively. Un represents the data-driven uncertainty
set for time period n, and uk,n is the uncertainty parameter k in year n.
𝜃 l,k,n and 𝜔l,n denote the coefficient and the constant for hyperplane l in
time period n. Furthermore, the uncertainty set U is a direct product of
the uncertainty sets from different stages, namely U = U1 × U2 × …UYM .
Notably, the objective function of problem (1) has a multi-level op-
timization structure, while the constraints of the proposed framework
are semi-infinite, given the formulation of uncertainty sets as shown
in Eq. (2). Therefore, the renewable electricity transition problem un-
der uncertainty cannot be solved directly using any off-the-shelf opti-
mization solvers. To make the data-driven electricity transition MARO
computationally tractable, affine decision rules [41] are implemented
to derive the robust counterpart of the MARO model, namely a single-
level optimization problem with a finite number of constraints, which
can be solved efficiently using off-the-shelf solvers like CPLEX. The for-
mulation of the robust counterpart derived using affine decision rules is
presented in the appendix.
3.2. Objective function
The objective function of minimizing the total electricity transition
cost as presented in general model (1) should hold for all potential real-
izations of uncertain parameters. Therefore, the cost minimization ob-
jective function is equivalent to Eq. (3) and constraint (4). z represents
the value of the objective function, namely the total electricity transi-
tion cost throughout the planning horizon, while the right-hand side of
constraint (4) accounts for the discounted total costs associated with
electricity generation, generator decommissioning, electricity storage,
the retirement of storage units, and electricity importation.
min 𝑧 (3)
∑∑ ∑ electricity generation, targets on renewable electricity, and technology
𝑧≥ CE𝐸𝑖,𝑡,𝑦 ⋅ eex𝑡𝑖,𝑡,𝑦
𝑖∈𝐼𝑒 𝑡∈𝑇 𝑦∈𝑌 −{YINI}
∑∑ ∑ tomized to accommodate such targets for any other regions or time pe-
+ CE𝐷𝑖,𝑡,𝑦 ⋅ edi𝑠𝑖,𝑡,𝑦
𝑖∈𝐼𝑒 𝑡∈𝑇 𝑦∈𝑌 −{YINI}
∑∑ ∑ The annual greenhouse gas emissions from electricity generation are
+ CB𝐸𝑖,𝑡,𝑦 ⋅ bex𝑡𝑖,𝑡,𝑦
𝑖∈𝐼𝑠 𝑡∈𝑇 𝑦∈𝑌 −{YINI}
∑∑ ∑
+ CB𝐷𝑖,𝑡,𝑦 ⋅ bdi𝑠𝑖,𝑡,𝑦
𝑖∈𝐼𝑠 𝑡∈𝑇 𝑦∈𝑌 −{YINI}
∑ ∑
+ CIM𝑃𝑠,𝑦 ⋅ eim𝑝𝑠,𝑦 , ∀𝐮 ∈ 𝑈 (4)
𝑠∈𝑆 𝑦∈𝑌 −{YINI}
where CEEi,t,y denotes the annual cost of electricity generation technol-
ogy i with an age of t in year y for unit generation capacity, including
its capital costs, variable maintenance (O&M) costs, fixed O&M costs,
and emissions costs owing to carbon tax policies. CBEi,t,y stands for the
annual cost of power storage units using technology i with an age of
t in year y for unit storage capacity. CEDi,t,y and CBDi,t,y are the unit
decommissioning cost of power generators and the unit retirement cost
of electricity storage units, respectively, for technology i with an age of
t in year y. CIMPs,y indicates the unit cost of imported electricity from
source s in year y.
3.3. Electric power generation demand and electricity storage requirement
constraints
The renewable electricity transition should guarantee that the elec-
tric power systems provide enough electricity for the region-level de-
mands, to avoid significant damage to social and economic activi-
ties. The electricity generation demands are presented by constraint
(5), where the parameter Fi,y denotes the annual electricity generation
amounts from unit generation capacity using technology i in year y.
uk=1 ,n = y represents the electricity generation demands in stage y, as il-
lustrated in §3.1. The electricity generation demands are considered in
5
Advances in Applied Energy 2 (2021) 100019
an annual basis, and this has been applied in research works that inves-
tigate the energy systems transition optimization with high-penetration
of variable renewable energy [40]. Note that an inequality constraint is
used, considering that the capacity factor is a fixed parameter for each
technology and each year. If an equation is used for this constraint, then
the electricity generation capacities must change according to demand
fluctuations, which would be unrealistic in practice.
∑ ∑∑
𝑒𝑖𝑚𝑝𝑠,𝑦 + 𝐹𝑖,𝑦 ⋅ 𝑒𝑒𝑥𝑡𝑖,𝑡,𝑦 ≥ 𝑢𝑘=1,𝑛=𝑦 , ∀𝑦 ∈ 𝑌 , 𝐮 ∈ 𝑈 (5)
𝑠∈𝑆 𝑖∈𝐼𝑒 𝑡∈𝑇
Considering that the potentially high penetration of variable renew-
able energy may raise issues on intermittency and curtailment, electric-
ity storage is included as a balancing option to deal with these issues in
the proposed MARO framework. Following the results and conclusions
in the work of Kintner-Meyer et al. [45], it is assumed that the mini-
mum electricity storage capacities should be determined based on the
generation capacities using variable renewable energy. Specifically, the
electricity storage capacity is required to be higher than a proportion of
the total generation capacity from variable renewable energy sources,
as presented in constraint (6).
∑∑ ∑∑
𝑏𝑒𝑥𝑡𝑖,𝑡,𝑦 ≥ 𝑅𝐸𝑄𝑀𝑖 ⋅ 𝑒𝑒𝑥𝑡𝑖,𝑡,𝑦 , ∀𝑦 ∈ 𝑌 , 𝐮 ∈ 𝑈 (6)
𝑖∈𝐼𝑠 𝑡∈𝑇 𝑖∈𝐼𝑒𝑖 𝑡∈𝑇
where REQMi indicates the percentage of marginal capacity addition
based on variable renewable generation technology I, set Iei represents
the set of variable renewable generation technologies, including solar
PVs and wind turbines.
3.4. Target constraints on renewable electricity generation and emissions
Multiple targets and mandates have been proposed by the govern-
ment in terms of power systems decarbonization, including a carbon
neutrality target for the electric power sector [6], emissions targets from
deployment targets [7]. Notably, these constraints could be easily cus-
riods.
presented in constraint (7), where EEi,t,y is the annual greenhouse gas
emissions from unit generation capacity with an age of t in year y, and
ELMTy stands for the upper limit of annual greenhouse gas emissions
from the electricity sector in year y.
∑∑
𝑒𝑒𝑥𝑡𝑖,𝑡,𝑦 ⋅ 𝐸 𝐸𝑖,𝑡,𝑦 ≤ 𝐸𝐿𝑀 𝑇𝑦 , ∀𝑦 ∈ 𝑌 , 𝐮 ∈ 𝑈 (7)
𝑖∈𝐼𝑒 𝑡∈𝑇
Targets on renewable electricity generation are presented in con-
straint (8). RPSGy denotes the renewable portfolio standards for renew-
able generation technologies in stage y, uk=1 ,n = y is an uncertain pa-
rameter indicating the electricity generation demands in time period y,
and Ier represents the set of renewable power generation technologies.
∑∑
𝐹𝑖,𝑦 ⋅ 𝑒𝑒𝑥𝑡𝑖,𝑡,𝑦 ≥ 𝑅𝑃 𝑆 𝐺𝑦 ⋅ 𝑢𝑘=1,𝑛=𝑦 , ∀𝑦 ∈ 𝑌 , 𝐮 ∈ 𝑈 (8)
𝑖∈𝐼𝑒𝑟 𝑡∈𝑇
The deployment constraints for renewable generation technologies
and electricity storage units are shown in constraints (9) and (10), re-
spectively. The deployment targets for renewable generation technology
i in year y are formulated into constraint (9), where TARi,y denotes the
target on total power generation capacity level for renewable power
generation technology i in year y.
∑
𝑒𝑒𝑥𝑡 𝑖,𝑡,𝑦 ≥ 𝑇 𝐴𝑅 𝑖,𝑦 , ∀𝑖 ∈ 𝐼𝑒𝑟 , 𝑦 ∈ 𝑌 , 𝐮 ∈ 𝑈 (9)
𝑡∈𝑇
The electricity storage capacity targets are formulated into constraint
(10), where TARSy stands for the target on total electricity storage ca-
pacity for year y.
∑∑
𝑏𝑒𝑥𝑡𝑖,𝑡,𝑦 ≥ 𝑇 𝐴𝑅𝑆𝑦 , ∀𝑦 ∈ 𝑌 , 𝐮 ∈ 𝑈 (10)
𝑖∈𝐼𝑠 𝑡∈𝑇
N. Zhao and F. You Advances in Applied Energy 2 (2021) 100019

3.5. Transition relationship constraints market availability of technology i in stage y. On the other hand, such
constraints for wind and solar power capacities are formulated as con-
The initialization of variables regarding electricity generation and straints (21) and (22), considering that the market availabilities of wind
storage capacities is presented as constraints (11) and (12), where INIEi,t turbines and solar PVs are uncertainties in the framework. uk=2 ,n = y and
stands for the electricity generation from technology i with an age of t in uk=3 ,n = y symbolize the uncertain market availability for wind turbines
the initial year YINI, and INIBi,t represents the initial electricity storage and solar PVs, respectively.
capacity based on technology i with an age of t. ∑ ∑
𝑒𝑒𝑥𝑡𝑖,𝑡,𝑦 − 𝑒𝑒𝑥𝑡𝑖,𝑡,𝑦−1 ≤ 𝑀𝐴𝐺𝑖,𝑦 ,
𝑒𝑒𝑥𝑡𝑖,𝑡,𝑦=𝑌 𝐼 𝑁 𝐼 = 𝐼 𝑁 𝐼 𝐸𝑖,𝑡 , ∀𝑖 ∈ 𝐼𝑒 , 𝑡 ∈ 𝑇 , 𝐮 ∈ 𝑈 (11) 𝑡∈𝑇 𝑡∈𝑇
∀𝑖 ∈ 𝐼𝑒 − {𝑊 𝑂𝑁, 𝑊 𝑂𝐹 𝐹 , 𝑆𝑈 𝑁𝐷, 𝑆𝑈 𝑁𝑈 }, 𝑦 ∈ 𝑌 − {𝑌 𝐼𝑁𝐼}, 𝐮 ∈ 𝑈
𝑏𝑒𝑥𝑡𝑖,𝑡,𝑦=𝑌 𝐼 𝑁 𝐼 = 𝐼 𝑁 𝐼 𝐵𝑖,𝑡 , ∀𝑖 ∈ 𝐼𝑠 , 𝑡 ∈ 𝑇 , 𝐮 ∈ 𝑈 (12)
The transition relationships for electricity and storage capacities be- ∑ ∑ ∑ ∑
𝑒𝑒𝑥𝑡𝑖,𝑡,𝑦 − 𝑒𝑒𝑥𝑡𝑖,𝑡,𝑦−1
tween consecutive time periods are formulated as constraints (13) and 𝑖∈{𝑊 𝑂𝑁,𝑊 𝑂𝐹 𝐹 } 𝑡∈𝑇 𝑖∈{𝑊 𝑂𝑁,𝑊 𝑂𝐹 𝐹 } 𝑡∈𝑇
(14), respectively. Notably, a generation or storage unit with an age of
≤ 𝑢𝑘=2,𝑛=𝑦 , ∀𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 }, 𝐮 ∈ 𝑈 (21)
t = 0 in stage y indicates that the unit has just been installed in year y.
The two transition relationship constraints show that the existing gener- ∑ ∑ ∑ ∑
ation or storage capacities using technology i in year y with age t should 𝑒𝑒𝑥𝑡𝑖,𝑡,𝑦 − 𝑒𝑒𝑥𝑡𝑖,𝑡,𝑦−1
equal to the existing capacities using this technology with an age of t-1 𝑖∈{𝑆 𝑈 𝑁𝐷,𝑆 𝑈 𝑁𝑈 } 𝑡∈𝑇 𝑖∈{𝑆 𝑈 𝑁𝐷,𝑆 𝑈 𝑁𝑈 } 𝑡∈𝑇
in the previous year that are not retired in year y. ≤ 𝑢𝑘=3,𝑛=𝑦 , ∀𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 }, 𝐮 ∈ 𝑈 (22)

𝑒𝑒𝑥𝑡𝑖,𝑡,𝑦 = 𝑒𝑒𝑥𝑡𝑖,𝑡−1,𝑦−1 − 𝑒𝑑𝑖𝑠𝑖,𝑡,𝑦 , ∀𝑖 ∈ 𝐼𝑒 , 𝑡 ∈ 𝑇 , 𝑦 ∈ 𝑌
−{𝑌 𝐼 𝑁 𝐼 }, 𝑡 ≥ 1, 𝐮 ∈ 𝑈
𝑏𝑒𝑥𝑡𝑖,𝑡,𝑦 = 𝑏𝑒𝑥𝑡𝑖,𝑡−1,𝑦−1 − 𝑏𝑑𝑖𝑠𝑖,𝑡,𝑦 , ∀𝑖 ∈ 𝐼𝑠 , 𝑡 ∈ 𝑇 , 𝑦 ∈ 𝑌
−{𝑌 𝐼 𝑁 𝐼 }, 𝑡 ≥ 1, 𝐮 ∈ 𝑈
The power generators and electricity storage facilities are assumed
to retire if their ages are larger than their lifetime, as presented in con-
straints (15) and (16), where LIFEi stands for the lifetime of generation
technology i or storage technology i.
𝑒𝑒𝑥𝑡𝑖,𝑡=𝐿𝐼𝐹 𝐸𝑖 −1,𝑦−1 = 𝑒𝑑𝑖𝑠𝑖,𝑡=𝐿𝐼𝐹 𝐸𝑖 ,𝑦 , ∀𝑖 ∈ 𝐼𝑒 , 𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 }
𝑏𝑒𝑥𝑡𝑖,𝑡=𝐿𝐼𝐹 𝐸𝑖 −1,𝑦−1 = 𝑏𝑑𝑖𝑠𝑖,𝑡=𝐿𝐼𝐹 𝐸𝑖 ,𝑦 , ∀𝑖 ∈ 𝐼𝑠 , 𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 }
3.6. Scheduling constraints
For obtaining more accurate and realistic renewable electricity tran-
sition pathways, we include the scheduled systems changes in the pro-
posed framework, such as the proposed additions of generators, the
scheduled decommissioning of power generators, and the scheduled in-
stallation of storage facilities. These scheduled changes could have great
impacts on the electric power systems during the transition, considering
that the government or independent system operators may have pro-
posed such schedules regarding the large power generation facilities.
The proposed generator additions and proposed storage unit addi-
tions are represented by constraints (17) and (18), respectively. PROGi,y
is the proposed capacity additions for power generation using technol-
ogy i in year y. PROBi,y stands for the scheduled installation of electricity
storage capacity with technology i in year y.
𝑒𝑒𝑥𝑡𝑖,𝑡=0,𝑦 ≥ 𝑃 𝑅𝑂𝐺𝑖,𝑦 , ∀𝑖 ∈ 𝐼𝑒 , 𝑦 ∈ 𝑌 , 𝐮 ∈ 𝑈
𝑏𝑒𝑥𝑡𝑖,𝑡=0,𝑦 ≥ 𝑃 𝑅𝑂𝐵𝑖,𝑦 , ∀𝑖 ∈ 𝐼𝑠 , 𝑦 ∈ 𝑌 , 𝐮 ∈ 𝑈
The scheduled decommissioning of power generators are represented
using constraint (19), where PRODi,t,y denotes the generation capacity
associated with the generators using technology i with age t in year y
that is scheduled for deactivation.
𝑒𝑑𝑖𝑠𝑖,𝑡,𝑦 ≥ 𝑃 𝑅𝑂𝐷𝑖,𝑡,𝑦 , ∀𝑖 ∈ 𝐼𝑒 , 𝑦 ∈ 𝑌 , 𝐮 ∈ 𝑈
3.7. Market availability constraints
The annual increases of generation capacities and storage capacities
are limited by the market availability for each technology in the elec-
tricity transition MARO framework. The market availability constraint
for generation technologies that are not using variable renewable en-
ergy is shown as constraint (20), where MAGi,y represents the annual
The market availability constraint for electricity storage units is
(13) shown in constraint (23). MABi,y denotes the annual market availability
of electricity storage technology i in stage y.
∑ ∑
𝑏𝑒𝑥𝑡𝑖,𝑡,𝑦 − 𝑏𝑒𝑥𝑡𝑖,𝑡,𝑦−1 ≤ 𝑀𝐴𝐵𝑖,𝑦 , ∀𝑖 ∈ 𝐼𝑠 , 𝑦 ∈ 𝑌 − {𝑌 𝐼𝑁𝐼}, 𝐮 ∈ 𝑈
(14) 𝑡∈𝑇 𝑡∈𝑇
(23)
3.8. Electricity importation constraints and non-negative constraints
The amount of inter-state or international electricity importation
is physically limited by the transmission capacity, so the maximum
(15)
amount of electricity importation should be derived and included in
(16) the proposed framework, as presented in constraint (24), where IMPMs,y
symbolizes the maximum electricity importation amounts from external
source s in time period y. In this work, it is assumed that the imported
electricity is generated from carbon-neutral sources, considering that
hydropower from Ontario is a major electricity importation source for
New York State [54].
𝑒𝑖𝑚𝑝𝑠,𝑦 ≤ 𝐼 𝑀 𝑃 𝑀𝑠,𝑦 , ∀𝑠 ∈ 𝑆, 𝑦 ∈ 𝑌 , 𝐮 ∈ 𝑈 (24)
The non-negative constraints for the decision variables of the renew-
able electricity transition MARO model are formulated into constraints
(25)-(29).
𝑒𝑒𝑥𝑡𝑖,𝑡,𝑦 ≥ 0, ∀𝑖 ∈ 𝐼𝑒 , 𝑡 ∈ 𝑇 , 𝑦 ∈ 𝑌 (25)
𝑏𝑒𝑥𝑡𝑖,𝑡,𝑦 ≥ 0, ∀𝑖 ∈ 𝐼𝑠 , 𝑡 ∈ 𝑇 , 𝑦 ∈ 𝑌 (26)
𝑒𝑑𝑖𝑠𝑖,𝑡,𝑦 ≥ 0, ∀𝑖 ∈ 𝐼𝑒 , 𝑡 ∈ 𝑇 , 𝑦 ∈ 𝑌 (27)
𝑏𝑑𝑖𝑠𝑖,𝑡,𝑦 ≥ 0, ∀𝑖 ∈ 𝐼𝑠 , 𝑡 ∈ 𝑇 , 𝑦 ∈ 𝑌 (28)
(17)
𝑒𝑖𝑚𝑝𝑠,𝑦 ≥ 0, ∀𝑠 ∈ 𝑆, 𝑦 ∈ 𝑌 (29)
(18)
3.9. Renewable electricity transition MARO model formulation and
reformulated robust counterpart
The detailed optimization formulation of the electricity transition
MARO model is presented in the previous subsections. The objective is
(19) the minimization of total transition cost, in terms of electricity gener-
ation and storage. The objective function is subject to electricity gen-
eration demand constraints, electricity storage requirement constraints,
renewable electricity generation and climate target constraints, technol-
ogy deployment constraints, transition relationship constraints, schedul-
ing constraints, market availability constraints, electricity importation
constraints, non-negative constraints, and uncertainty set formulation.
We present the outline of the renewable electricity transition MARO
framework as (P0).

6
N. Zhao and F. You
(P0) min-max Total Electricity Transition Cost Under Uncertainty given
by (1)
s.t. Electric power generation demand constraint: (5)
Electricity storage requirement constraint: (6)
Renewable electricity generation and emissions targets constraints:
(7)–(8)
Technology deployment constraints: (9)–(10)
Transition relationship constraint: (11)–(16)
Scheduling constraint: (17)–(19)
Market availability constraints: (20)–(22)
Electricity importation and non-negativity constraints: (24)–(29)
Uncertainty set formulation: (2)
Considering that the MARO framework (P0) has a multi-level op-
timization structure and semi-infinite constraints, it cannot be solved
directly using off-the-shelf optimization solvers. To address the compu-
tational issue, affine decision rules and duality theories are implemented
to reformulate (P0) into its single-level linear optimization robust coun-
terpart with a finite number of constraints. The mathematical formu-
lation of the robust counterpart is presented in the Appendix, and the
outline of the reformulated electricity transition framework is shown
as (P1).
(P1) min Total Electricity Transition Cost given by (3), (A12)–(A14)
s.t. Reformulated electric power generation demand constraints:
(A16)–(A19)
Reformulated electricity storage requirement constraints: (A20)–
(A22)
Reformulated renewable generation and emissions targets con-
straints: (A23)–(A29)
Reformulated technology deployment constraints: (A30)–(A35)
Reformulated transition relationship constraints: (A36)–(A47)
Reformulated scheduling constraints: (A48)–(A56)
Reformulated market availability constraints: (A57)–(A70)
Reformulated electricity importation and non-negativity con-
straints: (A71)–(A88)
3.10. Data-driven uncertainty set using machine learning
To avoid over-conservative issues of conventional uncertainty sets,
machine learning techniques, including a variational inference algo-
rithm using DPMM, PCA, and KDE, are used to construct data-driven
uncertainty sets for the proposed renewable electricity transition MARO
framework. The resulting data-driven uncertainty sets are formulated
into sets of inequalities directly from the uncertainty data. Two types of
data-driven uncertainty sets are constructed. The first type uses a varia-
tional inference algorithm using DPMM [55]. Considering that DPMM is
a Bayesian nonparametric model, its model complexity can be adjusted
according to the uncertainty data [56]. Note that the model parameters
are considered as random variables in Bayesian statistics. To obtain the
posterior distribution of these random variables, the variational infer-
ence algorithm is used. Subsequently, the data-driven uncertainty sets
can be constructed using both l1 and l∞ norms based on the posterior dis-
tribution information [36]. The second type of data-driven uncertainty
set uses both PCA and KDE [37]. First, PCA is employed to obtain the
orthogonal principal components based on the uncertainty data, then
these data are projected onto each principal component accordingly.
Next, KDE is applied to extract the distributional information from the
projected data for each principal component. Lastly, the principal com-
ponents and the extracted distributional information are integrated to
formulate the data-driven uncertainty set.
4. Application: New York State 100% renewable electricity
transition planning under uncertainty
In this section, the applicability of the proposed framework is demon-
strated through the application to renewable electricity transition in
7
Advances in Applied Energy 2 (2021) 100019
New York State under uncertainty. Namely, the framework proposed
in the previous section is applied to New York State to investigate the
most economically efficient electricity transition pathways for the elec-
tric power sector that could achieve the climate and decarbonization
targets, ensure the balance of electricity supply and demands, and main-
tain systems stability. Specifically, the climate and renewable electricity
generation targets for the state are set by both the state-level legislation
[7] and a nationwide energy transition plan [6]. As for decarbonization,
New York State is scheduling to reduce 40% of greenhouse gas emissions
by 2030, and the nationwide energy transition plan aims to achieve
100% carbon neutrality for the electricity sector by 2035. Additionally,
the state also requires that 70% of electricity should be generated from
renewable sources by 2030. As for the technology deployment targets,
New York State mandates minimum capacity requirements through its
CLCPA for multiple types of generation technologies and electricity stor-
age, such as distributed solar PV and offshore wind turbines [7]. Specif-
ically, the capacity of distributed solar PV should be higher than 6 GW
by 2025, and the installed generation capacity for offshore wind should
be at least 9 GW by 2035. As for electricity storage, 1.5 GW and 3 GW
of electricity storage capacities are required for New York State by 2025
and 2030, respectively. These requirements serve as the lower bounds
for the application of renewable electricity generation systems in the
state. Two electricity storage technologies are considered in this appli-
cation, including lithium-ion batteries and flywheels, considering that
they are the existing electricity storage technologies in New York State
[57]. The generation technologies in this application include bituminous
coal, fuel oil, methane from biogas, refuse of solid waste, utility solar
PV, distributed solar PV, nuclear power, hydropower, on-land wind, off-
shore wind, natural gas combined cycle, natural gas combustion turbine,
natural gas steam turbine, natural gas combined cycle with carbon cap-
ture and storage. Notably, the proposed framework is formulated in a
bottom-up structure that classifies the electricity generation units by
their technologies and ages, so it would be convenient to include differ-
ent sets of technologies into framework while applying to other regions
in the world. Moreover, a carbon tax policy is included in this applica-
tion, following a previous research work [58]. Specifically, the carbon
tax in this study is US$40 per ton CO2 in 2020, and it increases by 5% per
year. The projected technological and economic parameters for the gen-
eration technologies are obtained from a work of the National Renew-
able Energy Laboratory [59]. Considering that the proposed bottom-up
MARO framework considers electricity generation by technology types
and generator ages, application to different planning regions may in-
crease the size of the optimization problem, in terms of its number of
variables and the number of constraints, as more types of technologies
could be involved, but the solution time would not change too much for
different scales, if the same type of uncertainty set is applied.
Three types of uncertain parameters are included in this application,
including the annual electricity generation demands, the market avail-
ability for wind turbines, and the market availability for solar PVs in
each stage. The first type of uncertain parameter is the annual electric-
ity generation demand. The uncertainty data samples for annual gener-
ation demands are collected and projected based on multiple load and
capacity reports that are published by the New York Independent Sys-
tem Operator (NYISO) [57], which include future electricity generation
demand projections. Considering that the future generation demands in
some of the reports are not projected to 2035, we made further pro-
jections based on 10–15 years of the NYISO data. It is worth mention-
ing that the electricity demand increases owing to the potential shift
from internal combustion vehicles to electric vehicles are included in
the uncertainty data, as well as the transmission and distribution losses
for electricity. Market availability for wind turbines is the second type
of uncertainty. The data samples are collected and projected based on
the total wind capacities from domestic manufacturers, as reported by
the U.S. Department of Energy [60]. The third type of uncertainty is
the market availability for solar PVs, and the corresponding uncertainty
data samples are obtained and projected from annual solar PV module
N. Zhao and F. You Advances in Applied Energy 2 (2021) 100019

Fig. 2. Multiple types of uncertainty set formu-

lation for the year 2030. (a) Box uncertainty
set. (b) Budget uncertainty set. (c) Data-drive
uncertainty set formulated using a variational
inference algorithm for DPMM. (d) Data-driven
uncertainty formulated by PCA and KDE.

Table 1 Table 2
Range of uncertain parameters for the year 2030. Solution time of the proposed MARO framework for under different uncertainty
sets and planning horizons.
Electricity Market availability Market
generation of wind turbines availability of Uncertainty set Solution time under different planning horizon (CPUs)
demand (TWh) (GW) solar PV(GW)
2020–2025 2020–2030 2020–2035
Box [155.2, 212.6] [13.6, 22.0] [2.71, 4.51]
Budget [155.2, 238.9] [13.6, 24.9] [2.71, 5.30] Deterministic 0.1 0.2 0.3
DPMM [155.2, 212.6] [13.6, 22.0] [2.71, 4.51] Box 8 56 266
PCA & KDE [164.2, 212.2] [13.7, 21.4] [2.71, 4.51] Budget 50 340 3703
DPMM 99 642 824
PCA & KDE 64 508 1550

shipment reports published by the U.S. Energy Information Administra-

tion [61].
Five cases are investigated based on the formulation of uncertainty
set, including deterministic planning, box uncertainty sets, budget un-
certainty sets, data-driven uncertainty sets using a variational inference
algorithm for DPMM, and data-driven uncertainty sets formulated using
PCA and KDE. Specifically, the deterministic planning case includes no
uncertainties, so its optimization results are not robust. The four types
of uncertainty set for 2030 are visualized in Fig. 2, and the uncertainty
ranges under all types of uncertainty set in 2030 are shown in Table 1.
Note that the ranges of the uncertainty parameters for the data-driven
uncertainty sets are included in the ranges for the box uncertainty set,
because the upper and lower bounds of the uncertainties in the data-
driven uncertainty sets are constrained by the maximum and minimum
values of the uncertainty data samples. Namely, the data-driven uncer-
tainty sets are subsets of the box uncertainty set. In Fig. 2, the x axis, y
axis and z axis represent the uncertainties of annual electricity demand,
market availability of wind turbines, and the market availability of solar
PV, respectively. The box uncertainty set and the budget uncertainty set
for 2030 are shown in Fig. 2(a) and Fig. 2(b). Both types of uncertainty
set are not data-driven uncertainty set, and all data samples are included
in the box and budget uncertainty sets. On the other hand, Fig. 2(c) and
Fig. 2(d) visualize the DPMM uncertainty set and the PCA & KDE un-
certainty set for 2030, respectively. These data-driven uncertainty sets
are tuned to have the same coverage level of data samples (90%). In
Fig. 2, The data samples included in the data-driven uncertainty sets
are plotted using red dots, while the samples that are not included are
represented by red crosses. In addition, the renewable electricity transi-
tion pathways are investigated based on the optimization results, from
research perspectives that include energy sources, generation technol-
ogy contributions, economics, and greenhouse gas emissions.
4.1. Computational optimization results
Both the deterministic planning and the robust optimization of the
renewable electricity transition problem for New York State are coded
in GAMS 27.3 [62] on a PC with an Intel Core i7–8700 @ 3.20 GHz
and 32.00 GB RAM, running on a Windows 10 Enterprise, 64-bit oper-
ating system. The deterministic planning and the reformulated MARO
problems are solved using CPLEX 12.9.0.0 with an optimality tolerance
of 0%. The optimal objective value and the solution time are two main
indexes to evaluate an uncertainty set. The optimal objective value rep-
resents the minimum power systems transition cost for the proposed
framework, so smaller objective values are preferred. The solution time
stands for the execution time of the optimization program, and shorter
solution time is better.
The solution times of the optimization programs for different plan-
ning horizons are presented in Table 2. The deterministic case has the
shortest solution times of less than 1 CPU second for all planning hori-
zons, while the robust optimization cases tend to have much longer so-
lution times. This is because the optimization problems for deterministic
planning cases have significantly smaller problem sizes than the robust

8
N. Zhao and F. You
Table 3
Optimal objective values under different uncertainty sets and planning horizons.
Total systems cost under different planning horizon ($MM)
2020–2025 2020–2030 2020–2035
Deterministic 75,778 105,963 124,763
Box 96,511 121,371 156,684
Budget 111,819 139,638 177,326
DPMM 94,701 119,067 152,980
PCA & KDE 92,646 117,270 150,941
optimization cases, considering that a number of dual variables and dual
problem constraints are introduced while implementing affine decision
rules. Note that several factors can affect the solution time of the MARO
problem, including the sparseness formulation, the size of the feasible
region, and the number of auxiliary variables. The budget uncertainty
set for planning horizon 2020–2035 leads to the largest solution time,
and this is likely to be resulted from its non-sparse uncertainty set for-
mulation and its large feasible region for the uncertain parameters com-
pared to other types of uncertainty set, as shown in Fig. 2. In compari-
son, the DPMM uncertainty set has a similar non-sparse formulation, but
its feasible region for uncertain parameters is considerably smaller than
that of the budget uncertainty set, leading to a shorter solution time for
a longer planning horizon. The uncertainty set constructed using PCA
& KDE has more auxiliary variables that may increase the solution time
for short planning horizons, but its sparse formulation and relatively
small uncertainty feasible region can lead to less solution time under
the planning horizon 2020–2035, compared to the budget uncertainty
set.
The optimal objective values, namely the minimum renewable elec-
tricity transition cost under uncertainty, for different uncertainty sets
and planning horizons are shown in Table 3. The deterministic plan-
ning solutions show lower electricity transition costs compared to the
robust optimization results, because the potential uncertainty realiza-
tions are not considered in the deterministic cases. The total systems
costs of the electricity transition for the robust optimization solutions
are 21%−42% higher than deterministic planning. In terms of robust
optimization, using the data-driven DPMM and PCA & KDE uncertainty
sets could achieve less conservative solutions compared to the conven-
tional box and budget uncertainty sets, as shown by their relatively low
objective values. Specifically, the total renewable electricity transition
costs under the data-driven uncertainty sets are 2%−17% lower than the
conventional uncertainty sets. Additionally, the data-driven MARO so-
lutions could cover 90% of the potential uncertainty realizations across
the planning horizon, while the solution under the deterministic scenar-
ios could only cover 24%−57% of the potential uncertainty realizations
during the renewable power systems’ transition.
4.2. Electricity generation during the power systems’ transition under
uncertainty
The electricity generation from different sources during the power
systems’ renewable transition under the deterministic planning solution
and the robust optimization solutions is shown in Fig. 3. It is illustrated
that the complete decarbonization target for the power systems of New
York State would be achieved under all deterministic and robust op-
timization cases, by Fig. 3(a)–(e). Specifically, wind, hydro, solar, and
nuclear would account for the majority of electricity generation demand
by the end of the planning horizon. Notably, the electricity generation
for the deterministic solution in Fig. 3(a) is much lower compared to
all robust optimization solutions shown in Fig. 3(b)–(e). This is because
the cases under uncertainty should compensate for any potential real-
izations of the uncertain electricity generation demands, which could
be higher than the generation demands under the deterministic case for
any time period within the planning horizon. Notably, the annual elec-
tricity generation within the planning horizon may vary for different
9
Advances in Applied Energy 2 (2021) 100019
types of uncertainty set. This is because the annual electricity generation
demand is an uncertain parameter, and the ranges of its potential real-
izations are likely to be different for different types of uncertainty sets.
Specifically, the total electricity generation during the renewable elec-
tricity transition under uncertainty is 12%, 23%, 13%, and 12% higher
than the generation of the deterministic solution for box uncertainty set,
budget uncertainty set, DPMM data-driven uncertainty set, and PCA &
KDE data-driven uncertainty set, respectively. The electricity generation
under the budget uncertainty set is likely to be much higher compared
to other types of uncertainty set, and this can be illustrated by Fig. 2(c)
which presents a higher range for potential realizations of uncertain
electricity generation. Note that there is no electricity importation in
2033 and 2034 for both the deterministic and the robust solutions, and
electricity importation may return to a high level at the end of the plan-
ning horizon. This is because natural gas-based electricity still exists in
the two stages before 2035, and replacing such carbon-emitting genera-
tion technologies with electricity importation and carbon-neutral tech-
nologies at the last two years of the planning horizon could be more
economically favorable in both the deterministic planning case and the
robust optimization cases. In addition, we note that the electricity im-
portation price could be uncertain, because of the carbon-neutral transi-
tion of the exporting states or countries. Such uncertainty is not consid-
ered in this work, and it could be an important factor for future related
research works.
In terms of renewable electricity generation, renewable sources pro-
vide around 80% of total electricity generation by the end of the plan-
ning horizon. Note that the optimal electricity generation from renew-
able energy sources varies under different uncertainty sets, and this is
because of the different feasible regions for uncertain parameters that
are defined by the uncertainty sets. Specifically, the robust optimiza-
tion results should hold for all potential realizations of the uncertain
parameters, in addition to the achievement of renewable generation re-
quirements. Considering that the feasible regions of the data-driven un-
certainty sets tend to be smaller than that of conventional uncertainty
sets, the optimal solutions obtained from the data-driven approaches
may become infeasible for some extreme uncertainty realizations under
the conventional uncertainty sets. Therefore, different types of uncer-
tainty set can lead to different renewable electricity generation plans.
Based on optimization results, on-land wind may become a major source
of electricity for New York State under the deterministic case in 2035,
while offshore wind accounts for the largest proportion of electricity
generation by the end of the planning horizon for all cases under un-
certainty. The differences in the application of different types of wind
power for the deterministic planning and robust optimization are re-
sulted from both the economic and the market availability reasons. Eco-
nomically, the capital investment of on-land wind turbines is less than
offshore wind, but on-land wind turbines would need more investment
on electric energy storage for unit electricity generation. Therefore, con-
sidering that the electricity generation demand for the robust cases are
much higher than the deterministic case, the cost of electricity storage
would significantly increase if on-land wind becomes the major renew-
able power source in the robust cases. In terms of market availability, the
offshore wind turbines have higher capacity factors [59], so they could
generate more electricity under unit installed capacity compared to on-
land wind. This is particularly important considering that the market
availability of wind turbines in the robust cases could be considerably
less than the deterministic case. Due to the economic and market avail-
ability reasons, on-land wind is selected as the main power source at
the end of the planning horizon in the deterministic case, given that
this case has complete information about the annual generation de-
mands and larger market availability of wind turbines. On the other
hand, the robust optimization solutions would ensure that the demands
and targets are fulfilled for all realizations of the uncertainties through-
out the electricity transition process, so the robust optimization results
tend to be more conservative than deterministic planning, which could
be essential for power systems’ transition planning. Therefore, offshore
N. Zhao and F. You
wind may be a more appealing option for the major source of electricity
generation when uncertainties are considered. Additionally, a notice-
able increase of the offshore wind capacity in 2024 exists for all solu-
tions, because two wind farms are scheduled to begin their operations
this year. Notably, wind may become the major source of electricity for
both deterministic and robust optimization solutions, mainly due to the
relatively high capacity factor (over 20%) compared to other variable
renewable power sources. The optimization result showing that wind
would become a major electricity energy source is consistent with pre-
vious research works [63]. The on-land wind power would gradually in-
crease during the planning horizon, while the offshore wind generation
gradually increases during the first decade of the renewable electricity
transition, and it may have noticeable increases in the last two years of
the planning horizon to balance the electricity demand shortages owing
to the decrease of fossil-based electricity.
As for solar power, distributed solar PVs account for a small per-
centage of electricity generation by the end of the planning horizon for
all deterministic and robust solutions, while the utility solar PVs have
a much smaller market share compared to distributed solar PVs under
all cases. The relatively high generation level of distributed solar PVs
is probably because of the deployment requirements from the govern-
ment that mandates the capacity of distributed solar PV to be higher
than 6 GW by 2025, and no such requirements exist for utility solar PVs
in New York State. On the other hand, the market availability for solar
PVs is much less than that of wind turbines as presented in Fig. 2, which
suggests that it may benefit the application of solar power by increas-
ing the market availability of solar PVs through increasing importation
or domestic manufacturing. Hydro (dam) and nuclear power currently
provide around half of the annual power generation in the state [57],
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Advances in Applied Energy 2 (2021) 100019
Fig. 3. Electricity generation by source and
electricity importation during the power sys-
tems’ renewable transition for the deterministic
planning solution and the robust optimization
solutions under multiple types of uncertainty
sets.
and they would account for 23%, 24%, 21%, 24%, and 24% of elec-
tricity generation by 2035 for box uncertainty set, budget uncertainty
set, DPMM data-driven uncertainty set, and PCA & KDE data-driven un-
certainty set, respectively. Note that the major reductions come from
nuclear power for all the deterministic and robust solutions, because of
the scheduled decommissioning for large nuclear plants and relatively
short lifetime compared with hydropower plants. For instance, two nu-
clear plants are scheduled to be deactivated in 2021, and the impacts
of this scheduled decommissioning can be observed from Fig. 3 for all
cases.
In terms of fossil-based electricity, the natural gas combined cycle
would continue to be the dominant technology in the first decade of
the electricity transition process for all cases. It is worth noting that the
electricity generation from natural gas combined cycle increases slightly
during the first four years of the planning horizon for both deterministic
and robust optimization solutions, indicating that natural gas plays an
important role during the early stage of power systems decarbonization.
This is consistent with the conclusion of a report from the International
Energy Agency (IEA), which emphasizes that replacing more polluting
fossil fuels with natural gas could provide near-term benefits from a re-
newable electricity transition perspective [2]. The electricity generated
from natural gas combined cycle under the deterministic case would
gradually decrease from the fifth year of the planning horizon and ex-
tinct exactly by 2035. On the other hand, the generation from natural
gas combined cycle would mainly be replaced by offshore wind power
one year before the end of the planning horizon for all solutions under
uncertainty. Notably, although the natural gas combined cycle with car-
bon capture and storage (CCS) is not selected in the deterministic solu-
tion, this technology may contribute to electricity generation for robust
N. Zhao and F. You
optimization cases with any type of uncertainty set. This suggests that
CCS may benefit natural gas-based generation technologies when devel-
oping more conservative power systems’ renewable transition plans.
4.3. Economic costs during power systems’ renewable transition
The annual power system cost by source during the renewable elec-
tricity transition under all deterministic and robust optimization solu-
tions with multiple uncertainty sets is shown in Fig. 4. The annual cost
of a power generation technology consists of the capital cost of new
power generation units, fixed O&M cost, variable O&M cost, and de-
commissioning cost. Furthermore, the costs of electricity storage and
power importation are also included in Fig. 4. The annual costs of the
deterministic solution tend to be lower than all robust optimization so-
lutions, and this is consistent with the optimal total electricity transi-
tion costs that are presented in the subsection on computational opti-
mization results. For all deterministic planning and robust optimization
solutions in Fig. 4, the installation and decommissioning of electricity
generators are two major sources for the cost peaks. For instance, the
capacities of on-land wind increase considerably in 2030 for the deter-
ministic planning solution as presented in Fig. 3(a), and correspondingly
the economic cost of on-land wind power in 2030 is noticeably higher
than its costs in 2031. Considering the similar generation capacities of
on-land wind in 2030 and 2031, it can be inferred that the installation
process accounts for the peak of annual cost, and this is probably be-
cause the capital costs of on-land wind turbines are much higher than
its fixed and variable O&M costs. For the robust optimization solutions,
two cost peaks for offshore wind can be observed for the years 2033
and 2034 under any type of uncertainty set. The peak in 2033 is lower
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Advances in Applied Energy 2 (2021) 100019
Fig. 4. Annual power system cost by source
during the power systems’ renewable transition
for the deterministic planning solution and the
robust optimization solutions under multiple
types of uncertainty sets.
than the peak of 2034 for all uncertainty sets, and this is consistent with
the installed capacities of offshore wind turbines as shown in Fig. 3(b)–
(e), which indicate that the installation amount in 2033 is lower than
that of 2034 for offshore wind for all robust optimization solutions. Cost
peaks for distributed solar PV exist in 2024 and 2025 for all determin-
istic and robust optimization solutions in Fig. 4, which corresponds to
the noticeable increases of distributed solar PV in these two years in
Fig. 3. Such capacity increases are likely owing to the deployment re-
quirement of distributed solar PV by the New York State government,
namely the capacity of distributed solar PVs should be 6 GW or higher
by 2025. The cost peaks regarding the installation of variable renew-
able electricity generation units are resulted from the market availabil-
ity constraints, because the market availability of solar PVs and wind
turbines are represented by their production in the United States, which
could be larger than the real case. If small-scale estimations on the mar-
ket availability data are available, the capital investment on variable
renewable generation units would split into multiple years. Decommis-
sioning of generators is another source of cost peak in Fig. 4. For in-
stance, the cost peaks for nuclear power under deterministic planning
in 2021, 2030, and 2031 in Fig. 4(a) correspond to the nuclear capacity
reductions in these years presented in Fig. 3(a). Similarly, cost peaks
for nuclear power are observed in 2021, 2029, 2030, and 2035 for all
robust optimization solutions in Fig. 4(b)–(e), which correspond to the
generation reductions of nuclear power under all types of uncertainty set
in Fig. 3(b)–(e). Notably, the annual electricity generation cost by the
end of the planning horizon tends to be considerably lower than that
of the beginning. A potential reason is the relatively low operating cost
of renewable generation technologies compared with the conventional
fossil-based generation technologies. Furthermore, the cost of electric-
N. Zhao and F. You Advances in Applied Energy 2 (2021) 100019

Fig. 6. Annual greenhouse gas emissions from electricity generation for the de-
terministic planning solution and the robust optimization solutions under mul-
tiple types of uncertainty sets.
Fig. 5. Accumulated total renewable electricity transition cost of the determin-
istic planning solution and the robust optimization solutions under multiple
types of uncertainty sets, normalized based on the optimization results under for the deterministic case, considering that deterministic planning does
the box uncertainty set. not need to accommodate the potential realizations of uncertain annual
electricity demands. On the other hand, the total greenhouse gas emis-
sions for robust optimization solutions under the budget uncertainty set,
ity importation takes a small proportion of the total annual cost under
the DPMM uncertainty set, and the PCA & KDE uncertainty set are 6%,
both deterministic and robust optimization solutions, and the importa-
2%, and 3% higher than the emissions under the box uncertainty set, re-
tion cost tends to be consistent with the amounts of imported electricity
spectively. This is attributed to the relatively low electricity generation
shown in Fig. 3. Additionally, the cost associated with the electricity
using natural gas for the optimal electricity transition pathway under
storage units can be considerably affected by the installation amounts
the box uncertainty set compared to other types of uncertainty sets, con-
of new storage units, because of the relatively high capital cost of new
sidering that natural gas would be the dominant fossil fuel for electric-
electricity storage units compared with their O&M costs.
ity generation during power system decarbonization under all solutions.
The accumulated total transition costs through the renewable elec-
Notably, the case under the budget uncertainty set has more greenhouse
tricity transition process for all deterministic planning and robust opti-
gas emissions at the early stage of the transition, and this is mainly due
mization solutions are shown in Fig. 5, and the accumulated total costs
to its large feasible range of the uncertain electricity generation demand
are normalized based on the optimal results under the box uncertainty
compared with other types of uncertainty set, as shown in Fig. 2. The po-
set. Notably, the accumulated total costs for the budget uncertainty set
tentially large generation demand requires more fossil-based electricity
are considerably higher than those of the deterministic solution and
to compensate, considering that fossil-based power could be more eco-
the robust optimization solutions under other types of uncertainty set
nomically favorable at the early stage of energy transition. For the data-
throughout the entire planning horizon. On the other hand, the deter-
driven approaches, the DPMM uncertainty set leads to less emissions at
ministic case shows notably lower accumulated total electricity transi-
the early transition stage than the PCA & KDE uncertainty set, mainly
tion cost in any time period within the planning horizon, compared to
due to the early generation reduction of the natural gas steam turbine
the costs from all robust optimization solutions. This is because the de-
for the DPMM case, as presented in Fig. 3(d). Note that the emissions at
terministic solution would not accommodate the potential realizations
the end of the planning horizon become zero for both the deterministic
of systems uncertainties. In other words, the deterministic solution is
planning case and the cases under uncertainty, indicating the achieve-
less conservative than the robust optimization solutions. Considering
ment of the decarbonization target for New York State’s power systems.
that the objective of the renewable electricity transition planning is to
Furthermore, the annual greenhouse gas emissions would increase at the
minimize total electricity transition cost, it is expected that less conser-
early stage of the transition for all cases, which is consistent with the
vative solutions tend to have lower total systems costs. Moreover, the
increases of electricity generation from natural gas that are presented
data-driven uncertainty sets, including the DPMM uncertainty set and
in Fig. 3. Furthermore, the reduction of greenhouse gas emissions in the
the PCA & KDE uncertainty set, show consistently lower total accumu-
last 3 years is mainly attributed to the large market availability of vari-
lated systems costs during the planning horizon than the conventional
able renewable generation units, which is represented by their produc-
uncertainty sets, such as the box uncertainty set and the budget uncer-
tion amounts in the United States. If smaller and more accurate market
tainty set. This indicates that the data-driven uncertainty sets could lead
availability estimations are available, the reduction of greenhouse gas
to less conservative electricity transition pathways for any stage within
emissions would be more steady. Additionally, the differences in annual
the planning horizon while handling electric power systems’ uncertain-
greenhouse gas emissions for different types of uncertainty sets at the
ties.
early stages of the renewable electricity transition are much larger than
their differences at the late stages.
4.4. Greenhouse gas emissions

Fig. 6 presents the annual total greenhouse gas emissions in CO2
equivalent (CO2 -eq) across the planning horizon for the determinis-
tic planning solution and the robust optimization solutions. The over-
all greenhouse gas emissions through the electricity transition process
for the deterministic solution are 11% lower than the total emissions
for the robust optimization solution with the box uncertainty set. This
is because of the relatively low annual electricity generation amounts
4.5. Electricity storage
The electricity storage capacities in each time period within the plan-
ning horizon for all deterministic and robust solutions are shown in
Fig. 7. The renewable electricity transition pathway under the budget
uncertainty set has the largest electricity capacity at the end of the plan-
ning horizon, because it has the largest generation capacity from vari-

12
N. Zhao and F. You
Fig. 7. Electricity storage capacity for the deterministic planning solution and
the robust optimization solutions under multiple types of uncertainty sets.
able renewable energy, such as solar and wind, as presented in Fig. 3(c).
The deterministic solution has larger electricity storage capacities than
most robust optimization solutions, and this is because the on-land wind
is a major power source for the deterministic case, while offshore wind
contributes the most for electricity generation under the robust opti-
mization solutions. Specifically, on-land wind turbines tend to have rel-
atively low capacity factors compared to offshore wind, so larger elec-
tricity storage capacities are needed for a unit amount of electricity gen-
eration from on-land wind turbines than offshore wind turbines. Fur-
thermore, the electricity storage capacities under the data-driven un-
certainty sets are lower than the deterministic planning solution and
the robust optimization solutions under conventional uncertainty sets.
This is mainly because the cases using the data-driven approach have
relatively low generation capacity using variable renewable energy, in-
cluding solar and wind, as presented in Fig. 3, considering that the elec-
tricity storage capacities are directly related to the variable renewable
generation capacities in the proposed framework.
In addition, the rapid increases of electricity storage capacity are
likely to associate with the installation peaks of generation capacities
using variable renewable energy for all cases. For example, the increase
of storage capacities in 2030 for the deterministic planning solution cor-
responds to the capacity increase of on-land wind power this year.
5. Conclusion
In this work, a bottom-up data-driven multistage adaptive robust
optimization framework was proposed to provide potential renewable
transition pathways under uncertainty for the electricity sector. The un-
certainties involved in the framework included the electricity generation
demands, the market availability of wind turbines, and the market avail-
ability of solar photovoltaics. Furthermore, the proposed framework en-
sured that the system reliability for the electricity sector was maintained
during the renewable electricity transition process. Specifically, the elec-
tricity generation demand and supply were balanced for all time periods,
and the multistage adaptive robust optimization framework considered
mandatory electricity storage requirements and increasing technolog-
ical diversity as measures to manage the intermittency issue resulted
from variable renewable energy. Additionally, the framework also ac-
commodated climate targets, renewable electricity generation targets,
and scheduled systems changes, while handling potential uncertainties
involved in the electric power systems. To address the computationally
intractable issue of the multistage renewable electricity transition adap-
tive robust optimization, affine decision rules were applied to reformu-
late the original framework into its robust counterpart, which could be
solved directly using off-the-shelf optimization solvers. To avoid over-
13
Advances in Applied Energy 2 (2021) 100019
conservation of conventional uncertainty sets, machine learning tech-
niques were applied to construct data-driven uncertainty sets, and such
machine learning techniques consisted of a variational inference algo-
rithm for Dirichlet process mixture model, principal component analy-
sis, and kernel density estimation.
To illustrate the applicability of the proposed framework, a case
study for the power systems’ renewable transition under uncertainty in
New York State was presented. Five cases were investigated based on
deterministic planning, robust optimization under conventional uncer-
tainty sets, and robust optimization under data-driven uncertainty sets.
The total electricity transition costs for the robust optimization solu-
tions were 21%−42% higher than deterministic planning. On the other
hand, the total renewable electricity transition costs for the data-driven
uncertainty sets were 2%−17% lower than that of the conventional un-
certainty sets, indicating that data-driven uncertainty sets constructed
using machine learning techniques could achieve less conservative solu-
tions compared to the conventional uncertainty sets. In terms of electric-
ity generation, the total electricity generated for the robust optimization
cases were 12%−23% higher than the deterministic planning case. On-
land wind would be a major source of electricity for New York State in
2035 under the deterministic case, while the offshore wind would gen-
erate the most electricity by the end of the planning horizon for all solu-
tions under uncertainty. Distributed solar PVs would account for a small
percentage of electricity generation by 2035 for all deterministic and ro-
bust cases, and utility solar photovoltaics would have a much smaller
market share compared to distributed solar photovoltaics. Natural gas
combined cycle would be the dominant fossil-based generation technol-
ogy in the first decade for all cases, suggesting that natural gas would
play an important role at the early stage of the electricity transition. Fur-
thermore, the economic analysis indicated that the installation and de-
activation of power generators and electricity storage units would have
considerable impacts on annual systems cost and should be accountable
for the cost peaks. As for greenhouse gas emissions, the robust optimiza-
tion solutions would have 5%−11% more emissions compared to deter-
ministic planning. In terms of electricity storage, the storage capacities
in 2035 for the deterministic case would be higher than the storage ca-
pacities under all types of uncertainty sets, due to its large percentage of
on-land wind power that had relatively low capacity factors. Addition-
ally, the rapid increases of storage capacities would tend to correspond
to installation peaks of generation capacities using variable renewable
energy.
There are limitations for the proposed energy transition multistage
adaptive robust optimization framework. For instance, electricity expor-
tation could be considered if the framework is applied to other regions
that mainly export electricity to their neighbors annually. In terms of
future research works, more types of uncertainties could be included,
such as the uncertain electricity importation price, which could be af-
fected by the carbon-neutral power systems transition of the exporting
states or countries. It would also be helpful and important for the policy-
making processing to investigate the trade-off between economic costs
and greenhouse gas emissions during the transition, by revising the pro-
posed framework into a multi-objective multi-stage adaptive robust op-
timization model for power systems transition. The minimum storage
capacity determination is not precise enough in the work, and more so-
phisticated assumptions could be applied in the future. Furthermore, if
reliable hourly energy profiles and short-term uncertainty distribution
are available, conducting short-term hourly simulation would be an-
other future research orientation that could assess the adequacy of the
deeply decarbonized future power systems.
Declaration of Competing Interest
The authors declare that they have no known competing financial
interests or personal relationships that could have appeared to influence
the work reported in this paper.
N. Zhao and F. You Advances in Applied Energy 2 (2021) 100019

Acknowledgments Similarly, the affine decision rules for retired electricity storage ca-
pacity in each year are presented by constraints (A9) and (A10), where
The authors acknowledge financial support from the National Sci- bdisi,t,y denotes the retired power storage capacities using technology i
ence Foundation (NSF) under grant number CBET-1643244. with an age of t in year y. 𝜇 i,t,y,k,n and 𝜇 0 i,t,y are also “here-and-now”
decision variables that stand for the affine decision rule coefficients for
Appendix: Robust counterpart reformulation of data-driven the retirement of electricity storage units.
MARO model for renewable electricity transition under ∑ ∑
𝑏𝑑𝑖𝑠𝑖,𝑡,𝑦 = 𝜇𝑖,𝑡,𝑦,𝑘,𝑛 ⋅ 𝑢𝑘,𝑛 + 𝜇𝑖,𝑡,𝑦
0
, ∀𝑖 ∈ 𝐼𝑠 , 𝑡 ∈ 𝑇 , 𝑦 ∈ 𝑌 , 𝑢𝑘,𝑛 ∈ 𝑈𝑘
uncertainty 𝑘∈𝐾 𝑛∈𝑁
(A9)
In this appendix, both the objective function and the constraints
shown in §3 are reformulated using affine decision rules. The affine 𝜇𝑖,𝑡,𝑦,𝑘,𝑛 = 0, ∀𝑛 > 𝑦 (A10)
functions for the decision variables are presented in (A1)-(A10).
A.2. Reformulation of objective function
A.1. Affine decision rules for decision variables in the MARO model
To reformulate the objective function (4), we plug the affine decision
rules(A1), (A3), (A5), (A7), and (A9) into (4) and obtain:
The affine functions for electricity generation demand from each
∑ ∑ ∑
technology of each age in each time period can be represented by con- ⎛ ⎧ ∑𝑖∈𝐼𝑒 ∑𝑡∈𝑇 ∑𝑦∈𝑌 −{YINI} CE𝐸𝑖,𝑡,𝑦 ⋅ 𝛼𝑖,𝑡,𝑦,𝑘,𝑛 ⎫ ⎞
straints (A1) and (A2). I represents the set of all technologies electricity ⎜ ⎪ + 𝑖∈𝐼 𝑡∈𝑇 𝑦∈𝑌 −{YINI} CE𝐷𝑖,𝑡,𝑦 ⋅ 𝜂𝑖,𝑡,𝑦,𝑘,𝑛 ⎪ ⎟
⎜∑ ∑ ⎪ ∑𝑒 ∑ ⎪ ⎟
∈𝑌 −{YINI} CIM𝑃𝑠,𝑦 ⋅ 𝜌𝑠,𝑦,𝑘,𝑛 ⎬ ⋅ 𝑢𝑘,𝑛 ⎟
generation technologies (Ie ) and power storage technologies (Is ), T is ⎜ ⎨ ∑+ 𝑠∈𝑆 𝑦∑
⎜ 𝑘 𝑛 ⎪+ ∑
a set of ages for power generators and electricity storage units, and Y CB𝐸𝑖,𝑡,𝑦 ⋅ 𝛿𝑖,𝑡,𝑦,𝑘,𝑛 ⎪ ⎟
denotes the set of years within the planning horizon. It is worth noting ⎜ ⎪ ∑ 𝑖∈𝐼𝑠 ∑ 𝑡∈𝑇 ∑ 𝑦∈𝑌 −{YINI} ⎪ ⎟
⎝ ⎩+ 𝑖∈𝐼 𝑡∈𝑇 𝑦∈𝑌 −{YINI} CB𝐷𝑖,𝑡,𝑦 ⋅ 𝜇𝑖,𝑡,𝑦,𝑘,𝑛 ⎭ ⎠
𝑠
that set Y and set N represent the same set, and different symbols are ∑ ∑ ∑
used because the value of a variable in a certain year could be adjusted ⎛𝑧 − 𝑖∈𝐼 𝑡∈𝑇 𝑦∈𝑌 −{YINI} CE𝐸𝑖,𝑡,𝑦 ⋅ 𝛼 0 ⎞
𝑖,𝑡,𝑦
⎜ ∑ 𝑒∑ ∑ ⎟
following the uncertainty realizations from previous years. This can be ⎜ − 𝑖∈𝐼𝑒 CE 𝐷 𝑖,𝑡,𝑦 ⋅ 𝜂 0
⎟
⎜ ∑ 𝑡∈𝑇 ∑ 𝑦∈𝑌 −{YINI} 𝑖,𝑡,𝑦
⎟, ∀𝑢 ∈ 𝑈
≤ ∈𝑌 −{YINI} CIM𝑃𝑠,𝑦 ⋅ 𝜌𝑠,𝑦
− 0
further illustrated by constraint (A2), which specifies that the electricity (A11)
⎜ ∑ 𝑠∈𝑆 ∑ 𝑦∑ ⎟
⎜ − 𝑖∈𝐼𝑠 𝑡∈𝑇 𝑦∈𝑌 −{YINI} CB𝐸𝑖,𝑡,𝑦 ⋅ 𝛿𝑖,𝑡,𝑦 ⎟
0
generation decision cannot be affected by future realizations of uncer-
⎜ −∑ ∑ ∑ ⎟
𝑦∈𝑌 −{YINI} CB𝐷𝑖,𝑡,𝑦 ⋅ 𝜇𝑖,𝑡,𝑦 ⎠
tainties. 0
⎝ 𝑖∈𝐼𝑠 𝑡∈𝑇
∑ ∑
𝑒𝑒𝑥𝑡𝑖,𝑡,𝑦 = 𝛼𝑖,𝑡,𝑦,𝑘,𝑛 ⋅ 𝑢𝑘,𝑛 + 𝛼𝑖,𝑡,𝑦
0
, ∀𝑖 ∈ 𝐼𝑒 , 𝑡 ∈ 𝑇 , 𝑦 ∈ 𝑌 , 𝑢𝑘,𝑛 ∈ 𝑈𝑘 It is worth noting that constraint (A11) should hold for all potential
𝑘∈𝐾 𝑛∈𝑁 realizations of uncertainty. Considering that both the uncertainty set
(A1) formulation given by Eq. (2) and the left-hand side of constraint (A11)
has a linear form for the uncertain parameter uk,n . Therefore, by taking
𝛼𝑖,𝑡,𝑦,𝑘,𝑛 = 0, ∀𝑛 > 𝑦 (A2) the dual of left-hand side maximization, subject to the formulation of
uncertainty sets, constraint (4) can be equivalently reformulated into
where eexti,t,y denotes the electricity generation from technology i ex-
constraints (A12)–(A14), where DVl,n are dual variables corresponding
isting in year y with an age of t. 𝛼 i,t,y,k,n and 𝛼 0 i,t,y are the coefficients
to the constraints of uncertainty sets from different stages that are shown
of the affine decision rule for the decision on electricity generation, and
in Eq. (2) to reformulate constraint (A11).
they are considered as “here-and-now” decision variables. ∑∑
The affine functions for electricity storage capacity from different 𝜔𝑙,𝑛 ⋅ 𝐷𝑉𝑙,𝑛
𝑙 𝑛
technologies, ages, and time periods are represented by constraints (A3) ∑ ∑ ∑ ∑ ∑ ∑
⎛𝑧 − 𝑖∈𝐼 𝑡∈𝑇 𝑦∈𝑌 −{YINI} CE𝐸𝑖,𝑡,𝑦 ⋅ 𝛼𝑖,𝑡,𝑦
0
− 𝑖∈𝐼𝑒 𝑡∈𝑇 𝑦∈𝑌 −{YINI} CE𝐷𝑖,𝑡,𝑦 ⋅ 𝜂𝑖,𝑡,𝑦
0 ⎞
and (A4). bexti,t,y stands for the electricity storage capacity of technology ⎜ 𝑒
⎟
⎜ ∑ ∑ ∑ ∑ ∑ ⎟
i existing in year y with an age of t, while 𝛿 i,t,y,k,n and 𝛿 0 i,t,y are the affine ≤⎜ − 𝑠∈𝑆 𝑦∈𝑌 −{YINI} CIM𝑃𝑠,𝑦 ⋅ 𝜌0𝑠,𝑦 − 𝑖∈𝐼𝑠 𝑡∈𝑇 𝑦∈𝑌 −{YINI} CB𝐸𝑖,𝑡,𝑦 ⋅ 𝛿𝑖,𝑡,𝑦
0
⎟
decision rule coefficients for the decision on existing electricity storage ⎜ ⎟
⎜ ∑ ∑ ∑ ⎟
⎝ − 𝑖∈𝐼𝑠 𝑡∈𝑇 𝑦∈𝑌 −{YINI} CB𝐷𝑖,𝑡,𝑦 ⋅ 𝜇𝑖,𝑡,𝑦
0
⎠
capacities.
∑ ∑ (A12)
𝑏𝑒𝑥𝑡𝑖,𝑡,𝑦 = 𝛿𝑖,𝑡,𝑦,𝑘,𝑛 ⋅ 𝑢𝑘,𝑛 + 𝛿𝑖,𝑡,𝑦
0
, ∀𝑖 ∈ 𝐼𝑠 , 𝑡 ∈ 𝑇 , 𝑦 ∈ 𝑌 , 𝑢𝑘,𝑛 ∈ 𝑈𝑘 (A3)
𝑘∈𝐾 𝑛∈𝑁 ∑
𝜃𝑙,𝑘,𝑛 ⋅ 𝐷𝑉𝑙,𝑛
𝑙
𝛿𝑖,𝑡,𝑦,𝑘,𝑛 = 0, ∀𝑛 > 𝑦 (A4) ∑ ∑ ∑ ∑ ∑ ∑
⎛ 𝐶𝐸 𝐸𝑖,𝑡,𝑦 ⋅ 𝛼𝑖,𝑡,𝑦,𝑘,𝑛 + 𝐶𝐸 𝐷𝑖,𝑡,𝑦 ⋅ 𝜂𝑖,𝑡,𝑦,𝑘,𝑛 ⎞
⎜𝑖∈𝐼∑
𝑒 𝑡∈𝑇 𝑦∈𝑌 −{𝑌 𝐼 𝑁 𝐼 }
∑ ∑
𝑖∈𝐼𝑒 𝑡∈𝑇 𝑦∈𝑌 −{𝑌 𝐼 𝑁 𝐼 }
∑ ∑ ⎟
The annual electricity importation can be expressed using affine de- ⎜ ⎟
cision rules as shown in constraints (A5) and (A6), where eimps,y stands ≥ ⎜+ 𝑠∈𝑆 𝑦∈𝑌 −{𝑌 𝐼 𝑁 𝐼 } 𝐶𝐼 𝑀 𝑃𝑠,𝑦 ⋅ 𝜌𝑠,𝑦,𝑘,𝑛 + 𝑖∈𝐼 𝑡∈𝑇 𝑦∈𝑌 −{𝑌 𝐼 𝑁 𝐼 } 𝐶𝐵 𝐸𝑖,𝑡,𝑦 ⋅ 𝛿𝑖,𝑡,𝑦,𝑘,𝑛 ⎟, ∀𝑘, 𝑛
𝑠
⎜ ∑ ∑ ∑ ⎟
for the annual electricity importation from source s in year y. 𝜌s,y,k,n and ⎜+ 𝐶𝐵 𝐷𝑖,𝑡,𝑦 ⋅ 𝜇𝑖,𝑡,𝑦,𝑘,𝑛 ⎟
⎝ 𝑖∈𝐼𝑠 𝑡∈𝑇 𝑦∈𝑌 −{𝑌 𝐼 𝑁 𝐼 } ⎠
𝜌0 s,y are “here-and-now” decision variables, and they are the coefficients
of the affine function on annual electricity importation. (A13)
∑ ∑
𝑒𝑖𝑚𝑝𝑠,𝑦 = 𝜌𝑠,𝑦,𝑘,𝑛 ⋅ 𝑑𝑘,𝑛 + 𝜌0𝑠,𝑦 , ∀𝑠 ∈ 𝑆, 𝑦 ∈ 𝑌 , 𝑢𝑘,𝑛 ∈ 𝑈𝑘 (A5) 𝐷𝑉𝑙,𝑛 ≥ 0, ∀𝑙, 𝑛 (A14)
𝑘∈𝐾 𝑛∈𝑁
𝜌𝑠,𝑦,𝑘,𝑛 = 0, ∀𝑛 > 𝑦 (A6) A.3. Reformulation of electricity generation demand and electricity storage
requirement constraints
Constraints (A7) and (A8) represent the affine decision rules for the
decommissioning of power generation capacity each year. edisi,t,y is the The electricity generation demand constraint (5) would become con-
retired generation capacities using technology i with an age of t in year straint (A15) by plugging in the affine decision rules (A1), (A3), (A5),
y, while 𝜂 i,t,y,k,n and 𝜂 0 i,t,y are the corresponding coefficients based on (A7), and (A9).
the affine decision rule. ( )
∑∑ ∑ ∑ ∑
∑ ∑ −𝜌𝑠,𝑦,𝑘,𝑛 + −𝐹𝑖,𝑦 ⋅ 𝛼𝑖,𝑡,𝑦,𝑘,𝑛 ⋅ 𝑢𝑘,𝑛 + 𝑢𝑘=1,𝑛=𝑦
𝑒𝑑𝑖𝑠𝑖,𝑡,𝑦 = 𝜂𝑖,𝑡,𝑦,𝑘,𝑛 ⋅ 𝑢𝑘,𝑛 + 𝜂𝑖,𝑡,𝑦
0
, ∀𝑖 ∈ 𝐼𝑒 , 𝑡 ∈ 𝑇 , 𝑦 ∈ 𝑌 , 𝑢𝑘,𝑛 ∈ 𝑈𝑘 (A7) 𝑘 𝑛 𝑠∈𝑆 𝑖∈𝐼𝑒 𝑡∈𝑇
( ) (A15)
𝑘∈𝐾 𝑛∈𝑁
∑ 0 ∑ ∑
≤ 𝜌𝑠,𝑦 + 𝐹𝑖,𝑦 ⋅ 𝛼𝑖,𝑡,𝑦
0 , ∀𝑦 ∈ 𝑌 , 𝑢 ∈ 𝑈
𝜂𝑖,𝑡,𝑦,𝑘,𝑛 = 0, ∀𝑛 > 𝑦 (A8) 𝑠∈𝑆 𝑖∈𝐼𝑒 𝑡∈𝑇

14
N. Zhao and F. You Advances in Applied Energy 2 (2021) 100019

To derive the robust counterpart based on constraint (A15), dual Constraint (9) that stands for the deployment targets of renew-
variables ZVAl,n,y are introduced corresponding to the uncertainty set able generation technologies can be equivalently reformulated into con-
constraints given by Eq. (2) and constraint (A15) for different time pe- straints (A30)-(A32) based on affine decision rules, where DVIi,l,n,y rep-
riod y. By taking the dual of the left-hand side maximization of con- resents the dual variables introduced corresponding to the constraints
straint (A15), the reformulation of constraint (5) is presented in con- for uncertainty set given by Eq. (2) for renewable power generation
straints (A16)–(A19). technology i in year y.
∑∑ ∑ ∑∑ ∑∑ ∑
𝜔𝑙,𝑛 ⋅ 𝑍𝑉 𝐴𝑙,𝑛,𝑦 ≤ 𝜌0𝑠,𝑦 + 𝐹𝑖,𝑦 ⋅ 𝛼𝑖,𝑡,𝑦
0
, ∀𝑦 ∈ 𝑌 (A16) 𝜔𝑙,𝑛 ⋅ 𝐷𝑉 𝐼𝑖,𝑙,𝑛,𝑦 ≤ 𝛼𝑖,𝑡,𝑦
0
− 𝑇 𝐴𝑅𝑖,𝑦 ∀𝑖, 𝑦 (A30)
𝑙 𝑛 𝑠∈𝑆 𝑖∈𝐼𝑒 𝑡∈𝑇 𝑙 𝑛
∑ ∑𝑡∈𝑇
( ) 𝜃𝑙,𝑘,𝑛 ⋅ 𝐷𝑉 𝐼𝑖,𝑙,𝑛,𝑦 ≥ −𝛼𝑖,𝑡,𝑦,𝑘,𝑛 , ∀𝑖, 𝑦, 𝑘, 𝑛 (A31)
∑ ∑ ∑∑ 𝑙 𝑡∈𝑇
𝜃𝑙,𝑘,𝑛 ⋅ 𝑍𝑉 𝐴𝑙,𝑛,𝑦 ≥ −𝜌𝑠,𝑦,𝑘,𝑛 + −𝐹𝑖,𝑦 ⋅ 𝛼𝑖,𝑡,𝑦,𝑘,𝑛 ,
𝑙 𝑠∈𝑆 𝑖∈𝐼𝑒 𝑡∈𝑇 𝐷𝑉 𝐼𝑖,𝑙,𝑛,𝑦 ≥ 0, ∀𝑖, 𝑙, 𝑛, 𝑦 (A32)
∀{𝑦, 𝑛, 𝑘} − {𝑘 = 1, 𝑛 = 𝑦} (A17) The reformulation of electricity storage deployment constraint (10)
is presented in constraints (A33)-(A35), by using affine decision rules
∑ and deriving the dual problem. DVKl,n,y represents the dual variables
𝜃𝑙,𝑘=1,𝑛=𝑦 ⋅ 𝑍𝑉 𝐴𝑙,𝑛=𝑦,𝑦
that are introduced corresponding to the uncertainty set constraints for
𝑙
( ) year y.
∑ ∑∑ ∑∑ ∑∑
≥ 1+ −𝜌𝑠,𝑦,𝑘=1,𝑛=𝑦 + −𝐹𝑖,𝑦 ⋅ 𝛼𝑖,𝑡,𝑦,𝑘=1,𝑛=𝑦 , ∀𝑦 ∈ 𝑌 (A18) 𝜔𝑙,𝑛 ⋅ 𝐷𝑉 𝐾𝑙,𝑛,𝑦 ≤ 𝛿𝑖,𝑡,𝑦
0
− 𝑇 𝐴𝑅𝑆𝑦 , 𝑦 ∈ 𝑌 (A33)
𝑠∈𝑆 𝑖∈𝐼𝑒 𝑡∈𝑇 𝑙 𝑛 𝑖∈𝐼 𝑡∈𝑇
𝑠
∑ ∑∑
𝑍𝑉 𝐴𝑙,𝑛,𝑦 ≥ 0, ∀𝑙, 𝑛, 𝑦 (A19) 𝜃𝑙,𝑘,𝑛 ⋅ 𝐷𝑉 𝐾𝑙,𝑛,𝑦 ≥ −𝛿𝑖,𝑡,𝑦,𝑘,𝑛 , ∀𝑘, 𝑛, 𝑦 ∈ 𝑌 (A34)
𝑙 𝑖∈𝐼𝑠 𝑡∈𝑇
In terms of the electricity storage requirement constraint, by plug-
𝐷𝑉 𝐾𝑙,𝑛,𝑦 ≥ 0, ∀𝑙, 𝑛, 𝑦 ∈ 𝑌 (A35)
ging the affine decision rules in constraint (6) and taking the dual, the
reformulation can be derived as constraints (A20)-(A22), where DVEl,n,y
denotes the dual variables following the uncertainty set constraints in A.5. Reformulation of transition relationship constraints
Eq. (2) for stage y.
By plugging the affine decision rules (A1), (A3), (A5), (A7), and (A9)
∑∑ ∑∑ ∑∑
𝜔𝑙,𝑛 ⋅ 𝐷𝑉 𝐸𝑙,𝑛,𝑦 ≤ 𝛿𝑖,𝑡,𝑦
0
− 𝑅𝐸𝑄𝑀𝑖 ⋅ 𝛼𝑖,𝑡,𝑦
0
, ∀𝑦 ∈ 𝑌 into constraints (11)-(12) that represent initialization of variables re-
𝑙 𝑛 𝑖∈𝐼𝑠 𝑡∈𝑇 𝑖∈𝐼𝑒𝑖 𝑡∈𝑇 garding electricity generation and storage capacities, the two constraints
(A20) can be reformulated into constraints (A36)-(A39).

𝛼𝑖,𝑡,𝑦=𝑌 𝐼 𝑁 𝐼 ,𝑘,𝑛 = 0, ∀𝑖 ∈ 𝐼𝑒 , 𝑡, 𝑘, 𝑛 (A36)

∑ ∑∑ ∑∑
𝜃𝑙,𝑘,𝑛 ⋅ 𝐷𝑉 𝐸𝑙,𝑛,𝑦 ≥ 𝑅𝐸𝑄𝑀𝑖 ⋅ 𝛼𝑖,𝑡,𝑦,𝑘,𝑛 − 𝛿𝑖,𝑡,𝑦,𝑘,𝑛 , ∀𝑦, 𝑘, 𝑛
𝑙 𝑖∈𝐼𝑒𝑖 𝑡∈𝑇 𝑖∈𝐼𝑠 𝑡∈𝑇 𝛿𝑖,𝑡,𝑦=𝑌 𝐼 𝑁 𝐼 ,𝑘,𝑛 = 0, ∀𝑖 ∈ 𝐼𝑠 , 𝑡, 𝑘, 𝑛 (A37)
(A21)
𝛼𝑖,𝑡,𝑦
0
=𝑌 𝐼 𝑁 𝐼 = 𝐼 𝑁 𝐼 𝐸𝑖,𝑡 , ∀𝑖 ∈ 𝐼𝑒 , 𝑡 ∈ 𝑇 (A38)
𝐷𝑉 𝐸𝑙,𝑛,𝑦 ≥ 0, ∀𝑙, 𝑛, 𝑦 (A22)
𝛿𝑖,𝑡,𝑦
0
=𝑌 𝐼 𝑁 𝐼 = 𝐼 𝑁 𝐼 𝐵𝑖,𝑡 , ∀𝑖 ∈ 𝐼𝑠 , 𝑡 ∈ 𝑇 (A39)
A.4. Reformulation of target constraints on renewable electricity generation By applying the affine decision rules to the transition relationship
and emissions constraints, the reformulation of capacity transition relationship con-
straints (13) and (14) can be derived as eqs. (A40)-(A43).
Constraints (A23)-(A25) are the reformulation of the annual green-
house gas emissions target constraint (7), by plugging in the affine de- 𝛼𝑖,𝑡−1,𝑦−1,𝑘,𝑛 − 𝛼𝑖,𝑡,𝑦,𝑘,𝑛 − 𝜂𝑖,𝑡,𝑦,𝑘,𝑛 = 0, ∀𝑖 ∈ 𝐼𝑒 , 𝑡 ≥ 1, 𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 }, 𝑘, 𝑛
cision rules and deriving the dual problem. DVFl,n,y represents the dual (A40)
variables that are introduced corresponding to the constraints for un-
certainty set given by Eq. (2) for stage y.
∑∑ ∑∑ 𝛿𝑖,𝑡−1,𝑦−1,𝑘,𝑛 − 𝛿𝑖,𝑡,𝑦,𝑘,𝑛 − 𝜇𝑖,𝑡,𝑦,𝑘,𝑛 = 0, ∀𝑖 ∈ 𝐼𝑠 , 𝑡 ≥ 1, 𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 }, 𝑘, 𝑛
𝜔𝑙,𝑛 ⋅ 𝐷𝑉 𝐹𝑙,𝑛,𝑦 ≤ 𝐸 𝐿𝑀 𝑇𝑦 − 𝐸 𝐸𝑖,𝑡,𝑦 ⋅ 𝛼𝑖,𝑡,𝑦
0
, ∀𝑦 ∈ 𝑌 (A23)
𝑙 𝑛 𝑖∈𝐼𝑒 𝑡∈𝑇 (A41)
∑ ∑∑
𝜃𝑙,𝑘,𝑛 ⋅ 𝐷𝑉 𝐹𝑙,𝑛,𝑦 ≥ 𝐸 𝐸𝑖,𝑡,𝑦 ⋅ 𝛼𝑖,𝑡,𝑦,𝑘,𝑛 , ∀𝑦, 𝑘, 𝑛 (A24)
𝑙 𝑖∈𝐼𝑒 𝑡∈𝑇
𝜂𝑖,𝑡,𝑦
0
+ 𝛼𝑖,𝑡,𝑦
0
− 𝛼𝑖,𝑡
0
−1,𝑦−1
= 0, ∀𝑖 ∈ 𝐼𝑒 , 𝑡 ≥ 1, 𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 } (A42)

𝐷𝑉 𝐹𝑙,𝑛,𝑦 ≥ 0, ∀𝑙, 𝑛, 𝑦 (A25)

𝜇𝑖,𝑡,𝑦
0
+ 𝛿𝑖,𝑡,𝑦
0
− 𝛿𝑖,𝑡
0
−1,𝑦−1
= 0, ∀𝑖 ∈ 𝐼𝑠 , 𝑡 ≥ 1, 𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 } (A43)
After deriving the robust counterpart, the reformulation of the re-
The retirement constraints (15) and (16) can be reformulated into
newable electricity generation target constraint (8) is shown in con-
eqs. (A44)-(A47), following the affine functions of variables in eqs. (A1),
straints (A26)-(A29), where DVHl,n,y stands for the dual variables based
(A3), (A5), (A7), and (A9).
on the uncertainty set constraints in Eq. (2) for year y.
∑∑ ∑∑
𝜔𝑙,𝑛 ⋅ 𝐷𝑉 𝐻𝑙,𝑛,𝑦 ≤ 𝐹𝑖,𝑦 ⋅ 𝛼𝑖,𝑡,𝑦
0
, ∀𝑦 (A26) 𝛼𝑖,𝑡=𝐿𝐼𝐹 𝐸𝑖 −1,𝑦−1,𝑘,𝑛 − 𝜂𝑖,𝑡=𝐿𝐼𝐹 𝐸𝑖 ,𝑦,𝑘,𝑛 = 0, ∀𝑖 ∈ 𝐼𝑒 , 𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 }, 𝑘, 𝑛
𝑙 𝑛 𝑖∈𝐼𝑒𝑟 𝑡∈𝑇 (A44)
∑ ∑∑
𝜃𝑙,𝑘,𝑛 ⋅ 𝐷𝑉 𝐻𝑙,𝑛,𝑦 ≥ −𝐹𝑖,𝑦 ⋅ 𝛼𝑖,𝑡,𝑦,𝑘,𝑛 , ∀𝑘, 𝑛, 𝑦 − {𝑘 = 1, 𝑛 = 𝑦}
𝑙 𝑖∈𝐼𝑒𝑟 𝑡∈𝑇 𝛿𝑖,𝑡=𝐿𝐼𝐹 𝐸𝑖 −1,𝑦−1,𝑘,𝑛 − 𝜇𝑖,𝑡=𝐿𝐼𝐹 𝐸𝑖 ,𝑦,𝑘,𝑛 = 0, ∀𝑖 ∈ 𝐼𝑠 , 𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 }, 𝑘, 𝑛
(A27) (A45)
∑ ∑∑
𝜃𝑙,𝑘=1,𝑛=𝑦 ⋅ 𝐷𝑉 𝐻𝑙,𝑛=𝑦,𝑦 ≥ 𝑅𝑃 𝑆𝐺 + −𝐹𝑖,𝑦 ⋅ 𝛼𝑖,𝑡,𝑦,𝑘=1,𝑛=𝑦 , ∀𝑦 (A28) 𝜂𝑖,𝑡 =𝐿𝐼𝐹 𝐸 ,𝑦 − 𝛼𝑖,𝑡=𝐿𝐼𝐹 𝐸 −1,𝑦−1 = 0, ∀𝑖 ∈ 𝐼𝑒 , 𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 }
0 0
(A46)
𝑖 𝑖
𝑙 𝑖∈𝐼𝑒𝑟 𝑡∈𝑇

𝐷𝑉 𝐻𝑙,𝑛,𝑦 ≥ 0, ∀𝑙, 𝑛, 𝑦 (A29) 𝜇𝑖,𝑡

0
=𝐿𝐼𝐹 𝐸 ,𝑦 − 𝛿𝑖,𝑡=𝐿𝐼𝐹 𝐸 −1,𝑦−1 = 0, ∀𝑖 ∈ 𝐼𝑠 , 𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 }
0
(A47)
𝑖 𝑖

15
N. Zhao and F. You Advances in Applied Energy 2 (2021) 100019

A.6. Reformulation of scheduling constraints ∑

𝜃𝑙,𝑘=2,𝑛=𝑦 ⋅ 𝐸 𝑉 𝐸 𝐵𝑙,𝑛=𝑦,𝑦
The reformulation of scheduled generation addition constraints (17) 𝑙
∑ ∑( )
is presented in constraints (A48)-(A50), by using the affine decision rules ≥ 𝛼𝑖,𝑡,𝑦,𝑘=2,𝑛=𝑦 − 𝛼𝑖,𝑡,𝑦−1,𝑘=2,𝑛=𝑦 − 1,
and deriving the dual problem. DVLl,n,i,y denotes the dual variables based 𝑖∈{𝑊 𝑂𝑁,𝑊 𝑂𝐹 𝐹 } 𝑡∈𝑇
on the uncertainty set constraints in Eq. (2) for generation technology i ∀𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 } (A62)
in time period y, corresponding to constraint (17).
∑∑
𝜔𝑙,𝑛 ⋅ 𝐷𝑉 𝐿𝑙,𝑛,𝑖,𝑦 ≤ 𝛼𝑖,𝑡
0
− 𝑃 𝑅𝑂𝐺𝑖,𝑦 , ∀𝑖 ∈ 𝐼𝑒 , 𝑦 ∈ 𝑌 (A48) 𝐸 𝑉 𝐸 𝐵𝑙,𝑛,𝑦 ≥ 0, ∀𝑙, 𝑛, 𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 }; (A63)
=0,𝑦
∑ 𝑙 𝑛
Constraints (A64)-(A67) represent the robust counterpart for the
𝜃𝑙,𝑘,𝑛 ⋅ 𝐷𝑉 𝐿𝑙,𝑛,𝑖,𝑦 ≥ −𝛼𝑖,𝑡=0,𝑦,𝑘,𝑛 , ∀𝑖 ∈ 𝐼𝑒 , 𝑦 ∈ 𝑌 , 𝑘, 𝑛 (A49)
𝑙 market availability constraint of solar PVs, namely constraint (22).
𝐷𝑉 𝐿𝑙,𝑛,𝑖,𝑦 ≥ 0, ∀𝑙, 𝑛, 𝑖 ∈ 𝐼𝑒 , 𝑦 (A50) EVECl,n,y represents the dual variable following the uncertainty set con-
straints in Eq. (2) for time period y.
Similarly, the scheduled electricity storage addition constraint (18) ∑∑
are reformulated as constraints (A51)-(A53), where DVMl,n,i,y represents 𝜔𝑙,𝑛 ⋅ 𝐸 𝑉 𝐸 𝐶𝑙,𝑛,𝑦
the dual variables that are introduced corresponding to the uncertainty 𝑙 𝑛
∑ ∑ ∑ ∑
set constraints for storage technology i in stage y. ≤− 𝛼𝑖,𝑡,𝑦
0
+ 𝛼𝑖,𝑡,𝑦
0
−1
,
∑∑ 𝑖∈{𝑆 𝑈 𝑁𝐷,𝑆 𝑈 𝑁𝑈 } 𝑡∈𝑇 𝑖∈{𝑆 𝑈 𝑁𝐷,𝑆 𝑈 𝑁𝑈 } 𝑡∈𝑇
𝜔𝑙,𝑛 ⋅ 𝐷𝑉 𝑀𝑙,𝑛,𝑖,𝑦 ≤ 𝛿𝑖,𝑡
0
=0,𝑦
− 𝑃 𝑅𝑂𝐵𝑖,𝑦 , ∀𝑖 ∈ 𝐼𝑠 , 𝑦 ∈ 𝑌 (A51)
𝑙 𝑛 ∀𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 } (A64)
∑
𝜃𝑙,𝑘,𝑛 ⋅ 𝐷𝑉 𝑀𝑙,𝑛,𝑖,𝑦 ≥ −𝛿𝑖,𝑡=0,𝑦,𝑘,𝑛 , ∀𝑖 ∈ 𝐼𝑠 , 𝑦 ∈ 𝑌 , 𝑘, 𝑛 (A52)
𝑙 ∑ ∑ ∑( )
𝐷𝑉 𝑀𝑙,𝑛,𝑖,𝑦 ≥ 0, ∀𝑙, 𝑛, 𝑖 ∈ 𝐼𝑠 , 𝑦 (A53) 𝜃𝑙,𝑘,𝑛 ⋅ 𝐸 𝑉 𝐸 𝐶𝑙,𝑛,𝑦 ≥ 𝛼𝑖,𝑡,𝑦,𝑘,𝑛 − 𝛼𝑖,𝑡,𝑦−1,𝑘,𝑛 ,
𝑙 𝑖∈{𝑆 𝑈 𝑁𝐷,𝑆 𝑈 𝑁𝑈 } 𝑡∈𝑇
By applying the affine decision rules, the scheduled decommission- ∀𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 }, 𝑘, 𝑛 − {𝑘 = 3, 𝑛 = 𝑦} (A65)
ing constraint (19) can be reformulated into constraints (A54)-(A56).
DVNl,n,i,t,y represents the dual variables following the uncertainty set
∑
constraints in Eq. (2) for generation technology i with an age of t in 𝜃𝑙,𝑘=3,𝑛=𝑦 ⋅ 𝐸 𝑉 𝐸 𝐶𝑙,𝑛=𝑦,𝑦
time period y. 𝑙
∑∑ ∑ ∑( )
𝜔𝑙,𝑛 ⋅ 𝐷𝑉 𝑁𝑙,𝑛,𝑖,𝑡,𝑦 ≤ 𝜂𝑖,𝑡,𝑦
0
− 𝑃 𝑅𝑂𝐷𝑖,𝑡,𝑦 , ∀𝑖 ∈ 𝐼𝑒 , 𝑡, 𝑦 (A54) ≥ 𝛼𝑖,𝑡,𝑦,𝑘=3,𝑛=𝑦 − 𝛼𝑖,𝑡,𝑦−1,𝑘=3,𝑛=𝑦 − 1,
𝑖∈{𝑆 𝑈 𝑁𝐷,𝑆 𝑈 𝑁𝑈 } 𝑡∈𝑇
∑ 𝑙 𝑛
𝜃𝑙,𝑘,𝑛 ⋅ 𝐷𝑉 𝑁𝑙,𝑛,𝑖,𝑡,𝑦 ≥ −𝜂𝑖,𝑡,𝑦,𝑘,𝑛 , ∀𝑖 ∈ 𝐼𝑒 , 𝑡, 𝑦, 𝑘, 𝑛 (A55) ∀𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 } (A66)
𝑙
𝐷𝑉 𝑁𝑙,𝑛,𝑖,𝑡,𝑦 ≥ 0, ∀𝑙, 𝑛, 𝑖 ∈ 𝐼𝑒 , 𝑡, 𝑦 (A56) 𝐸 𝑉 𝐸 𝐶𝑙,𝑛,𝑦 ≥ 0, ∀𝑙, 𝑛, 𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 }; (A67)

A.7. Reformulation of market availability constraints By applying affine decision rules to constraint (23), its reformulation
can be derived as constraints (A68)–(A70), where EVGl,n,i,y stands for
Constraint (20) that stands for the market availability for non- the dual variable based on the uncertainty set constraints in Eq. (2) for
intermittent electricity generation technologies can be reformulated into storage technology i in time period y.
constraints (A57)–(A59) using affine decision rules. EVEAl,n,i,y denotes ∑∑ ∑ ∑
the corresponding dual variable based on the uncertainty set constraints 𝜔𝑙,𝑛 ⋅ 𝐸𝑉 𝐺𝑙,𝑛,𝑖,𝑦 ≤ 𝑀𝐴𝐵𝑖,𝑦 − 𝛿𝑖,𝑡,𝑦
0
+ 𝛿𝑖,𝑡,𝑦
0
−1
,
𝑙 𝑛 𝑡∈𝑇 𝑡∈𝑇
in Eq. (2) for generation technology i in time period y.
∀𝑖 ∈ 𝐼𝑠 , 𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 } (A68)
∑∑ ∑ 0 ∑ 0
𝜔𝑙,𝑛 ⋅ 𝐸 𝑉 𝐸 𝐴𝑙,𝑛,𝑖,𝑦 ≤ 𝑀𝐴𝐺𝑖,𝑦 − 𝛼𝑖,𝑡,𝑦 + 𝛼𝑖,𝑡,𝑦−1 ,
𝑙 𝑛 𝑡∈𝑇 𝑡∈𝑇 (A57)
∀𝑖 ∈ 𝐼𝑒 − {𝑊 𝑂𝑁, 𝑊 𝑂𝐹 𝐹 , 𝑆𝑈 𝑁𝐷, 𝑆𝑈 𝑁𝑈 }, 𝑦 ∈ 𝑌 − {𝑌 𝐼𝑁𝐼} ∑ ∑ ∑
𝜃𝑙,𝑘,𝑛 ⋅ 𝐸𝑉 𝐺𝑙,𝑛,𝑖,𝑦 ≥ 𝛿𝑖,𝑡,𝑦,𝑘,𝑛 − 𝛿𝑖,𝑡,𝑦−1,𝑘,𝑛 ,
∑ ∑ ∑ 𝑙 𝑡∈𝑇 𝑡∈𝑇
𝜃𝑙,𝑘,𝑛 ⋅ 𝐸 𝑉 𝐸 𝐴𝑙,𝑛,𝑖,𝑦 ≥ 𝛼𝑖,𝑡,𝑦,𝑘,𝑛 − 𝛼𝑖,𝑡,𝑦−1,𝑘,𝑛 , ∀𝑖 ∈ 𝐼𝑠 , 𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 }, 𝑘, 𝑛 (A69)
𝑙 𝑡∈𝑇 𝑡∈𝑇
∀𝑖 ∈ 𝐼𝑒 − {𝑊 𝑂𝑁, 𝑊 𝑂𝐹 𝐹 , 𝑆𝑈 𝑁𝐷, 𝑆𝑈 𝑁𝑈 }, 𝑦 ∈ 𝑌 − {𝑌 𝐼𝑁𝐼}, 𝑘, (A58)
𝑛
𝐸𝑉 𝐺𝑙,𝑛,𝑖,𝑦 ≥ 0, ∀𝑙, 𝑛, 𝑖 ∈ 𝐼𝑠 , 𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 }; (A70)

𝐸 𝑉 𝐸 𝐴𝑙,𝑛,𝑖,𝑦 ≥ 0, ∀𝑙, 𝑛, 𝑖 ∈ 𝐼𝑒 A.8. Reformulation of electricity importation and non-negativity constraints

−{𝑊 𝑂𝑁, 𝑊 𝑂𝐹 𝐹 , 𝑆𝑈 𝑁𝐷, 𝑆𝑈 𝑁𝑈 }, 𝑦 ∈ 𝑌 − {𝑌 𝐼𝑁𝐼}; (A59)
Through plugging in the affine decision rules and taking the dual,
The reformulation of the market availability constraint for wind tur- the electricity importation constraint (24) can be reformulated into con-
bines, namely constraint (21), is presented as constraints (A60)-(A63), straints (A71)-(A73). EVGl,n,i,y denotes the corresponding dual variables
by plugging in the affine decision rule and taking the dual. EVEBl,n,y is following the uncertainty set constraints for importation source s in
the dual variable introduced corresponding to the uncertainty set con- stage y.
straints for year y. ∑∑
𝜔𝑙,𝑛 ⋅ 𝐸𝑉 𝐾𝑙,𝑛,𝑠,𝑦 ≤ 𝐼 𝑀 𝑃 𝑀𝑠,𝑦 − 𝜌0𝑠,𝑦 , ∀𝑠 ∈ 𝑆, 𝑦 ∈ 𝑌 (A71)
∑∑ 𝑙 𝑛
𝜔𝑙,𝑛 ⋅ 𝐸 𝑉 𝐸 𝐵𝑙,𝑛,𝑦 ∑
𝑙 𝑛 𝜃𝑙,𝑘,𝑛 ⋅ 𝐸𝑉 𝐾𝑙,𝑛,𝑠,𝑦 ≥ 𝜌𝑠,𝑦,𝑘,𝑛 , ∀𝑠 ∈ 𝑆, 𝑦 ∈ 𝑌 , 𝑘, 𝑛 (A72)
∑ ∑ ∑ ∑ 𝑙
≤− 𝛼𝑖,𝑡,𝑦
0
+ 𝛼𝑖,𝑡,𝑦
0
,
∀𝑖∈{𝑊 𝑂𝑁,𝑊 𝑂𝐹 𝐹 } 𝑡∈𝑇 ∀𝑖∈{𝑊 𝑂𝑁,𝑊 𝑂𝐹 𝐹 } 𝑡∈𝑇
−1 𝐸𝑉 𝐾𝑙,𝑛,𝑠,𝑦 ≥ 0, ∀𝑙, 𝑛, 𝑠, 𝑦 (A73)
∀𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 } (A60) By applying the affine decision rules and deriving the correspond-
∑ ∑ ∑( ) ing dual problems, the non-negative constraints (25)–(29) can be refor-
𝜃𝑙,𝑘,𝑛 ⋅ 𝐸 𝑉 𝐸 𝐵𝑙,𝑛,𝑦 ≥ 𝛼𝑖,𝑡,𝑦,𝑘,𝑛 − 𝛼𝑖,𝑡,𝑦−1,𝑘,𝑛 ,
𝑙 𝑖∈{𝑊 𝑂𝑁,𝑊 𝑂𝐹 𝐹 } 𝑡∈𝑇 (A61) mulated into their robust counterpart, namely constraints (A74)-(A88),
∀𝑦 ∈ 𝑌 − {𝑌 𝐼 𝑁 𝐼 }, 𝑘, 𝑛 − {𝑘 = 2, 𝑛 = 𝑦} where AVAl,n,i,t,y , AVBl,n,i,t,y , AVCl,n,i,t,y , AVDl,n,i,t,y , and AVEl,n,s,y stand

16
N. Zhao and F. You Advances in Applied Energy 2 (2021) 100019

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