This paper proposes a robust bilevel mixed-integer profit maximization model for an independent distributed energy resource (DER) aggregator participating in the wholesale electricity market, considering the uncertain aggregation of electric vehicles (EVs) to the grid, as well as the discrete security check of the distribution system conducted by the non-market-participating distribution company. Regarding the uncertainty in EV–grid connectivity caused by stochastic transportation behavior, we characterize the robust connectivity at the lower level to ensure that the energy required for their daily transportation can be met. Solving the proposed bilevel mixed-integer profit maximization model is challenging due to the integer variables involved in the lower-level security check and robust connectivity problem, which makes the traditional strong duality and KKT method inapplicable. Thus, we propose using the total unimodularity property, multi-value-function approach, and strong duality method to transform the original bilevel model into an equivalent single-level model. Moreover, a sampling-based accelerated optimization algorithm is proposed to solve the equivalent single-level model efficiently. Case studies on a real-world transmission–distribution system verify that: (1) the proposed robust model outperforms deterministic models in profit by accommodating EV aggregation uncertainty; (2) the algorithm significantly reduces computational time compared to stochastic modeling approaches, while ensuring compliance with distribution network discrete security constraints.
Lu et al. (Wed,) studied this question.