Robust Tracking Commitment with Application to Demand Response

Many engineering problems that involve hierarchical control applications, such as demand side ancillary service provision to the power grid, can be posed as an optimal tracking commitment problem. In this setting, the lower- level controller commits a set of possible reference trajectories over a finite horizon to an external entity, which requires guaranteed tracking of any reference trajectory that can be sampled from the committed set, with an allowed deviation, in exchange for a payment corresponding to the size of the reference set. This paper presents a method to solve the optimal tracking commitment problem for constrained linear systems subject to uncertain disturbance and reference signals. The proposed method allows tractable computations via convex optimization for conic representable reference sets and lends itself to distributed solution methods. We demonstrate the proposed method in a simulation based case study with a commercial building that offers a frequency regulation service to the power grid.