Adaptive Risk-Budgeted Rolling Dispatch for Service Continuity in Integrated Electricity–Gas–Heat Systems

Abstract

Integrated electricity–gas–heat systems underpin sustainable energy provision by coupling renewable, gas, and thermal resources across carriers. Sustainable operation of such systems must limit service loss caused by cross-carrier contingencies while maintaining economic efficiency and tracking carbon performance. This paper develops a 6 h rolling linear dispatch framework in which a security-margin floor, a scenario-weighted unserved-energy limit, and a conditional value-at-risk (CVaR) limit jointly define the admissible operating domain. The two risk limits adapt to the evolving load, forecast uncertainty, and gas-supply state, and future forecasts use only the error observed at the current dispatch instant. Across 30 paired forecast-error realizations, the adaptive method reduces the weighted unserved-energy index and the maximum hourly CVaR by 4.88% and 4.38%, respectively, relative to a fixed-cap rolling method under identical inputs, at a 2.14% cost increase. The equal-mean-budget comparison shows that temporal allocation adds a smaller, operationally modest improvement, with a paired CVaR difference of −0.094 MWh (95% CI: −0.108 to −0.079 MWh). A transfer case on the linear IEEE 39-bus–Belgian 20-node–DHS 6-node model keeps the network flexibility equivalent within its calibrated 0–65 MW domain, and all three rolling schedules pass 24 h full-topology linear routing checks without additional shedding at nominal capacities. These results establish implementability within the tested linear models; all reported risk indices are comparative scenario-risk measures rather than annual reliability statistics. By jointly safeguarding service continuity, economic efficiency, and carbon performance, the proposed framework supports the environmental, economic, and social dimensions of sustainable integrated-energy operation.