A hybrid robust‐stochastic optimization approach for green hydrogen production planning under wind power forecast uncertainty

Abstract This work aims at minimizing the energy purchase costs related to the operation of a green hydrogen production plant connected both to an intermittent, uncertain renewable energy source and to the power grid. We focus on scenarios where, for economic or environmental reasons, the plant must primarily meet hydrogen demand using electricity from wind power, despite its uncertain availability. The production problem is represented as a lot‐sizing model, and an original hybrid robust‐stochastic approach is developed to consider the time‐correlated uncertainty despite a limited knowledge of its probability distribution. The developed approach is computationally efficient and further accelerated thanks to an in‐depth study of the generated robust sub‐problem. Simulations on a realistic industrial problem demonstrate the benefits of the presented approach.