  Integrating the gas and district heating with the electrical grid in a
multi-energy grid has been shown to provide flexibility and prevent bottlenecks
in the operation of electrical distribution grids. This integration however
presents new challenges, including uncertainties in demand prediction, energy
prices, and renewable energy availability. In response to these challenges,
this paper proposes a novel approach to apply robust optimization methods in
the integrated planning of multi-energy grids, to reduce the risk of investment
in grid expansion and to optimize the use of different carbon-neutral energy
carriers. The uncertainty in energy prices is modeled using interval
uncertainty with a proportional deviation. This allows planners, operators and
regulators to prioritize the expansion of specific grids in certain areas of a
city. By minimizing a cost function subject to various constraints, the
strategy ensures robustness against uncertainties in energy prices. This robust
optimization approach is applied to Hamburg as a case study. The study
concludes that district heating expansion in high-density areas is a low-risk
investment for carbon neutrality. In less dense areas, electrification supports
decentralized heat pumps. Meanwhile, hydrogen gas grids are viable where
electric expansion is impractical. Increased uncertainty leads to more
conservative solutions. This novel approach can be implemented promptly and
practically by grid planners and is an important component of a new holistic
integrated planning process for multi-energy grids.
