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Stochastic Dynamic Programming Applied to Hydrothermal Power Systems Operation Planning Based on the Convex Hull Algorithm
Joint Authors
Oliveira, Edimar J. de
Marcato, André L. M.
Ramos, Tales P.
Silva Junior, Ivo C.
Soares, Murilo P.
Castro Souza, Reinaldo
Dias, Bruno H.
Brandi, Rafael B. S.
Source
Mathematical Problems in Engineering
Issue
Vol. 2010, Issue 2010 (31 Dec. 2010), pp.1-20, 20 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2010-05-17
Country of Publication
Egypt
No. of Pages
20
Main Subjects
Abstract EN
This paper presents a new approach for the expected cost-to-go functions modeling used in the stochastic dynamic programming (SDP) algorithm.
The SDP technique is applied to the long-term operation planning of electrical power systems.
Using state space discretization, the Convex Hull algorithm is used for constructing a series of hyperplanes that composes a convex set.
These planes represent a piecewise linear approximation for the expected cost-to-go functions.
The mean operational costs for using the proposed methodology were compared with those from the deterministic dual dynamic problem in a case study, considering a single inflow scenario.
This sensitivity analysis shows the convergence of both methods and is used to determine the minimum discretization level.
Additionally, the applicability of the proposed methodology for two hydroplants in a cascade is demonstrated.
With proper adaptations, this work can be extended to a complete hydrothermal system.
American Psychological Association (APA)
Dias, Bruno H.& Marcato, André L. M.& Castro Souza, Reinaldo& Soares, Murilo P.& Silva Junior, Ivo C.& Oliveira, Edimar J. de…[et al.]. 2010. Stochastic Dynamic Programming Applied to Hydrothermal Power Systems Operation Planning Based on the Convex Hull Algorithm. Mathematical Problems in Engineering،Vol. 2010, no. 2010, pp.1-20.
https://search.emarefa.net/detail/BIM-468376
Modern Language Association (MLA)
Dias, Bruno H.…[et al.]. Stochastic Dynamic Programming Applied to Hydrothermal Power Systems Operation Planning Based on the Convex Hull Algorithm. Mathematical Problems in Engineering No. 2010 (2010), pp.1-20.
https://search.emarefa.net/detail/BIM-468376
American Medical Association (AMA)
Dias, Bruno H.& Marcato, André L. M.& Castro Souza, Reinaldo& Soares, Murilo P.& Silva Junior, Ivo C.& Oliveira, Edimar J. de…[et al.]. Stochastic Dynamic Programming Applied to Hydrothermal Power Systems Operation Planning Based on the Convex Hull Algorithm. Mathematical Problems in Engineering. 2010. Vol. 2010, no. 2010, pp.1-20.
https://search.emarefa.net/detail/BIM-468376
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-468376