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Stochastic optimization for hydro‐thermal power systems
Author(s) -
Halliburton T. S.,
Sirisena H. R.
Publication year - 1985
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.4660060203
Subject(s) - mathematical optimization , stochastic optimization , stochastic programming , scheduling (production processes) , dynamic programming , hydroelectricity , computer science , time horizon , optimization problem , control theory (sociology) , mathematics , engineering , electrical engineering , control (management) , artificial intelligence
A suboptimal stochastic optimization method for the long‐term scheduling of a hydroelectric reservoir is described. The objective of the optimization is to minimize thermal station fuel costs, in a mixed hydro‐thermal power system, over a one‐year horizon. Exact stochastic and deterministic solutions, obtained by dynamic programming (DP) for a simple one‐reservoir model, are compared. The two solutions differ significantly, indicating that deterministic solutions to the problem are inadequate. Stochastic DP is not computationally feasible for a multi‐reservoir system. A suboptimal linear feedback controller with non‐Gaussian reservoir water storages is then developed. It approximates the stochastic DP solution for one reservoir very well and is capable of extension to a multi‐reservoir version.