Stochastic Dynamic Programming Applied to Hydrothermal Power Systems Operation Planning Based on the Convex Hull Algorithm

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

NLP based model for individual plant dispatch in long term hydrothermal planning

This paper presents a method to the hydrothermal dispatch using optimization techniques based on non linear programming techniques. To do so, the expected cost-to-go functions from a long term operation plannning strategic decision model are used. This decision model is based on stochastic dual dynamic programming and energy equivalent reservoirs. The proposed method considers a set of historical water inflow scenarios to the hydroelectric reservoirs. Those scenarios are used to simulate the long term operation planning to a given horizon. The results obtained from this disaggregation model (MIUH) are compared with those from the model officially adopted in the Brazilian power system, SUISHI-O. The latter is based on operation heuristics aiming at operating the reservoir maintaining the water storag e in similar levels, that is, trying to operate them in parallel.Este trabalho apresenta um modelo de despacho hidrotérmico à usinas individualizadas, utilizando métodos de otimização baseados em programação não linear. Para tanto, considera-se funções de custo futuro geradas por um modelo de decisão estratégica baseado em programação dinâmica e sistemas equivalentes de energia. O modelo proposto considera diversos cenários históricos de afluências hidrológicas às usinas hidrelétricas, os quais são simulados para um horizonte de planejamento da operação de médio/longo prazo. Os resultados obtidos através do modelo proposto, denominado Modelo Individualizado de Usinas Hidráulicas (MIUH), são comparados com os resultados obtidos a partir da utilização do modelo SUISHI-O adotado pelo Operador Nacional do Sistema Elétrico Brasileiro (ONS)