Stochastic dynamic programming for long term hydrothermal scheduling considering different streamflow models

2006 9th International Conference on Probabilistic Methods Applied to Power Systems, PMAPS

Volumn , Issue , 2006, Pages

  Siqueira, T G ^d   Zambelli, M ^a   Cicogna, M ^d   Andrade, M ^b   Soares, S ^c  

^a UNIVERSITY OF CAMPINAS   (Brazil)

^b UNIVERSITY OF SÃO PAULO   (Brazil)

^c School of UNICAMP

^d NONE

Author keywords

Long term hydrothermal scheduling; Markov chain; Stochastic dynamic programming; Streamflow models

Indexed keywords

DISTRIBUTION FUNCTIONS; DYNAMIC MODELS; DYNAMIC PROGRAMMING; ELECTRIC POWER SYSTEMS; ELECTRIC POWER TRANSMISSION NETWORKS; KETONES; MARKOV PROCESSES; MATHEMATICAL PROGRAMMING; POWER TRANSMISSION; PROBABILITY; PROBABILITY DISTRIBUTIONS; SCHEDULING; STOCHASTIC PROGRAMMING; STREAM FLOW; SYSTEMS ENGINEERING;

APPLIED (CO); AUTOREGRESSIVE (MAR) MODELING; AVERAGE VALUES; HYDROTHERMAL SCHEDULING; IN ORDER; INTERNATIONAL CONFERENCES; LONG TERM; MARKOV CHAINS; NUMERICA L RESULTS; POWER SYSTEMS; PROBABILISTIC METHODS; PROBABILITY DISTRIBUTION FUNCTION (PDF); STOCHASTIC DYNAMIC PROGRAMMING (SDP); STREAMFLOW MODELING; TEST SYSTEMS;

STOCHASTIC MODELS;

EID: 46149095767     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/PMAPS.2006.360203     Document Type: Conference Paper

References (13)

1. Pereira M. V. F. "Optimal Scheduling of Hydrothermal System - An Overview". IFAC Symposium on Planning and Operation of Electric Energy Systems, Rio de Janeiro, pp. 1-9, 1985.
2. Pereira, M. V. and Pinto, L. M. V. G., 1989. "Optimal Stochastic Operation Scheduling of large hydroelectric Systems", International Journal of Electrical Power and Energy Systems, 11:161-169.
3. Yakowitz, S., 1982. "Dynamic programming applications in water resources". Water Resources Research. 18(4), 673-696.
4. Arvanitidis, N. V & Rosing, J., 1970, "Composite representation of a multireservoir hydroelectric power system", IEEE Transactions on Power Apparatus and Systems PAS-89, 319-326.
5. Bellman, R. E., 1957, "Dynamic Programming", Princeton University Press, Princeton, NJ.
6. Bertsekas, D. P., 1976, "Dynamic Programming and Stochastic Control", Academic Press.
7. Bertsekas, D. P., 1987, "Dynamic Programming: Deterministic and Stochastic Models", Academic Press.
8. Box, G., Cox D., 1964, "An analysis of transformations", J. R. Statistic Society, Serie B, 26, 211-252.
9. Box, G. E. P., Jenkins, G. M., and Reinsel, G. C., 1994. "Time Series Analysis, Forecasting and Control", 3rd ed. Prentice Hall, Englewood Cliffs, NJ.
10. th edition, McGray-Hill, New York, NY.
11. Stedinger, J. R., B. F. Sule, D. P. Loucks, "Stochastic Dynamic Programming Models for Reservoir Operation Optimization", Water Resources Research, 20(11), 1499-1505, 1984.
12. Tehada-Guibert, J.A., Johnson, S. A., Stedinger, J. R., 1995. "The value of hydrologic information in Stochastic dynamic programming models of a multi-reservoir system", Water Resources Research 31(10), 2571-2579.
13. Ogwang, T., Gouranga Rao, U. L., 1970, "A simple algorithm for estimating Box-Cox models". The Statistician, 46(3), 399-409.