Stochastic dynamic programming applied to hydrothermal power systems operation planning based on the convex hull algorithm

Mathematical Problems in Engineering

Volumn 2010, Issue , 2010, Pages

  Dias, Bruno H ^a,b   Marcato, André L M ^b   Souza, Reinaldo C ^a   Soares, Murilo P ^c   Silva Junior, Ivo C ^b   Oliveira, Edimar J De ^b   Brandi, Rafael B S ^b   Ramos, Tales P ^b  

^a PONTIFICAL CATHOLIC UNIVERSITY OF RIO DE JANEIRO   (Brazil)

^b FEDERAL UNIVERSITY OF JUIZ DE FORA   (Brazil)

^c ONS Operador Nacional do Sistema Eletrico   (Brazil)

Author keywords

[No Author keywords available]

Indexed keywords

CONVEX HULL ALGORITHM; CONVEX SET; DISCRETIZATIONS; DUAL DYNAMICS; ELECTRICAL POWER SYSTEM; EXPECTED COSTS; HYDROTHERMAL POWER SYSTEMS; HYDROTHERMAL SYSTEM; LONG-TERM OPERATION; NEW APPROACHES; OPERATIONAL COSTS; PIECEWISE LINEAR APPROXIMATIONS; STATE SPACE DISCRETIZATION; STOCHASTIC DYNAMIC PROGRAMMING;

ALGORITHMS; COMPUTATIONAL GEOMETRY; PIECEWISE LINEAR TECHNIQUES; SENSITIVITY ANALYSIS; SET THEORY; STOCHASTIC SYSTEMS;

DYNAMIC PROGRAMMING;

EID: 77953486645     PISSN: 1024123X     EISSN: 15635147     Source Type: Journal    
DOI: 10.1155/2010/390940     Document Type: Article

References (32)

1. Pereira M. V. F., Optimal stochastic operation of large hidroelectric systems Electrical Power and Energy Systems 1989 11 161 169
2. Grygier J. C., Stedinger J. R., Algorithms for optimizing hydropower system operation Water Resources Research 1985 21 1 1 10
3. Ni E., Guan X., Li R., Scheduling hydrothermal power systems with cascaded and head-dependent reservoirs IEEE Transactions on Power Systems 1999 14 3 1127 1132
4. Terry L. A., Pereira M. V. F., Neto T. A. A., Silva L. F. C. A., Sales P. R. H., Brazilian national hydrothermal electrical generating system Interfaces 1986 16 1 16 38
5. Pereira M. V. F., Pinto L. M. V. G., Stochastic optimization of a multireservoir hydroelectric systema decomposition approach Water Resources Research 1985 21 6 779 792
6. Benders J. F., Partitioning procedures for solving mixed-variables programming problems Numerische Mathematik 1962 4 238 252
7. Gorenstin B. G., Costa J. P., Pereira M. V. F., Stochastic optimization of a hydro-thermal system IEEE Transactions on Power Systems 1992 7 2 791 797
8. Pereira M. V. F., Optimal stochastic operations scheduling of large hydroelectric systems International Journal of Electrical Power Energy Systems 1989 11 3 161 169
9. Arvanitidis N. V., Rosing J., Composite representation of a multireservoir hydroelectric power system IEEE Transactions on Power Apparatus and Systems 1970 89 2 319 326
10. Arvanitidis N. V., Rosing J., Optimal operation of multireservoir systems using a composite representation IEEE Transactions on Power Apparatus and Systems 1970 89 2 327 335
11. Zambelli M., Siqueira T. G., Cicogna M., Soares S., Deterministic versus stochastic models for long term hydrothermal scheduling Proceedings of the IEEE Power Engineering Society General Meeting(PES '06) 2006 Montreal, Canada
12. Sherkat V. R., Campo R., Moslehi K., Lo E. O., Stochastic long term hydrothermal optimization for a multireservoir system IEEE Transactions on Power Apparatus and Systems 1985 104 8 2040 2050 (Pubitemid 16464049)
13. Fcrrero R. W., Rivera J. F., Shahidehpour S. M., A dynamic programming two-stage algorithm for long-term hydrothermal scheduling of multireservoir systems IEEE Transactions on Power Systems 1998 13 4 1534 1540
14. Kall P., Wallace S. W., Stochastic Programming 1995 New York, NY, USA John Wiley Sons Wiley-Interscience Series in Systems and Optimization
15. Labadie J. W., Optimal operation of multireservoir systems: state-of-the-art review Journal of Water Resources Planning and Management 2004 130 2 93 111
16. Bertsekas D., Tsitsiklis J., Neuro-Dynamic Programming 1996 Boston, Mass, USA Athena Scientific
17. Castelletti A., de Rigo D., Rizzoli A. E., Soncini-Sessa R., Weber E., Neuro-dynamic programming for designing water reservoir network management policies Control Engineering Practice 2007 15 8 1031 1038
18. Carrano E. G., Cardoso R. T. N., Takahashi R. H. C., Fonseca C. M., Neto O. M., Power distribution network expansion scheduling using dynamic programming genetic algorithm IET Generation, Transmission and Distribution 2008 2 3 444 455
19. Zhao D., Yi J., Liu D., Particle swarm optimized adaptive dynamic programming Proceedings of the IEEE Symposium on Approximate Dynamic Programming and Reinforcement Learning 2007 Honolulu, Hawaii, USA 32 37
20. Leite P. T., Carneiro A. A. F. M., Carvalho A. C. P. C. F., Energetic operation planning using genetic algorithms IEEE Transactions on Power Systems 2002 17 1 173 179
21. Cervellera C., Chen V. C. P., Wen A., Optimization of a large-scale water reservoir network by stochastic dynamic programming with efficient state space discretization European Journal of Operational Research 2006 171 3 1139 1151
22. Martinez L., Scares S., Primal and dual stochastic dynamic programming in long term hydrothermal scheduling 3 Proceedings of the IEEE PES Power Systems Conference and Exposition October 2004 New York, NY, USA 1283 1288
23. Barber C. B., Dobkin D. P., Huhdanpaa H., The quickhull algorithm for convex hulls ACM Transactions on Mathematical Software 1996 22 4 469 483
24. Cormen T. H., Leiserson C. E., Rivest R. L., Stein C., Introduction to Algorithms 2001 2nd Cambridge, Mass, USA MIT Press xxii+1180
25. Bellman R., Dynamic Programming 1957 Princeton, NJ, USA Princeton University Press xxv+342
26. da Silva E. L., Finardi E. C., Planning of hydrothermal systems using a power plant individualistic representation 3 Proceedings of the IEEE Port Power Tech Conference 2001 Porto, Portugal
27. Archibald T. W., McKinnon K. I. M., Thomas L. C., Modeling the operation of multireservoir systems using decomposition and stochastic dynamic programming Naval Research Logistics 2006 53 3 217 225
28. Pereira M. V. F., Campodnico N., Kelman R., Long term hydro scheduling based on stochastic models Proceedings of the International Conference on Electric Power Systems Operation and Management (EPSOM '98) 1998 Zurich, Switzerland
29. Cristobal M. P., Escudero L. F., Monge J. F., On stochastic dynamic programming for solving large-scale planning problems under uncertainty Computers Operations Research 2009 36 8 2418 2428
30. da Silva E. L., Finardi E. C., Parallel processing applied to the planning of hydrothermal systems IEEE Transactions on Parallel and Distributed Systems 2003 14 8 721 729
31. Diniz A. L., Maceira M. E. P., A four-dimensional model of hydro generation for the short-term hydrothermal dispatch problem considering head and spillage effects IEEE Transactions on Power Systems 2008 23 3 1298 1308
32. da Silva E. L., Formação de Preços em Mercados de Energia Eltrica 2001 Porto Alegre, Brazil Sagra Luzzatto