Stochastic optimization of interconnected multireservoir power systems

A decomposition-coordination methodology for solving the long-term optimal scheduling of interconnected multireservoir power systems with stochastic river inflows is presented. The problem (with M reservoirs and N regional power systems) is composed of M hydro and N thermal subproblems. The optimization of the individual hydro subproblem can be solved by two-state stochastic dynamic programming taking into account the stochasticity and time-series correlation of the river inflows. The thermal and hydro coordination is accomplished by successively updating dual variables so that the total average hydro and thermal generations meet the predicted system load demands. A computer program has been developed and tested for the Central China and East China interconnected power system with up to nine reservoirs. Numerical results show the effectiveness of the proposed method as compared to existing methods.<>