A dynamic programming two-stage algorithm for long-term hydrothermal scheduling of multireservoir systems

A new dynamic programming based algorithm is used for the long-term hydrothermal scheduling of multireservoir systems. The proposed method minimizes the sum of operation costs in two consecutive periods, formulating the hydrothermal scheduling problem as a function of reservoirs´ water content in one period. No discretization of state and control variables is required. The proposed algorithm has smaller storage and computing time requirements than the dynamic programming-successive approximations (SA) method. The operation of an example multireservoir system is simulated indicating that the proposed method leads to lower operation costs than those of the SA method