DocumentCode :
1965914
Title :
Multistage stochastic hydrothermal scheduling
Author :
Aouam, Tarik ; Yu, Zuwei
Author_Institution :
Sch. of Bus. Adm., Al Akhawayn Univ. in Ifrane, Ifrane
fYear :
2008
fDate :
18-20 May 2008
Firstpage :
66
Lastpage :
71
Abstract :
The paper addresses the stochastic long-term hydrothermal scheduling problem. This problem is usually modeled as a multistage stochastic program and solved using algorithms that are based on dynamic programming. One such algorithm is the stochastic dual dynamic programming (SDDP) algorithm, which is implemented for the hydrothermal power system of the Pacific Northwest in the U.S. The importance of the first period is emphasized. It is shown that the impact of the first period diminishes after four periods. This result can be exploited to make the stochastic dual dynamic programming (SDDP) algorithm converge very fast.
Keywords :
dynamic programming; hydrothermal power systems; power generation scheduling; stochastic programming; U.S; hydrothermal power system scheduling; stochastic dual dynamic programming algorithm; Cost function; Dynamic programming; Dynamic scheduling; Heuristic algorithms; Power generation; Power system modeling; Reservoirs; Stochastic processes; Stochastic systems; Water storage; Dual Dynamic Programming; Hydrothermal Scheduling; Stochastic Programming;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Electro/Information Technology, 2008. EIT 2008. IEEE International Conference on
Conference_Location :
Ames, IA
Print_ISBN :
978-1-4244-2029-2
Electronic_ISBN :
978-1-4244-2030-8
Type :
conf
DOI :
10.1109/EIT.2008.4554269
Filename :
4554269
Link To Document :
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