Operação otima de subsistemas hidrotermicos interligados utilizando programação dinamica estocastica dual

AUTOR(ES)
DATA DE PUBLICAÇÃO

1992

RESUMO

The operation planning problem, in the medium term, is to determine the optimal strategy for thermal generation and interchange of energybetween subsystems. For multi-reservoirs hydroeletric systems, this is a stochastic and large-scale problem, and the optimal solution is found only using Stochastic Dynamic Programming. But this method requires the discretization of the state space, and the computational effort increases exponentially with the number of discretized states. Because of this, the operation planning uses techniques that, even taking in account the flow limits between the subsystems, don t solve the problem optimally. This work uses an analytical method for solve the Stochastic Dynamic Programming formulation for the operation-planning problem. This solution approach, called Stochastic Dual Dynamic Programming, is based on the approximation of the expected-cost-to-go functions of stochastic dynamic programming at each stage by piecewise linear functions. These approximate functions are obtained from the dual solutions of the scheduling problem at each stage. This method is then applied to the Southeast-South connected subsystems, and the result is then compared to the solution given by the present1y used model for the brazilian operation planning

ASSUNTO(S)

engenharia de sistemas engenharia eletrica

ACESSO AO ARTIGO

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