A Convergence Criterion for Stochastic Dual Dynamic Programming: Application to the Long-Term Operation Planning Problem

2018 ◽  
Vol 33 (4) ◽  
pp. 3678-3690 ◽  
Author(s):  
Rafael Bruno S. Brandi ◽  
Andre Luis Marques Marcato ◽  
Bruno Henriques Dias ◽  
Tales Pulinho Ramos ◽  
Ivo Chaves da Silva Junior
Keyword(s):  
Dynamic Programming ◽  
Convergence Criterion ◽  
Planning Problem ◽  
Operation Planning ◽  
Stochastic Dual Dynamic Programming ◽  
Term Operation ◽  
Dual Dynamic Programming

Using stochastic dual dynamic programming and a periodic autoregressive model for wind-hydrothermal long-term planning

2015 ◽  
Author(s):  
Isabela Ferreira Pereira ◽  
Lara Hoffmann ◽  
Leonardo de Oliveira Willer ◽  
Ivo da Silva Chaves ◽  
Edimar Jose de Oliveira ◽  
...  
Keyword(s):  
Dynamic Programming ◽  
Autoregressive Model ◽  
Stochastic Dual Dynamic Programming ◽  
Dual Dynamic Programming

USE OF THE PAR(p) MODEL IN THE STOCHASTIC DUAL DYNAMIC PROGRAMMING OPTIMIZATION SCHEME USED IN THE OPERATION PLANNING OF THE BRAZILIAN HYDROPOWER SYSTEM

2005 ◽  
Vol 20 (1) ◽  
pp. 143-156 ◽  
Author(s):  
M. E. P. Maceira ◽  
J. M. Damázio
Keyword(s):  
Dynamic Programming ◽  
Spot Price ◽  
Operation Planning ◽  
The South ◽  
Optimization Scheme ◽  
Stochastic Dual Dynamic Programming ◽  
Spot Prices ◽  
Hydropower System ◽  
The One ◽  
Dual Dynamic Programming

In September 2000, the Brazilian system dispatch and spot prices were calculated twice, using different inflow forecasts for that month, as in the last 5 days of August the inflows to the reservoirs in the South and Southeast regions changed 200%. The first run used a smaller forecasted energy inflow and the second used a higher energy inflow. Contrary to expectations, the spot price in the second run, with the higher energy inflow, was higher than the one found in the first run. This paper describes the problem, presents the special features of the PAR(p) model that allow the described behavior, and shows the solution taken to avoid the problem.

Parallel computing applied to the stochastic dynamic programming for long term operation planning of hydrothermal power systems

2013 ◽  
Vol 229 (1) ◽  
pp. 212-222 ◽  
Author(s):  
Bruno Henriques Dias ◽  
Marcelo Aroca Tomim ◽  
André Luís Marques Marcato ◽  
Tales Pulinho Ramos ◽  
Rafael Bruno S. Brandi ◽  
...  
Keyword(s):  
Dynamic Programming ◽  
Parallel Computing ◽  
Power Systems ◽  
Stochastic Dynamic Programming ◽  
Stochastic Dynamic ◽  
Operation Planning ◽  
Term Operation
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