Representation of Wind Energy Scenarios in the Stochastic Dual Dynamic Programming for Hydrothermal Systems Operation

This article presents a methodology for including wind power generation in the medium-term planning ofhydrothermal systems, where Stochastic Dual Dynamic Programming (SDDP) is widely applied in the literature to solve this class of problem. To assess the impact of the intermittent generation, wind power scenarios were generated through Weibull Distribution, which were applied to reduce the load, generating several demand scenarios. Thus, the aim of this paper is to improve the computational eort of the conventional SDDP with demand scenarios, where the main contribution of the work consists of applying the Immediate Cost Function (ICF) to accelerate the SDDP convergence process. The proposed methodology was analyzed using part of the Brazilian system, considering a wind farm.