“Stochastic Seasonal Planning in Multireservoir Hydroelectric Power Systems by Differential Dynamic Programming”

Authors: Anders Gjelsvik,
Affiliation: SINTEF
Reference: 1982, Vol 3, No 3, pp. 131-149.

Keywords: Power system, water resources, stochastic optimization, incremental water value, differential dynamic programming, linear programming

Abstract: A first-order differential dynamic programming (DDP) algorithm is used for computing optimal control for a five-reservoir system, where the stochastic inflow process has been approximated by a few discrete disturbance values in each time step. The method is found to be faster than linear programming, previously tried on the same system model.

PDF PDF (4099 Kb)        DOI: 10.4173/mic.1982.3.1

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[1] William W-G. Yeh (1985), doi:10.1029/WR021i012p01797
[2] Benedito P. F. Braga, William W. G. Yen, Leonard Becker and Mario T. L. Barros (1991), doi:10.1061/(ASCE)0733-9496(1991)117:4(471)
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[6] T.A. Rotting and A. Gjelsvik (1992), doi:10.1109/59.141714
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[8] M.V.F. Pereira (1985), doi:10.1016/S1474-6670(17)60409-9
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[10] Taha B. M. J. Ouarda and Fahim Ashkar (1996), doi:10.1007/978-94-011-0395-4_10
[11] F. A. El-Awar, D. G. Fontane and J. W. Labadie (1994), doi:10.1007/978-94-010-9204-3_139
[12] Xiaokun Lin and Xilong Qu (2022), doi:10.1117/12.2644707
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BibTeX:
@article{MIC-1982-3-1,
  title={{Stochastic Seasonal Planning in Multireservoir Hydroelectric Power Systems by Differential Dynamic Programming}},
  author={Gjelsvik, Anders},
  journal={Modeling, Identification and Control},
  volume={3},
  number={3},
  pages={131--149},
  year={1982},
  doi={10.4173/mic.1982.3.1},
  publisher={Norwegian Society of Automatic Control}
};