“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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  title={{Stochastic Seasonal Planning in Multireservoir Hydroelectric Power Systems by Differential Dynamic Programming}},
  author={Gjelsvik, Anders},
  journal={Modeling, Identification and Control},
  publisher={Norwegian Society of Automatic Control}