Representation of Wind Energy Scenarios in the Mid-Term Hydrothermal Systems Operation Scheduling

[摘要] This paper presents a modified stochastic dual dynamic programming methodology in order to include the wind energy scenarios in the mid-term hydrothermal systems operation planning with an hourly representation of the demand. As the wind power intermittence adds more complexity for this class of problem, the conventional stochastic dual dynamic programming (SDDP) is not suitable to solve it due the excessive computational effort. Then the proposed approach includes in a conventional SDDP an analytical representation of immediate cost function for each stage and inflow/wind scenarios. Analysis results considering different cases of the South Brazilian system will be used to show the effectiveness and robustness of the proposed methodology.

[学科分类] 自动化工程

[关键词] Stochastic dual dynamic Programming;Hydrothermal system dispatch;Wind energy scenarios;Power system operation