stochastic dynamic programming applied to hydrothermal power systems operation planning based on the convex hull algorithm随机动态规划应用于热液电力系统操作计划基于凸壳算法.pdf

Hindawi Publishing Corporation Mathematical Problems in Engineering Volume 2010, Article ID 390940, 20 pages doi:10.1155/2010/390940 Research Article Stochastic Dynamic Programming Applied to Hydrothermal Power Systems Operation Planning Based on the Convex Hull Algorithm 1, 2 ´ 2 1 Bruno H. Dias, Andre L. M. Marcato, Reinaldo C. Souza, Murilo P. Soares,3 Ivo C. Silva Junior,2 Edimar J. de Oliveira,2 Rafael B. S. Brandi,2 and Tales P. Ramos2 1 Department of Electrical Engineering, Pontifical Catholic University of Rio de Janeiro (PUC-Rio), 22451-900, Rio de Janeiro, Brazil 2 Department of Electrical Energy, Federal University of Juiz de Fora (UFJF), 36036-330, Juiz de Fora, Brazil 3 Operador Nacional do Sistema Eletrico (ONS), 20091-005, Rio de Janeiro, Brazil ´ Correspondence should be addressed to Bruno H. Dias, bdias@ Received 16 October 2009; Revised 19 February 2010; Accepted 10 March 2010 Academic Editor: Joaquim J. Judice ´ Copyright q 2010 Bruno H. Dias et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. This paper presents a new approach for the expected cost-to-go functions modeling used in the stochastic dynamic programming SDP algorithm. The SDP technique is applied to the long- term operation planning of electrical power systems. Using state space discretization, the Convex Hull algorithm is used for constructing a series of hyperplanes