Abstract
This paper presents a method for solving the long-term multireservoir hydro-thermal scheduling problem based on stochastic linear programming. Decisions for each week are determined by solving a two-stage stochastic linear programming problem, where reservoir inflow stochasticity for future weeks is represented as a fan of historical inflow records. The overall scheduling problem is then solved as a sequence of such problems. The method is tested on a data set for the Nordic power system, and its performance—in terms of socio-economic surplus, reservoir handling and computation time—is compared with a well established model for solving the identical problem.
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Helseth, A., Mo, B. & Warland, G. Long-term scheduling of hydro-thermal power systems using scenario fans. Energy Syst 1, 377–391 (2010). https://doi.org/10.1007/s12667-010-0020-7
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DOI: https://doi.org/10.1007/s12667-010-0020-7