Analysis of stochastic models used in planning the operation of hydrothermal systems.

• Grant number: 11/14585-5
• Support Opportunities: Scholarships in Brazil - Master
• Start date: March 01, 2012
• End date: May 31, 2013
• Field of knowledge: Engineering - Electrical Engineering - Power Systems
• Principal Investigator: Marinho Gomes de Andrade Filho
• Grantee: Danilo Alvares da Silva
• Host Institution: Instituto de Ciências Matemáticas e de Computação (ICMC). Universidade de São Paulo (USP). São Carlos , SP, Brazil

Abstract

This project's main objective is to make a comparative study of some stochastic models proposed to solve the problem of Operation Planning of Hydrothermal Systems (OPHS). In this project are considered systems consist of a single hydroelectric plant with a reservoir and a thermoelectric plant, responsible for generating the additional power needed to care for a known demand. The solution of the planning problem involves calculating the optimal operation of the hydroelectric plant. The proposed model represents the inflows to the reservoir, for a regular Markov process (periodic autoregressive model, PAR(1)). This Markov process can take different conditional probability distributions. In this project are considered the log-normal distributions, gamma and log-normal with three parameters.The optimal policy of operation of the system is obtained with an algorithm to Stochastic Dynamic Programming (SDP). To evaluate this optimal policy are made simulations of the operation system considering series of artificial flow, generated by a PAR(pm) model, where pm >= 1, with the different conditional distributions adjusted.To evaluate the sub-optimality of the Markov process, imposed by the curse of dimensionality inherent in SDP algorithms were considered synthetic series generated with values of order pm >= 1 and the effect of stochastic dependence of the flow in the hydrothermal system performance is evaluated. In the studies considered in this project are real data from hydroelectric plants, located in different regions of Brazil and featuring different hydrological characteristics.

Academic Publications

(References retrieved automatically from State of São Paulo Research Institutions)

SILVA, Danilo Alvares da. Stochastic model used in planning the operation of hydrothermal. 2013. Master's Dissertation - Universidade de São Paulo (USP). Instituto de Ciências Matemáticas e de Computação (ICMC/SB) São Carlos.