Primal and dual stochastic dynamic programming in long term hydrothermal scheduling

被引:0
|
作者
Martinez, L [1 ]
Soares, S [1 ]
机构
[1] Univ Fed Bahia, Dept Elect Engn, Escola Politecn, BR-40210630 Salvador, BA, Brazil
关键词
D O I
暂无
中图分类号
TE [石油、天然气工业]; TK [能源与动力工程];
学科分类号
0807 ; 0820 ;
摘要
This work presents a comparative study between primal and dual stochastic dynamic programming in the hydrothermal scheduling problem. The comparison is made by simulation using historical inflows records of Brazilian hydroelectric system, to the specific case of,systems comprising a single hydro plant. The stochastic variable of the system is modeled by a lag-one parametric autoregressive model. In the case of the dual approach, a parametric autoregressive model of superior order is also considered. Results have demonstrated that the performance of the primal and dual stochastic dynamic programming is not similar.
引用
收藏
页码:1283 / 1288
页数:6
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