Stochastic Dynamic Programming Applied to Hydrothermal Power Systems Operation Planning Based on the Convex Hull Algorithm

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 u...

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Bibliographic Details
Main Authors: Bruno H. Dias, André L. M. Marcato, Reinaldo C. Souza, Murilo P. Soares, Ivo C. Silva Junior, Edimar J. de Oliveira, Rafael B. S. Brandi, Tales P. Ramos
Format: Article
Language:English
Published: Hindawi Limited 2010-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2010/390940