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...
Main Authors: | , , , , , , , |
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2010-01-01
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Series: | Mathematical Problems in Engineering |
Online Access: | http://dx.doi.org/10.1155/2010/390940 |