Abstract
This paper presents a method for determining the weekly operating policy of a power system of n reservoirs in series; the method takes into account the stochasticity of the river flows. The method consists of rewriting the stochastic nonlinear optimization problem of n state variables as n −1 problems of two state variables which are solved by dynamic programing. The release policy obtained with this method for reservoir i is a function of the water content of that reservoir and of the total amount of potential energy stored in the downstream reservoirs. The method is applied to a power system of four reservoirs, and the results obtained are compared to the true optimum.
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