Abstract
In this study, we use a stochastic representation of wind for medium/long-term planning problems that are associated with the operation of hydro-thermal systems. The stochastic dual dynamic programming (SDDP) technique is used in this study. Synthetic wind and hydrological scenarios are generated using a periodic autoregressive model (PAR (p)). This algorithm has wide applicability in countries with a predominantly hydroelectric energy matrix that is associated with high penetration of thermal and wind generation, as in the Brazilian power system. The nonlinearities of the hydraulic production function also was been taking into account. The developed technique can be applied due to the global expansion of power generation over the last two decades with the increasing integration of alternative sources.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
