Use of Probabilistic Constraints in Reservoir Operation Policies With Sampling Stochastic Dynamic Programming

by Jerson Kelman, CEPEL-Electric Energy Research Cent, Brazil,
Lisa A. Cooper, CEPEL-Electric Energy Research Cent, Brazil,
Eric Hsu, CEPEL-Electric Energy Research Cent, Brazil,
Sun-Quan Yuan, CEPEL-Electric Energy Research Cent, Brazil,



Document Type: Proceeding Paper

Part of: Computerized Decision Support Systems for Water Managers

Abstract: The role of mathematical simulation and optimization models in hydropower planning at Pacific Gas and Electric Company is discussed, and some of the models are described. Applications of sampling stochastic dynamic programming to develop reservoir release rules for the simulation models are presented. Probabilistic constraints on the minimum reservoir storage value are explicitly considered. The models for PG&E's North Fork Feather River hydroelectric system are used as an example.

Subject Headings: Optimization models | Reservoirs | Mathematical models | Hydrologic models | Simulation models | Computer programming | Stochastic processes

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