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Medium Term Scheduling of a Hydro-Thermal System Using Stochastic Model Predictive Control

Author(s):

K. Nolde, M. Uhr, M. Morari
Conference/Journal:

vol. AUT07-04
Abstract:

A multistage stochastic programming formulation is presented for monthly production planning of a hydro-thermal system. Stochasticity from variations in water reservoir inflows and fluctuations in demand of electric energy are considered explicitly. The problem can be solved efficiently via Nested Benders Decomposition. The solution is implemented in a model predictive control setup and performance of this control technique is demonstrated in simulations. Tuning parameters, such as prediction horizon and shape of the stochastic programming scenario tree are identified and their effects are analyzed.

Year:

2007
Type of Publication:

(04)Technical Report
Supervisor:



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% Autogenerated BibTeX entry
@TechReport { NolUhr:2007:IFA_2780,
    author={K. Nolde and M. Uhr and M. Morari},
    title={{Medium Term Scheduling of a Hydro-Thermal System Using
	  Stochastic Model Predictive Control}},
    institution={},
    year={2007},
    number={},
    address={},
    month=mar,
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=2780}
}
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