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Optimal Operation of a Hydroelectric Power System Subject to Stochastic Inflows and Load


M. Uhr

Diploma/Master Thesis, SS 06

Optimal scheduling of hydro-thermal power plants is crucial for economical electricity production. In this diploma thesis, a stochastic programming approach is used to nd optimal scheduling policies in terms of minimal production cost. Stochasticity from water in ows and energy load is included in the model. The problems are approximated by the Sample Average Approximation (SAA) method and solved using a nested decomposition procedure. The precision of the solution is assessed in terms of confidence bounds computed with help of the SAA samples.

Supervisors: K. Nolde, Prof. M. Morari


Type of Publication:

(12)Diploma/Master Thesis

M. Morari

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% Autogenerated BibTeX entry
@PhdThesis { Xxx:2006:IFA_2825
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