Thesis - Optimal operation of a hydroelectric power ssytem s

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1、DiplomaThesisOptimalOperationofaHydroelectricPowerSystemSubjecttoStochasticIn°owsandLoadMarkusUhruhrm@student.ethz.chOctober4,2006Supervisor:KristianNoldeProf.Dr.M.MorariAutomaticControlLaboratoryETHZurichÄAbstractOptimalschedulingofhydro-thermalpowerplantsiscrucialforeconomicalelectricityprodu

2、ction.Inthisdiplomathesis,astochasticprogrammingapproachisusedto¯ndoptimalschedulingpoliciesintermsofminimalproductioncost.Stochasticityfromwa-terin°owsandenergyloadisincludedinthemodel.TheproblemsareapproximatedbytheSampleAverageApproximation(SAA)methodandsolvedusinganesteddecompo-sitionproced

3、ure.Theprecisionofthesolutionisassessedintermsofcon¯denceboundscomputedwithhelpoftheSAAsamples.AcknowledgmentsIwouldliketothankmysupervisorKristianNoldeandAndreasPoncetfromABBCorporateResearchforthechallengingdiscussionaboutthemodellingproblem.IowemanythankstoJonasNart,whogavemindfulcriticisman

4、dpointedoutmanyinconsistenciesduringthewritingofthisthesis.Ofcourse,anyde¯cienciesarecompletelyduetotheauthor.3Contents1Introduction81.1Overview....................................81.2CategorizationofPowerPlants........................81.3ProductionPlanning..............................91.4Outl

5、ine.....................................102Modeling122.1Hydro-ThermalSystem............................122.1.1SystemDescription...........................132.1.2Multi-StageStructure.........................142.2StochasticModel................................142.2.1Event-DecisionStructure.......

6、................142.2.2MathematicalFormulationofStochasticity.............162.2.3StochasticModelforIn°owsandLoad................163TheSchedulingProblem193.1Objective....................................193.2Constraints...................................203.3StatementoftheOptimizationProblem.....

7、..............213.4Discussion....................................214SampleAverageApproximation244.1Discretization..................................244.1.1ApproximationbyMonte-CarloSampling..............244.1.2ScenarioTree.........