A dynamic programming two-stage algorithm for long-term hydrothermal scheduling of multireservoir systems

A new dynamic programming based algorithm is used for the long-term hydrothermal scheduling of multireservoir systems. The proposed method minimizes the sum of operation costs in two consecutive periods, formulating the hydrothermal scheduling problem as a function of reservoirs' water content in one period. No discretization of state and control variables is required. The proposed algorithm has smaller storage and computing time requirements than the dynamic programming-successive approximations (SA) method. The operation of an example multireservoir system is simulated indicating that the proposed method leads to lower operation costs than those of the SA method.