Stochastic dual dynamic programming for seasonal scheduling in the Norwegian power system

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Abstract
The aim is to show an application of stochastic dual dynamic programming to seasonal planning in a part of the Norwegian hydro-dominated power system. The subsystem under study has 35 reservoirs on 28 watercourses. It is found that for the study system the new procedure is entirely feasible and gives good results. Two implementation details are studied more closely: use of relaxation in the solution of the subproblems, and a starting technique, called pre-segment, to save iterations in the overall problem. Both are found to have a significant effect on computer time. The test showed that dual dynamic programming has reasonable computing times and can be a useful tool in stochastic scheduling in a hydro-dominated system.<>