New Analytical Approach for Long-Term Generation Expansion Planning Based on Maximum Principle and Gaussian Distribution Function

Abstract
This paper presents a new approach for the optimal long-range generation planning. A completely new analytical approach for the production costing model and reliability measure is developed under the assumption of Gaussian probabilistic distribution of random load fluctuations and plant outages. The long-range generation investment problem is formulated as an optimal control problem to determine optimally the annual investment in new generation capacity. The Hamiltonian minimization is performed by using a version of the gradient projection method.

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