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Master's Dissertation
DOI
https://doi.org/10.11606/D.55.2006.tde-20012007-102329
Document
Author
Full name
Amanda Maciel Pontes de Lima
Institute/School/College
Knowledge Area
Date of Defense
Published
São Carlos, 2006
Supervisor
Committee
Costa, Eduardo Fontoura (President)
Andrade Filho, Marinho Gomes de
Soares Filho, Secundino
Title in Portuguese
Planejamento de sistemas hidrotérmicos empregando um modelo com sensibilidade ao risco de vertimento
Keywords in Portuguese
Controle ótimo
Planejamento de sistemas hidrotérmicos
Sistemas dinâmicos
Abstract in Portuguese
A importância do planejamento de sistemas hidrotérmicos é largamente reconhecida. A questão constitui-se em um complicado problema de otimização que envolve aspectos não-lineares e estocásticos, e que se torna mais complexo quando várias usinas são consideradas em conjunto, em virtude da ocorrência de interações. Apesar de se conhecerem formalizações teóricas do problema e da solução, a complexidade acarreta sérios entraves computacionais e muitas vezes consideram-se apenas cenários simplificados, como o determinístico ou estocástico com um modelo de reservatório equivalente. Este trabalho tem como objetivo conciliar a facilidade numérica de problemas determinísticos com a consideração indireta da natureza estocástica do problema. Com esta finalidade, propõe-se o uso de um funcional de custo que reflete o risco de vertimento a cada período. Outra linha estudada neste trabalho foi a de rastreamento de alvo utilizando a técnica de controle Linear Quadrático (LQ). A eficácia das estratégias propostas é avaliada através de diversos casos de estudo, incluindo comparação com o planejamento determinístico usual
Title in English
Hydrothermal scheduling problems employing spillage risk sensitive models
Keywords in English
Dynamical systems
Hydrothermal scheduling
Optimal control
Abstract in English
The scheduling of hydrothermal systems is an important and challenging problem. In fact, the problem is complex since it involves the optimization of a cost functional related to a nonlinear and stochastic system. Although mathematical formulations of the problem are available, there are computational issues (as the course of dimensionality in dynamical programming) that make difficult to obtain the solution. In this situation, some simplifyied equivalent models or deterministic formulations were considered in the literature, which are simpler to deal with. The aim of this work is to obtain a solution thet presents the ease of computaion of deterministic models and, simultaneously, it reflects the stochastic nature of the problem, at some extension. The strategy consists of taking into account a cost functional that is related to the risk of spillage at each period. Another strategy considered here is the linear quadratic control with a target. Several case estudies are presented, which employ different models for the stochastic inflow, allwing us to evaluate the effectiveness of the strategies and to compare them with the usual deterministic control
 
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Publishing Date
2007-01-25
 
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