Stochastic Linear Programming for Reservoir Operation with Constraints on Reliability and Vulnerability

Abstract

Reliability and vulnerability (RV) are two very important performance measures but, due to their stage-inseparable nature, they cannot be explicitly incorporated in stochastic dynamic programming (SDP), which is extensively used in reservoir operation. With inflows described as a Markov chain, a stochastic linear programming (SLP) model is formulated in this paper to explicitly incorporate the RV constraints in the reservoir operation, aimed at maximizing the expected power generation by determining the optimal scheduling decisions and their probabilities. Simulation results of the SLP and SDP models indicate the equivalence of the proposed SLP and SDP models without considering the RV constraints, as well as the strength of the SLP in explicitly incorporating the RV constraints. A simulated scheduling solution also reveals a reduction of power generation fluctuation, with the reservoir capacity emptied in advance to meet given reliability and vulnerability.