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Management of a hydropower system via convex duality. (arXiv:1706.09655v1 [math.OC])
来源于:arXiv
We consider the problem of managing a hydroelectric power plant system. The
system consists of N hydropower dams, which all have some maximum production
capacity. The inflow to the system is some stochastic process, representing the
precipitation to each dam. The manager can control how much water to release
from each dam at each time. She would like to choose this in a way which
maximizes the total revenue from the initial time 0 to some terminal time T.
The total revenue of the hydropower dam system depends on the price of
electricity, which is also a stochastic process. The manager must take this
price process into account when controlling the draining process. However, we
assume that the manager only has partial information of how the price process
is formed. She can observe the price, but not the underlying processes
determining it. By using the conjugate duality framework of Rockafellar, we
derive a dual problem to the problem of the manager. This dual problem turns
out to be sim 查看全文>>