IEEE - Institute of Electrical and Electronics Engineers, Inc. - A Convergence Criterion for Stochastic Dual Dynamic Programming: Application to the Long-Term Operation Planning Problem

Author(s): Rafael Bruno S. Brandi ; Andre Luis Marques Marcato ; Bruno Henriques Dias ; Tales Pulinho Ramos ; Ivo Chaves da Silva Junior
Sponsor(s): IEEE Power Engineering Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 July 2018
Volume: 33
Page(s): 3,678 - 3,690
ISSN (Electronic): 1558-0679
ISSN (Paper): 0885-8950
DOI: 10.1109/TPWRS.2017.2787462
Regular:

The long-term operation planning problem is generally solved by a chain of computational models based on Stochastic Dual Dynamic Programming (SDDP) considering a period of 5-10 years ahead. A... View More

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