Model predictive control: theory and practice—a survey
Automatica (Journal of IFAC)
MSLiP: a computer code for the multistage stochastic linear programming problem
Mathematical Programming: Series A and B
Multi-stage stochastic optimization applied to energy planning
Mathematical Programming: Series A and B
Estimation of parameters and eigenmodes of multivariate autoregressive models
ACM Transactions on Mathematical Software (TOMS)
Scenario Reduction Algorithms in Stochastic Programming
Computational Optimization and Applications
Hydroelectric reservoir optimization in a pool market
Mathematical Programming: Series A and B
Solving multistage asset investment problems by the sample average approximation method
Mathematical Programming: Series A and B
Optimal control of discrete hybrid stochastic automata
HSCC'05 Proceedings of the 8th international conference on Hybrid Systems: computation and control
Survey Constrained model predictive control: Stability and optimality
Automatica (Journal of IFAC)
| Hi-index | 22.14 |
A multistage stochastic programming formulation is presented for monthly production planning of a hydro-thermal system. Stochasticity from variations in water reservoir inflows and fluctuations in demand of electric energy are considered explicitly. The problem can be solved efficiently via Nested Benders Decomposition. The solution is implemented in a model predictive control setup and performance of this control technique is demonstrated in simulations. Tuning parameters, such as prediction horizon and shape of the stochastic programming tree are identified and their effects are analyzed.