In this paper, we show how progressive hedging may be used to solve stochastic programming problems that involve cross-scenario inequality constraints. In contrast, standard stochastic programs involve cross-scenario equality constraints that describe the non-anticipative nature of the optimal solut...

In this paper we investigate the use of marginal cost curves for bidding and offering electricity in a continuous intraday market. Due to the real-time nature of the market, trading decisions must be supported in a computationally efficient manner. Taking the view of a price-taking hydropower produc...

In this paper, a practical approach for benchmarking different bidding strategies towards the day-ahead market has been evaluated. A rolling horizon simulation framework is developed and closely integrated in the daily operations of a hydropower producer. The power producer’s existing framework of d...

As power systems grow reliant on large-scale integration of renewable energy sources, pumped-storage power stations are being called on to provide greater adjustment capabilities. This study focuses on the stability and fast–slow dynamics of a pump-turbine governing system (PTGS). First, the time de...

The short-term hydro scheduling (STHS) problem aims at determining the optimal power generation schedules for either a single hydropower plant or an integrated system of cascaded watercourses during a time horizon from a single day to one week. Traditionally, an aggregated plant concept is usually a...

Optimization tools are widely used for solving the short-term hydro scheduling (STHS) problem in a cascaded hydro system. In a mixed integer linear programming (MILP)-based formulation, the nonlinear and non-convex hydropower production function (HPF) is represented by piecewise linear approximation...

Performance evaluation of a hydropower generation system is a critical science and engineering problem, with ubiquitous presence in hydropower plant applications. This study aims at a nonlinear model of the hydropower generation system with multiple units, where a novel modeling methodology for the ...