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Energy Informatics
Master project by Håkon I. Arvidsen, 2019

Hydropower production scheduling using stochastic dual dynamic programming subject to environmental constraints

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In this thesis, we will focus on hydropower production scheduling for the Bergsdalen watercourse, operated by the power producer BKK, in Hordaland. The hydropower production in the Bergsdalen watercourse is subjected to a set of environmental restrictions, imposed on the system by the Norwegian Water Resources and Energy Directorate (NVE). The goal of the thesis is to determine the challenges of implementing
the imposed environmental restrictions in an optimization model and to propose approximations of the restrictions. We also investigate the loss of revenues caused by the restrictions. First, we present hydropower production scheduling in general, for hydropower systems similar to the Bergsdalen watercourse. The scheduling is formulated as a Linear Programming (LP) problem. A Stochastic Dual Dynamic Programming (SDDP)
algorithm is presented, in order to solve the scheduling problem. This solution method is commonly used for hydropower production scheduling in Norway. Then, we will discuss the environmental restrictions, and the difficulties of including them as constraints in the optimization model. As the solution method is considered necessary, we propose an approximation of the constraints, in order to solve the scheduling problem
for the Bergsdalen watercourse. We have run an SDDP algorithm for two deterministic price series. We present the results of the optimization, discuss the validity of the proposed approximations, and the loss of revenues caused by the approximated environmental constraints.