Using SDDP to Develop Water-Value Functions for a Multireservoir System with International Treaties
Publication: Journal of Water Resources Planning and Management
Volume 144, Issue 2
Abstract
This paper presents the implementation of stochastic dual dynamic programming (SDDP) to generate water-value functions for operations planning of the British Columbia (BC) Hydro system. An inflow model is developed to generate stochastic seasonal volumes forecasts and monthly inflows for the Peace River and upper Columbia River in Canada. A model is developed to model storage spaces for flood control and storage account operations to comply with the Columbia River Treaty (CRT) and subsequent agreements between Canada and the United States. Two novel algorithms are developed. The first uses SDDP and an updating process to generate the end of planning horizon water-value function, and the second uses SDDP to generate monthly water-value functions with a new stopping criterion for SDDP. Analysis results of the water-value functions illustrate the importance of globally optimizing reservoirs and storage accounts and modeling stochastic inflows. Results of simulation studies show significant benefits of using water-value functions over currently used methods and the need for modeling inflow uncertainties and storage account operations.
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Acknowledgments
The research project was fully funded by BC Hydro and by a CRD NSERC Grant (CRDPJ 385615-09 and CRDPJ 476296-14) to the second author. The authors would like to acknowledge the help of Wun Kin Cheng, Joel Evans, Adam Gobena, Jian Li, Herbert Louie, Thomas Siu, Camila Tang-Miya, Charles Wong, and many others at BC Hydro in data access, modeling, IT support, and administration. The authors would also like to acknowledge the review of SDDP development by Dr. Andy Philpott, the Department of Engineering Science, University of Auckland, New Zealand. The authors are also grateful for the very detailed suggestions from the Editor, Associate Editor, and three anonymous reviewers, which helped improve the quality of this paper significantly.
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Information & Authors
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Published In
Journal of Water Resources Planning and Management
Volume 144 • Issue 2 • February 2018
Copyright
©2017 American Society of Civil Engineers.
History
Received: Sep 1, 2016
Accepted: Jul 7, 2017
Published online: Nov 28, 2017
Published in print: Feb 1, 2018
Discussion open until: Apr 28, 2018
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