IEEE TRANSACTIONS ON POWER APPARATUS AND SYSTEMS, VOL. PAS-89, NO.

2, FEBRUARY 1970

327

Optimal Operation of Multireservoir Systems Using
a Composite Representation
NICOLAOS V. ARVANITIDIS,
MEMBER, IEEE, AND

JAKOB ROSING,

MEMBER, IEEE

algorithms that could determine the optimal operating policy for multireservoir systems within feasible computer times. There are a large number of papers and reports on the subject, but the dimensionality problem has limited these contributions to solutions of one- and two-reservoir systems. Little [1 ] considered the one-reservoir sequential decision problem with variable head and stochastic flows. He used stochastic dynamic programming with two state variables to determine the monthly optimal operation. Ahmed et al. [2], attempting to determine the optimal operation of the hydroelectric power system in the Pacific Northwest (PNW) consisting of approximately 100 dams, investigated two different methods. First decision theory was used to obtain an approximate solution, but this method did not overcome the dimensionality problem. Then the use of a composite representation of the system for determining total hydrogeneration was investigated. Because of the promising results obtained with the latter method, Rosing and Cueva Garza [3] improved the composite representation and used it to obtain an accurate optimal monthly operating policy. A detailed description of the composite model is given in a INTRODUCTION previous paper [4]; the present paper describes the optimal THE CORRECT sequence of monthly operational decisions operating policy resulting from application of the composite concerning the total hydrogeneration appears to be of model to the anticipated 1975 system in the PNW. greater economic significance than the allocation of the total The composite model, in effect, receives, stores, and releases hydrogeneration among the various hydroplants. The reason potential energy; it uses a statistical model for the inflow of for this is that the inflows are uncertain while the share of potential energy and a composite generation function which the total market to be satisfied with hydro is flexible; this latter relates the potential energy released to the actual system genis because, in addition to firm load commitments, the market eration [4]. The model has all the characteristics of a single includes other classes of energy such as displacements of thermal reservoir system, where stochastic dynamic programming is units, industrial interruptible, export and import energies, and readily applicable, and the paper presented here demonstrates peaking exchanges. As a result, substantial savings may be the usefulness of this model in determining the monthly hydroobtained by adjusting the present total hydrogeneration to the generations which maximizes the net revenue or, equivalently, expected future hydrocapability of the system. minimizes the variable cost of operation. The results show that This future capability will depend on the amount of water in the increase in annual expected net revenues resulting from using storage as well as on the expected future inflows. Thus the the optimal operating policy rather than the present rule-curve optimal operation of a multireservoir electric power system is a policy is substantial, and thus that the monthly total hydrotime-sequential decision problem with as many state variables generation is indeed an important decision variable. Moreover, as there are controllable reservoirs and indices for prediction of it is shown here that a combination of rather simple optimizathe streamflows. Past efforts have failed to devise optimization tion techniques with a sound understanding of the basic structure of the problem is sufficient for solving otherwise, nearPaper 69 TP 628-PWR, recommended and approved by the insoluble problems. Power System Engineering Committee of the IEEE Power Group A discussion of the basic theoretical principles of optimal for presentation at the IEEE Summer Power Meeting, Dallas, Tex., is first given, followed by the mathematical formulation operation June 22-27, 1969. Manuscript submitted September 16, 1968; made available for printing April 9, 1969. This research was sup- of the stochastic dynamic programming problem. This includes a ported by the Bonneville Power Administration, U. S. Department short description of the state variables used and an intuitive of Interior, under Contract 14-03-40523 and by the Department of explanation of the optimization technique. Finally, a detailed Engineering-Economic Systems, Stanford University. The authors were with SYSTAN, Inc., Los Altos, Calif. 94022. comparison is made between the optimal operating policy and They are now with INTASA, Palo Alto, Calif. 94306, and the Department of Engineering-Economic Systems, Stanford University, the rule-curve operation for the anticipated 1975 system in the PNW. Stanford, Calif.

Abstract-For a large hydroelectric power system, such as that of the Pacific Northwest, an important operational decision each month is the amount of hydrogeneration. This decision is important because the inflow of the water is uncertain while hydro, with zero marginal cost, can be used not only to satisfy firm load commitments, but also to displace other firm resources or to serve secondary loads. In such a case, the tradeoff between savings at the present and expected benefits in the future is determined mainly by the total hydrogeneration. The use of a composite representation of multireservoir hydroelectric power systems to determine the optimal monthly total hydrogeneration is described. The analytical tool employed is that of stochastic dynamic programming, and the statistical model for the streamflow prediction is based on previous flows and snowpack information. For the anticipated 1975 system in the Pacific Northwest, comparison between the optimal operation introduced here and the presently used rule-curve operation indicates that substantial savings may be obtained, mainly owing to the more uniform displacement of the high marginal cost thermal resources by hydrogeneration.

and the other where the last month's inflow is replaced by the snowpack index during certain months of the year. If this were not the case. The problem of optimal operation can then be stated as finding the sequence of monthly decisions which minimizes the total expected cost and whose probability distribution of firm curtailment is acceptable to management.. However. a model with at least three state variables. the total expected future cost could be decreased by shifting hydrogeneration during the next month to future months. the expected future cost is estimated. the number of variables describing the state of the system cannot be large since the computation time increases exponentially with the number of state variables. the inflow during the month might turn out to be so small that the aim will not be achieved even if all the available water is released. then the optimal desired hydrogeneration Gi for a particular initial potential energy PEi and a last month's inflow Xi-1 . many articles and books on the subject have appeared since Bellman introduced it [5].. Or finally. for large forced outflows where the hydrogeneration decreases with increasing outflow. for a practical application of stochastic dynamic programming. The excess hydrogeneration can then be used to serve the unsatisfied part of the total market. the inflow might be so large that even if all available storage is used.328 IEEE TRANSACTIONS ON POWER APPARATUS AND SYSTEMS.e. the elements of time and uncertainty are absent. the remaining problem is concerned with finding a monthly operating rule that minimizes the mathematical expectation of the total cost. Such a method is provided by stochastic dynamic programming. the desired total hydrogeneration. and of the consequences of its use. Ideally. the initial potential energy. Thus for some months sufficiently far in the future. i. or vice versa. The concepts he offered are most useful in obtaining a general understanding of optimal operation. the same loads and system are assumed for future years. thus an iterative procedure must be used. most of which will run off during late spring and summer. the optimal operational decision and the expected future cost as a function of the state of the system is obtained for each preceding month until steady state is reached. that minimizes the expected cost for the system is chosen. Stochastic dynamic programming is a mathematical technique applicable to this type of sequential decision problem. For instance. The aim of operation during the month is to attain this hydrogeneration. the actual hydrogeneration can become less than desired. and a measure of the snowpack. are considered: one where the initial potential energy and the last month's inflow are used as state variables. However. Then starting with this month. There is no straightforward method for deriving the appropriate security cost which will result in the desirable probability distribution of the firm curtailment. Similarly. two alternative formulations. The choice of the desired hydrogeneration should be based on all the information available about the state of the system at the beginning of the month. Therefore. Assuming a security cost. at the beginning of each month. but the computation time required for solving a problem with three or more state variables may well become prohibitive. In the first formulation. The security cost attached to firm load curtailment can be interpreted either as the cost of obtaining the required reliability or as the cost to the economy of the PNW for curtailing firm load. exeept that. STOCHASTIc DYNAMIC PROGRAMMING FORMULATION At the beginning of each month. the desired total hydrogeneration for the region. should be used to obtain the operating policy. the preceding month's inflow. Masse's interest in the subject of reserves stemmed from his work on the optimal operation of the hydroelectric system in France. The minimization problem with the stochastic constraint on firm curtailment can be written as an unconstrained minimization problem by the addition of a penalty function to the cost of firm power. On the other hand. However. this requires equality of the marginal costs at all plants. i. Basically. increasing the cost rate of the firm load by a constant corresponds to reducing the average firm curtailment. increasing the cost rate of the first megawatt (MW) of firm load to be curtailed will result in a reduction of the frequency of curtailment. in that case. the forced outflow will be more than enough to meet the desired hydrogeneration. 2) Snowpack in the Mountains: This is equivalent to stored water. the basic ideas of this technique were discussed as part of the theory of marginal expectations by Masse [6]. 1) Preceding Month's Inflow: The sequence of inflows can be approximated by a first-order Markov chain where the next month's inflow depends only on the preceding one. the marginals are made as nearly equal as possible. For practical applications. However. FEBRUARY 1970 OPTIMAL OPERATION The monthly operating policy for a hydroelectric power system determines. No serious difficulties are encountered in solving a stochastic dynamic programming problem with one or two state variables. The next is to incorporate inflow prediction for which there are two important sources of information. When the constraints forbid such equality.e. but it excludes all information about future inflows into the system. this would most certainly result in exorbitant computation time. it is insufficient to only know the conditions under which an operating policy is optimal. The operating policy is based on two considerations: 1) the probability of firm load curtailment should satisfy a reliability standard. The decision on how to operate during the forthcoming month is made on the basis of the available information about the state of the system at the beginning of each month. and 2) the excess water should be used to minimize the variable cost of operation. the conditional probability distri-bution of next month's inflow is based on last month's inflow. This requirement is very similar to the one encountered in the optimal allocation of the generation over several thermal plants. In the simplest case. This problem is computationally simple. the optimal operational decision for a given state of the system is such that it equates the present marginal expected cost with the marginal expected cost for the future. each using two state variables. how much of the water should be used for the generation of electric power during the month and how much should be stored for future use. the optimal decision would be based only on the potential energy at the first of each month. of how it can be achieved. Because the effect of future load growth and of system expansion on the operational decision is expected to be small. several years before the term "dynamic programming" came into use. a feasible computational method for determining it is necessary. the actual hydrogeneration will then be less than desired.

1 is determined for any combination of the two state variables PEN-. month Nx PE N-. that can be produced using the available storage for all historical streamflows [4]. the sum of all other firm resources. Xi) is the variable cost of operation during month i. maximizing discounted expected net revenue is equivalent to minimizing discounted expected cost. 2. For optimal operating policies. The firm resources of the system are made up of dependable hydrogeneration. In addition.1 Fig. Basic to the idea of stochastic dynamic programming is calculation by recurrence. and exchange energy. The net revenues for a given hydrogeneration can be conveniently expressed as the revenue received if the total market is served with hydro less the fixed cost and less the cost incurred if the market is not completely satisfied with hydro. The computer time required was approximately 4 minutes per optimal decision table. This is a firm fi(PEi. The measure is given by the weighted sum of cumulative precipitation indices of various river basins and is called the cumulative precipitation index. Hence under most water conditions there will be more hydro- .ARVANITIDIS AND ROSING: OPTIMAL OPERATION OF MULTIRESERVOIR SYSTEMS 329 policy xN-2 |Optimal table. Ci(Gi. and. Determining optimal operating policy. and the total system loads. the PNW will be able to supply peaking energy and cheap hydropower to California.2 (Fig. Given the optimal total expected cost at the beginning of month N. An agreement between the PNW and California provides that peaking energy supplied to California will be returned during off-peak hours. First. it is sold provisionally at $2/MWh. together with secondary and interruptible loads. importing firm. the anticipated market structure for 1975 and the two operating policies are briefly discussed. the decisionwas made to substitute the cumulative precipitation index during the months of January through June for the last month's inflow. the process can be repeated for month N .PEi. This latter cost includes that of operating thermal plants. requires the solution of the functional equation -. because the marginal cost of hydrogeneration is zero. The firm loads used in this study are those predicted by the West Group Forecast (WGF) for 1975. The second formulation replaces last month's inflow during certain months by a measure of the snowpack. The cost for a particular hydrogeneration is then obtained by multiplying the demand not served with hydro by the corresponding marginals. To account for the seasonal variations in the California market.HYDRO GENERATION IN MW Fig. then the results of a 500year simulation of these policies are presented and compared.Xi1) = min Gi Xo [Ci(Gi. and the seasonal shaping of the dependable hydrogeneration was chosen such that the total firm resources have the same shaping as the WGF firm loads. Thus for a given system and a given market. hence they must be ordered on the basis of decreasing marginal cost. therefore. California will return 2500 MWh/MW of annual peak demand. the firm resources and loads with higher marginal cost will be displaced first. p(X4Xi_0) is the probability distribution of Xi conditioned upon Xi-1. 2. The nature of the market is heavily influenced by the intertie between California and the PNW because. PEi. Gi is the desired hydrogeneration. the optimal desired hydrogeneration during month N . are shown in Fig. with the intertie. These. the net revenue of the system can be increased by using some or all of this excess energy to displace thermal resources and firm imports and to satisfy interruptible or secondary loads. three market structures are listed in Table II.. while California will be able to back up the firm load commitments in the PNW. power than is needed for the dependable hydrogeneration. and if the PNW prefers not to have this energy returned. The optimal operation decides how much of the excess should be used each month. and not serving a part of the total load. Table I gives the WGF firm loads. 1).Xi) ]p(XiJXi_1)dXi where fi(PEi. nuclear power (NPR). month N-1 XN. In addition. Using an annual discount rate of 6 percent. 2 and are tabulated in Table II. 1. a is the monthly discount factor.1 Total expected cost. The marginal cost as a function of hydrogeneration is given in Fig.Xi_) is the minimum expected cost from the beginning of month i onward. Northwest (NW) steam. If the optimal desired hydrogeneration and the resulting optimal total expected cost at the beginning of month N . the required dependable hydrogeneration. The IBM 7040 computer was used to determine the optimal operating policy by solving the corresponding functional equations. and XN-v2. and XO is the minimum inflow.Xi) + afi+m(PEi+m. Based on the correlation between this index and the total summer runoff.1 are determined for a sufficient number of values of initial potential energy and last month's inflow. 3 to 4 years were sufficient for converging to a steadystate optimal operating policy. shaped to seasonal demand. COMPARISON BETWEEN OPTIMAL AND RULE-CURVE OPERATION IN THE PNW will now be made between optimal and ruleComparisons curve operation for the projected 1975 system in the PNW. For the case where firm resources balance the firm loads. import energy. only this cost will depend on operation. Regional Market Structure The dependable hydrogeneration is defined as the largest generation. month N-1 PE XN-1 Total expected cost. Example of cost structure in 1975.

January.0 Market Class Size of Market Class (MW) MS1 0 500 700 3100 900 850 300 380 70 750 50 MS2 0 500 700 2950 1050 1000 300 380 70 450 50 MS3 0 500 700 2800 1200 1150 300 380 70 150 50 MS1 May. The resulting variable composite energy content curve assures the . March. The rule-curve operation is.5 4. the fixed composite energy content curve is similarly obtained as the weighted sum of the fixed energy content curves of all reservoirs.0 3. The low cost case considers fixed marginal cost only.5 9. April MS3 November.85 2.0 2. both listed in Table IV. June. where 1 MWd is the potential energy accumulated during 1 day by an inflow of 1 MW. A region is associated with each pair PEi and Xi1. The reservoir volume levels given by the energy content curve are such that the reservoir will just refill if the second worst historical streamflow sequence occurs. 3.25F 25 resource available to support the PNW firm load and is called exchange energy. Thus if the PE in storage on the first of September is 106 MWd and the inflow in August was 480 000 MWd. hydro should only be used to serve firm load and not to displace steam or serve part of the secondary market.330 IEEE TRANSACTIONS ON POWER APPARATUS AND 5YSTEMS. and it is assumed that additional California thermal resources. the available water can be used. given by market classes 6-7 and 9-10 in Table II.0 3. August. TABLE III SECURITY COST OF THE FIRM LoAD ($/MWH) Market Class Emergency resources: marginal cost Firm load curtailment of size F: fixed cost marginal cost High 100 20 000 100 + Medium 25 5000 25+ 0. on the cumulative precipitation index. The marginal cost of the curtailment of an additional MW increases linearly for these two cost structures. that rule curve is completely independent of the market structure and concerned only with meeting firm load commitments. When firm load curtailment becomes necessary. The composite first-year critical rule curve is obtained as the weighted sum of the first-year critical rule curves of all reservoirs. December. only values of the desired hydrogeneration at the boundaries between market classes are considered because the optimal hydrogeneration will mostly be at or near the boundaries of changing marginal costs. if enough hydroenergy is available. Both PEi and Xi-1 are measured in MWd. July. the provisional aspect of these sales is neglected. This fixed composite energy content curve may be lowered on the basis of the predicted summer runoff. The rule-curve levels for the composite potential energy model are determined by the composite first-year critical rule curve and by the composite energy content curve. but if the reservoir volume levels are above those dictated by rule curve. 2. TABLE II MARKET STRUCTURE (MS) FOR 1975 For the optimal operating policy. the number in the region indicates the optimal desired hydrogeneration in accordance with Fig. September MS2 October. the PNW may choose to leave this energy in California and collect -$3/MWh. The rule-curve operation will never draw below rule-curve levels except to serve firm load. 3 for September.0 5. In the optimal policy tables. FEBRUARY 1970 TABLE I SYSTEM LOADS (MW) 20 54607 240 1 WGF Firm Loads July August September October November December January February March April May June 12 619 12 860 13 283 14 223 15 648 16 623 17 123 16 552 15 786 14 793 14 081 13 468 Required Other Dependable Firm Resources Generation 2720 2720 2720 2570 2420 2420 2420 2420 2420 2570 2720 2720 9 899 10 140 10 563 11 653 13 228 14 203 14 703 14 132 13 366 12 223 11 361 10 748 Total Load 16 999 17 240 17 663 18 603 20 028 21 003 21 503 20 932 20 166 19 173 18 461 17 848 T3o 13 120 360 600 - 840 1080 1320 PEj IN 1000 MWD 1560 1800 2040\ 21029 Fig. the protection of the firm load depends on the security cost attached to different levels of firm load curtailment.determined by the rule-curve levels formed by the upper envelope of the critical rule curve and the energy content curve of each of the reservoirs in the system [2]. February.0 6. relatively high cost emergency resources are available to prevent firm load curtailment. initially. will be available to support the NW firm load commitments. An example of such a table in graph form is given by Fig. Market Class 0-1 1-2 2-3 3-4 4-5 5-6 6-7 7-8 8-9 9-10 10-11 ($/MWh) 0 0 1. [4].0125F Low 25 0 0. then. Operating Policies The optimal operating policy is given by a set of monthly optimal policy tables. which is based. The critical rule curve gives the reservoir volume levels reached when the historical streamflow sequence occurs that is just sufficient to produce the dependable hydrogeneration. The security cost structures studied are listed in Table III. It is clear. In the present study. Optimal policy table for September. in turn. It is assumed that. a fixed cost is associated with the first curtailed MW for both the high and medium cost case. However. In case still more hydropower is available this power can be sold at $2/MWh.

The table also shows the annual average hydrogeneration in MW. results from rule-curve operation with fixed energy content curve for the alternative security costs. Still. and the total number of monthly curtailments above 400 MW (NMC). 5) The firm load curtailment (FLC). Since the optimal policy makes the decisions at the beginning of each month.3.2. P2.05. Simulation of Optimal and Rule-Curve Operation The optimal and rule-curve operating policies were simulated for 500 years of synthesized inflow conditions. In like manner. For each policy and each security cost considered. and $2/MWh for peak and export provisional sales. shown by end-ofmonth storage levels in Fig. In this study. It should be noted from Table V that optimal operation with high SC gives better protection against large FLC than rule curve. since the reliability of service to firm load is about the same in these two cases (see Table V). the increase of the cash flow is with a probability of 0. respectively. To reach those higher storage levels. from the output of the simulator. the annual average FLC in MW. and. c) the security cost (SC) is that incurred when interruptible industrial or firm load has to be curtailed (The SC for interruptible industrial is $1. peak and exchange energy have to be returned. 5) RVi. evaluated according to Tables II and III. i 1. results from optimal operation with initial potential energy.2.9 million in the OC and a decrease of $1. This restricted use of hydro for the higher SC cases is also shown by the duration curve of the hydrogeneration for October in Fig. results from optimal operation with initial potential energy and last month's inflow as state variables for the three security costs low. b) the loss of revenue (LR) is that lost when the export market in California is not served. rule curve is compared with optimal operation. last month's inflow and cumulative precipitation index as state variables for the alternative security costs. . i = 1. from September through April. The duration curves for the months of October and January are shown in Figs. but. is made up of operating cost. X3. nuclear power. i = 1.2. Therefore. and security cost. for firm load the SC is given in Table III). loss of revenue. the voluntary curtailment of firm load quite early in the draw-down season. 8). The savings result from a decrease of $9. July August September January February March April May June October November December 2 2 2 1 1 1 1 030 100 049 910 735 482 188 923 759 708 1 159 1 880 058 570 282 000 739 174 803 355 995 920 823 343 2 113 200 1 188 923 881 863 1 309 1 880 803 355 013 961 430 343 2 2 2 2 2 2 2 2 2 2 2 2 113 102 107 103 095 065 113 113 113 113 113 113 200 900 200 900 200 400 200 200 200 200 200 200 filling of all reservoirs with a confidence of about 95 percent. and interruptible industrial or firm load has to be curtailed. respectively. 3) The cash flow (CF) is the revenue minus the operating 4) The hydrogeneration (HG). 8 and 9. X2. this aim cannot be achieved completely. The optimal operating policy aims at displacing a uniform amount of secondary load each month while the firm load is met in the future. 6. 3) P1 results from optimal operation Pi constrained by the rule-curve levels. and in Fig.3 million per year. The fixed rule-curve operation is compared with X1. 4 and 5. or imported energy. it is clear cost.ARVANITIDIS AND ROSING: OPTIMAL OPERATION OF MULTIRESERVOIR SYSTEMS 331 TABLE IV RULE-CURVE OPERATION (MWD) End-of-Month End-of-Month Critical Fixed Energy Upper Rule-Curve Content Curve Rule-Curve PE Levels PE Levels PE Levels 2) The revenue R is based on a charge of $3/MWh for firm. the reservoirs will never be drawn below rulecurve levels except to serve firm load. DISCUSSION OF RESULTS Case 1: XI. 1) The total cost (TC). the simulator evaluates the annual averages of the following. 1) Xi. and high. the average monthly hydrogeneration is lower for the cases with higher SC (Fig. in several cases. This comparison of X1 with RF is shown in TableVI. rule curve should decide how much outflow to release at the beginning of the month. and RF The savings obtained from optimal operation are meaningful only if the protection against FLC is about the same as for rule curve. X2.2. In the case of the high SC the protection against large FLC requires frequent use of emergency resources. and X3 are plotted in Fig.95 larger than $8. indicating an increase in cash flow of $8.3. and it in Fig. the average monthly hydrogeneration is plotted in Figs. X2.5/MWh for interruptible industrial. it is not clear whether the savings accrue from a better operation or from a lower reliability of meeting the firm load. Table V lists the average annual values in millions of dollars of the variables 1-3 together with their standard deviations (sd). The 95 percent confidence levels are also given in Table VI. 6 for comparison with the fixed rule-curve operation and P1. The constraints on the storage given by the upper rule-curve levels in Table IV result from requirements other than those of electric power or flood control. because of the limited storage in the system. 4. the fixed rule-curve operation (RF) is compared with the optimal operation using the low security cost. medium.3. results from rule-curve operation with variable energy content curve for the alternative security costs. This decision is based on a forecast of next month's inflow and is such that the probability of going below the rule-curve levels is 0. Each component is also evaluated: = a) the operating cost (OC) is that incurred by not displacing the steam. $2. 2) PT. This is shown by the number of curtailments larger than 400 MW given in the last row of Table V. $3/MWh for exchange energy sales. 5 the effect of the cumulative precipitation index on operation is illustrated. For each month the duration curve of the hydrogeneration is also obtained from the output of the simulator. 4. i = 1. 4) RF. The cases Xi.3. Similarly. Otherwise. The different cases are summarized and identified as follows.5/MWh.1 million in the R. and X3 in Fig. The better protection for the high SC case is achieved by keeping a larger amount of PE in storage. 7 for comparison with the variable rule-curve operation. while optimal operation with low SC gives about the same protection as rule curve.8 million per year while the protection against FLC decreases slightly. we obtain the average PE in storage at the end of each month.

43 25.68 57.47 0.04 24.80 66.8 30.00 1.60 15.30 47.16 14 461 12.71 1.60 425.09 72.8 .20 406.24 25.70 79.86 59.6 -j IM 0 .60 15.9 1.80 10.60 0.77 15 148 38 47 RF1 94.60 425.9 1.73 9.39 3.00 1.07 402.20 406.58 RF1 97. .92 400.49 432.50 5.49 434.60 425.29 15.83 24.38 14 734 17 22 P2 99.1 I 1000o II WD inHnC -n .3 59.0 .49 432.32 7.6 1.30 1. >. 5.40 5.80 1.48 3.00 98.00 O O Cy*D LaCI D __ II 0 I- 0m 16000 18000 19200 9200 MARKET SERVED WITH HYDROGENJERATION IN MW Fig.77 15 148 38 47 P1 80.60 0.38 14 734 17 22 X2 109.21 434. 4.65 5.32 20.30 421.73 35.64 187.17 59. FEBRUARY 1970 TABLE V RESULTS FROM 500 YEARS' SIMULATION TC sd OC SC LR R sd CF sd HG FLC NMC X3 298.332 IEEE TRANSACTIONS ON POWER APPARATUS AND SYSTEMS.60 64.71 1.70 13.4 1.7 25.66 15 373 46 56 RV1 94.90 432.30 66.96 2.20 417.94 13 998 25 7 RF3 317.87 408. .5 14 RF2 25.99 1.60 0. Duration curve of hydrogeneration for October.60 15 232 28 30 RV2 120.31 9.58 381.61 14 838 19 21 P1 85.8 1.80 1.5 0 0.92 400.94 0.26 419.38 14 734 17 22 X1 88. Duration curve of hydrogeneration for January.80 66.74 15 300 34 42 I.17 14 813 18 23 108.24 414.60 224.2 .24 1.92 400. 14000 MARKET 00f W'o)0 0 0 20000 CD ~~ ~~0 10 - 1 22000 SERVED WITH HYDROGENERATION IN MW Fig.77 395.96 412.12 67.15 13.96 427.60 0.51 24.3 .24 0.00 1.2 1.5 12.9 .49 3.89 57.00 6.50 2.50 2.2 25.73 424.60 5. 7 0 5 .71 1. .

case X. Fig. 7. Average monthly hydrogeneration. ^000 20 00 20' 000l 19 00C 1900 0 o7o °1600 z i6 000 2 C)1400 13 'Z t:> 2 000 1100 200 z 1a1 0 14 000 9 0 100 t 1X 6 000 800 70 C. 2 200 2 100 case X. 6. 2 000 900 19 000 20000 N' - 1 ___ ~~~TOTAL~ ~~~~~~ LOAD 1Btoo o 600 0 Is 000 17 000 400 12 000 1_ _P z UL 00 w I1000 -C R 900 > aeoo 700 61000FF_ 600 500 400 JULY 6U0 SEPT OCT N00 nEC JAN FEB MAR APR MAY JUNE JULY JULY AU6 SEPT OCT 6ov DEC JA Frg MA6 APR MY JUNOE JULY Fig. 600 FULY UG AEP r c ncr NO JAn mEC FEh R Ae AY JUE JULY JULY AUG SEPT OCT 0EC JAN8 FEB MAR APR MAY JUNE Fig. case P.ARVANITIDIS AND ROSING: OPTIMAL OPERATION OF MULTIRESERVOIR SYSTEMS 333 2 200 22 000O 210 2. case P. Fig. Average end-of-month storage. Average monthly hydrogeneration. . 9. Average end-of-month storage.

and X3 can be made here about the average end-of.2 TC -80.0 0.4 for the medium and high SC cases are also given in Table VI. 9 shows that optimal operation is again more MW in Table V.4. The savings obtained by operating optimally are listed in October.4 TABLE VII COMPARISON WITH VARIABLE RULE CURVE P2 and RV2 sd P1 and RV. there is a price for improved protection OC and an increase of $2.0 3.8 -1.6 1. The reason for this must be sought in the steam more often than rule curve.3 million per year. FEBRUARY 1970 TABLE VI COMPARISON wiTH FIXED RULE CURVE Improvement (millions of dollars) R -13.0 0.3 4. and RV is $13. it is lower.3 0. e.3 million per year and the FLC. difference in the TC a larger sample of inflows should be used. sd P1 and RV.4 8. for the month of beginning of the draw-down period. 4 shows that optimal operation displaces imported and NW Fig. In the amount of secondary load. P2. the optimal operating month storage in Fig.6. Because of the differences in protection rule-curve operation is not significant.7 0. for P2 of the firm load.g. For P1 the average increase in the cash flow is $14.5 0. The comparisons between rule-curve and optimal operation Table VII.0 .4 8.7 3. 6 for RF and Xi.5. the duration curve of the hydrogeneration in draw-down period.5.8 X2 and RF2 sd sd sd 0.5 .0 million per year.3 0.5 0.4 million per year.3 RV.4 CF -18.5 8. Similar behavior is observed in Fig.5 13.5 0.4 .5 Improvement (millions of dollars) R -0. For instance. in the case of high SC the cash flow shrinks the average increase in the cash flow is $10.334 IEEE TRANSACTIONS ON POWER APPARATUS AND SYSTEMS. Similarly.2 CF -19.4 5. Using a linear interpolation based on the number of FLC larger than 400 MW. Remarks similar to those made in comparing successful than rule curve in displacing a uniform amount of XI.0 million in the R. 9. The protection against large FLC is lower for P1 and higher Arguments similar to those used in explaining the reason for for P2 than for rule curve with variable energy content curves the savings of X1 over RF are applicable to explain the savings (RV) as is seen by comparing the curtailments larger than 400 of P1 over RV.6 13.8 Xi and RF.4 and $10.7 .7 59.0 Improvement with Probability 0.8 9. sd TC 20.2 . the TC is extremely sensitive to the number of tion should be between $14.0 0. owing to the high SC. made up of a decrease of $12.3 Improvement with Probability 0.9 CF 9.0 . At the same time. Fig. a rough estimate of the saving accruing from optimal operation Case 2: PI. FLC.1. but because of the high against.7 7.2 2.1.3 0. 4 and 8 that.3 8. on the average.3 from Figs. 7. X2.4 .7 1. It may appear surprising that the made up of a decrease of $10. and the average monthly FLC in Table V. the number of observed FLC with the higher protection against FLC for P2 as compared with PI 500-year sample is small.4 TC 15.2 0.95 R -14. the average end-of-month October even though the two average hydrogenerations are storage is higher for RV than for P1 or P2 while at the end of the practically equal. and RF1 0. the savings accruing entirely from optimal operasecurity cost.1 0.9 0.1. For a significant can be obtained at a cost of $4.4 million in the As to be expected. by $18.2 5.. while optimal operation sells fact that optimal operation strives not only to protect against less energy to California.7 1.4 million in the R.2 0. .2 9. million per year.4 CF 10.7 million in the OC and a decrease estimated difference between the TC for optimal operation and of $0. the average monthly hydrogeneration policy is more successful than rule curve in displacing a uniform in Fig.3 sd X3 and RF3 TC 18.0 12.4.2 2.4 7.3 0.1 0.2 .1 million per year.95 R -0. This will result in a lower average FLC but also against the use of expensive resources to meet the marginal cost for the optimal operating policy for the month of firm load toward the end of the draw-down period. 2.4 14.secondary load.

6 and 7. The optimal operation starts to use the cumulative precipitation index in January. Apparently.1 million per year." this issue. E. Arvanitidis. The closest estimate of the value of using this index is obtained by comparing the cases X1 and P2: in the case P2 the cash flow is $8. given in Table VI. Prof. Am. 2. K. "Composite representation of a multireservoir hydroelectric power system.: Princeton University Press. W. The result of this operation is a slightly better protection against FLC than with variable rule-curve operation and an improvement in the cash flow of $7. Bellman. 187197. owing to the use of variable energy content curves.. Rosing and G. the optimal operating policy P1 will be followed. Stanford. In the case of constrained optimal operation Pi. J." J.4 million per year in the operating cost and an increase of $2. a similar increase in the number of curtailments for optimal operation (X1 and X2) also resulted in a saving of $4. Arvanitidis and J. Hicks and M. pp. however. IEES Rept. V. but the reservoirs will not be drawn below rule-curve levels except to serve firm load. N. for instance. pp. Dynamic Programming. 1946. vol. M. Princeton. May 1967. Ahmed. February 1966. Cueva Garza." Stanford University. "The use of storage water in a hydroelectric [2] [3] [4] t51 [6] system. a higher SC would be needed for P1 to arrive at the same level of protection for the firm load as xi. 5 shows clearly the difference between the cases P and X for this month. Jr. It is. that the larger part of the savings resulting from the variable energy content curves comes from lower protection of the firm load. integrated inflow characteristics. ACKNOWLEDGMENT The authors wish to thank their research advisers. which use the same SC. indicates an increase of cash flow by $4. for X1 and P1. Calif. Les Reserves et la Regulation de l'Avenir dans la Vie Economique. "Optimal operation and control of multidam hydroelectric power systems: an application of decision theory. Stanford. Rosing. vol. The duration curve of the hydrogeneration in Fig. The significance of this result is that dimensionality problems in multireservoir system can be overcome by emphasizing the most important variables: total storage capability. S. "Benefits obtained from optimal operation of hydroelectric power systems. Petersen. the protection against FLC is also lower. shown in Figs. The extra amount of usable storage serves to increase the uniform amount of secondary load displaced each month.7 million per year. Schultz of the Bonneville Power Administration. and G. C. and that only a small part is a result of the possibly better operation. their colleagues at Stanford University.. and total system hydrogeneration. Case 4: RV with RF The difference between the two rule-curve operations. R. Paris: Hermann. R." Stanford University. 319-326. This complicates estimation of the savings owing to use of the cumulative precipitation index in the optimal operating policy.3 million per year in the revenue. Another feature which is undesirable for similar reasons is the emphasis on refilling the reservoirs during May rather than spreading the refill over the summer months. Linvill and Prof. Cueva Garza. no. Ahmed. and N. It has further shown that total system hydrogeneration is a significant decision variable because substantial benefits have been obtained by concentrating on the total system hydrogeneration while suppressing the allocation of hydrogeneration among the various hydroplants. N. of interest to observe the effect of using an optimal operating policy which is constrained by the rule-curve levels. Case 5: P1 A major problem to be encountered in the implementation of the optimal operation is the reluctance to draw the reservoirs below the rule-curve levels. vol. G. M. For instance. An undesirable feature of the variable rule-curve operation is the immediate use of the storage becoming available when the energy content curve is lowered for the first time in January. Petersen. the number of FLC exceeding 400 MW is 23 and 56. Masse.. In the latter case. . II: Avenir A1eatoire. CCS-9.. Little.1 million per year. respectively. These savings are made up of a decrease of $5. V. and R. I: Avenir Determine.4 million per year greater than in the case Xi. IEES Rept. The influence of the SC on the curtailment of firm load is not the same for both X and P. J. 1955. 1957. This can be seen by comparing the end-of-month storage levels in Figs. REFERENCES [1] J. P. CONCLUSION This paper has shown that the composite model can be sucessfully applied in determining the optimal sequence of total monthly hydrogenerations. E. therefore. R. Soc. 3. D.ARVANITIDIS AND ROSING: OPTIMAL OPERATION OF MULTIRESERVOIR SYSTEMS 335 Case 3: X and P For P1 and P2 the use of the cumulative precipitation index for the prediction of inflows results in an operation differing from that of X1 and X2 mainly by allowing the reservoirs to be drafted more heavily during the draw-down period. Murray. It is expected. which will result partly from the lower protection of the firm load. K. A. therefore. Calif. 8 and 9. Operations Res. the better prediction about future inflows leads to an operating policy that allows greater risks to be taken with FLC. K. CCS-8. The rule-curve operation could be improved by spreading the use of this storage over the future months to make the size of the secondary loads displaced each month more uniform..

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