OTIMIZAÇÃO ESTOCÁSTICA EXPLÍCITA BASEADA EM MOMENTOS ESTATÍSTICOS APLICADA NA OPERAÇÃO DE RESERVATÓRIO

Abstract

This work applies explicit stochastic optimization to the operation of the Epitácio Pessoa reservoir, Paraíba. The Fletcher-Ponnambalam (FP) method, which has already been successfully applied to several case studies in the literature, is addressed and implemented in an open-source programming environment. As an explicit stochastic optimization problem, the FP method requires the assumption of a probability distribution for the reservoir inflows, in order to solve integrals referring to the equations of the statistical moments of storage, as well as the probabilities of containment (storage contained between the minimum and maximum levels), deficit (below minimum) and spill (above maximum). The present research shows the potential of the model by applying it in a new region and finding positive results. The results, compared to the current formulation of the FP method and to those generated by a Monte Carlo simulation of the monthly reservoir operation, proved to be very satisfactory, which highlights the efficiency of the tool.

Keywords: Reservoir dynamics; Explicit stochastic optimization; Moment equations.