Efficient Parallelization of the Stochastic Dual Dynamic Programming Algorithm Applied to Hydropower Scheduling

Stochastic dual dynamic programming (SDDP) has become a popular algorithm used in practical long-term scheduling of hydropower systems. The SDDP algorithm is computationally demanding, but can be designed to take advantage of parallel processing. This paper presents a novel parallel scheme for the S...

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Bibliographic Details
Published in:	Energies (Basel) Vol. 8; no. 12; pp. 14287 - 14297
Main Authors:	Helseth, Arild, Braaten, Hallvard
Format:	Journal Article
Language:	English
Published:	MDPI AG 01.12.2015
Subjects:	dynamic programming hydropower scheduling parallel processing stochastic programming
ISSN:	1996-1073, 1996-1073
Online Access:	Get full text
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