The stochastic short-term hydrothermal scheduling Problem

In this document we develop a non linear stochastic integer model formulation for the unit commitment problemof thermal and hydro units to management demand and optimal short-term operation of a hydrothermal electric facility. Weconsider a power generation system comprising thermal and hydro units and the problem concerns the scheduling ofoperation levels for all power units and considering the hydro constrains, such that the operation costs over the time horizonare minimal. The concept of reliability functions is introduced to ensure the meet demand with certain probability. Inflowsto reservoirs, cost coefficients and spillage are considered random. We use the Monte Carlo sampling to optimize theinstances required each period. We report the practical and theoretical results.