Short-term hydropower production planning by stochastic programming

Stein-Erik Fleten, Trine Kristoffersen

    Research output: Contribution to journalJournal articleResearchpeer-review


    Within the framework of multi-stage mixed-integer linear stochastic programming we develop a short-term production plan for a price-taking hydropower plant operating under uncertainty. Current production must comply with the day-ahead commitments of the previous day which makes short-term production planning a matter of spatial distribution among the reservoirs of the plant. Day-ahead market prices and reservoir inflows are, however, uncertain beyond the current operation day and water must be allocated among the reservoirs in order to strike a balance between current profits and expected future profits. A demonstration is presented with data from a Norwegian hydropower producer and the Nordic power market at Nord Pool.
    Original languageEnglish
    JournalComputers and Operations Research
    Issue number8
    Pages (from-to)2656-2671
    Publication statusPublished - 2008


    • OR in energy
    • Hydropower
    • Stochastic programming
    • Scenarios


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