The hydrothermal dispatch problem is very important for the planning and operation of the electrical system, especially for the Brazilian system. It is composed of an optimization problem in which the generation of generators, energy distribution and hydro storage management are coordinated in order to minimize cost of operation. Often, this problem is formulated with the Multi-stage Stochastic optimization framework, where decisions are taken for various periods and in the presence of uncertainties, since the generation resources are limited and often shared inter-temporally.

Solving Multi-stage Stochastic optimization is a challenging numerical problem. Therefore, these are commonly solved by a methodology based on the approximation of the bellman equation of stochastic dynamic programming by a piecewise linear function, called Stochastic Dual Dynamic Programming (SDDP). This methodology is preferred because it avoids the high dimensionality of present in classical stochastic dynamic programming.

The objective of this work is to build an open source tool for Hydrothermal Multistage Steady-State Power Network Optimization solved by Stochastic Dual Dynamic Programming (SDDP). Problem Specifications and Network Formulations are handled by PowerModels.jl. Solution method is handled by SDDP.jl.

The talk will constitute of: (i) An overview of the package; (ii) A brief description of the dependent packages and their integration; (iii) Quick example of the package's usage.