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
Main Authors: Arild Helseth, Hallvard Braaten
Format: Article
Language:English
Published: MDPI AG 2015-12-01
Series:Energies
Subjects:
Online Access:http://www.mdpi.com/1996-1073/8/12/12431