Approach of Integrating Ancillary Services into a medium-term Hydro Optimization

This paper proposes a methodology to include the ability of offering secondary control in a seasonal medium-term self-scheduling of a price-taker hydro power producer with pumped storage. The methodology is based on a two-stage stochastic program. The first stage models the offering of secondary control and the second stage acts as recourse action by hourly generating power or use it for pumping. Each of the second stage problems is modelled as a linear mixed-integer problem. Pool prices and accepted demand charges for secondary control are considered stochastically. The overall problem is solved by a stochastic dynamic programming scheme. Output of the algorithm is an estimation of water values for use in a short-term optimization, as well as proposals for the optimal offering of secondary control.

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