Uruguay is a pioneer in the use of renewable sources of energy and can usually satisfy its total demand from renewable sources. Control and optimization of the system is complicated by half of the installed power - wind and solar sources - be- ing non-controllable with high uncertainty and variability. In this work we present a novel optimization technique for efficient use of the production facilities. The dy- namical system is stochastic, and we deal with its non-Markovian dynamics through a Lagrangian relaxation. Continuous-time optimal control and value function are found from the solution to a sequence of Hamilton-Jacobi-Bellman partial differential equations associated with the system. We introduce a monotone scheme to avoid spurious oscillations in the numerical solution and apply the technique to a number of examples taken from the Uruguayan grid. We use parallelization and change of variables to reduce the computational times. Finally, we study the usefulness of extra system storage capacity offered by batteries.

Orientador: Prof. Dr. Thales Souza / Dissertação (mestrado) - Universidade Federal do ABC, Programa de Pós-Graduação em Engenharia Elétrica, Santo André, 2018. / Atualmente, no Brasil, a matriz elétrica é composta predominantemente por fonte hidráulica e térmica, na proporção de 70% e 30%, respectivamente. Nesse sentido, para a segurança do Sistema Interligado Nacional, o mesmo é considerado um sistema hidrotérmico, onde a disponibilidade de armazenamento das bacias hidráulicas e de combustíveis representa a quantidade de energia elétrica disponível para atendimento a demanda. Assim, os critérios para cálculo de Energia Assegurada representam as Garantias Físicas das Usinas Hidrelétricas e Usinas Térmicas, que são calculadas através das médias de gerações dos empreendimentos disponíveis no Sistema Interligado Nacional com a previsão de 15 anos. Contudo, a expansão dos aproveitamentos de usinas com reservatório encontra-se no limite de exploração no sul e sudeste/centro-oeste, havendo apenas na região Norte potenciais a serem avaliados. Entretanto, devido às restrições ambientais, não há previsão de construção de novas Usinas Hidrelétricas com reservatório na região Norte, o que indica a necessidade de viabilização de outras fontes de energia elétrica. Nesse sentido, a Garantia Física é utilizada para balizar qual o risco de déficit futuro considerando o balanço de demanda e oferta no sistema. Dessa forma, o presente trabalho propôs a análise dos parâmetros de risco da Garantia Física do sistema imputados no modelo de projeção elétrico NEWAVE. Por fim, com objetivo de validar a análise proposta, as projeções de Garantias Físicas das Usinas Hidrelétricas e Usinas Térmicas que fazem parte do Sistema Interligado Nacional foram avaliadas, a partir do método de escolha do risco de déficit. / Currently, in Brazil, the electrical matrix is mainly composed of hydraulic and thermal sources, in the proportion of 70% and 30%, respectively. In this sense, for the safety of the National Interconnected System, it is considered a hydrothermal system, in which the storage capability of the hydraulic basins and fuel availability represent the amount of electrical energy available to meet demand. Thus, the criteria for calculation of Assured Energy represent the Physical Guarantees of the Hydroelectrical Power Plant and Thermal Power Plants, which are calculated through the average of generations of the enterprises available in the National Interconnected System with a forecast of 15 years. However, the expansion of uses of power plants with reservoirs is at the exploration limit in the South, Southeast/Center-West, with only the North region with potential to be evaluated. Still, due to environmental restrictions, there is no prevision of construction of new Hydroelectrical Power Plant with reservoir in the North region. Being so, the Physical Guarantee is used to identify the future deficit risk by making a balance of supply and demand in the system. In this way, the present work proposed an analyze of Physical Guarantee system risk parameters imputed in the electrical projection model NEWAVE. So, to validate the methodology proposed the Physical Guarantee projection of the Hydroelectrical Power Plant and Thermal Power Plants that are part of the National Interconnected System were evaluated consdering the method of choosing the risk of deficit.

Concentrated solar power (CSP) is a fast-growing technology for electricity production. With mirrors (heliostats) irradiation of the sun is concentrated onto a receiver run through by a heat transfer fluid (HTF). The fluid by that reaches high temperatures and is used to drive a steam turbine for electricity production. A CSP power plant is most often coupled with an energy storage unit, where the HTF is stored before it is dispatched and used to generate electricity. Electricity is most often sold at an open market with a fluctuating spot-prices. It is therefore of high importance to generate and sell the electricity at the highest paid hours, increasingly important also since the governmental support mechanisms aimed to support renewable energy production is faded out since the technology is starting to be seen as mature enough to compete by itself on the market. A solar power plant thus has an operational protocol determining when energy is dispatched, and electricity is sold. These protocols are often pre-defined which means an optimal production is not achieved since irradiation and electricity selling price vary. In this master thesis, an optimization algorithm for electricity sales is designed (in MATLAB). The optimization algorithm is designed by for a given timeframe solve an optimization problem where the objective is maximized revenue from electricity sales from the solar power plant. The function takes into consideration hourly varying electricity spot price, hourly varying solar field efficiency, energy flows in the solar power plant, start-up costs (from on to off) plus conditions for the logic governing the operational modes. Two regular pre-defined protocols were designed to be able to compare performance in a solar power plant with the optimized dispatch protocol. These three operational protocols were evaluated in three different markets; one with fluctuating spot price, one regulated market of three fixed price levels and one in spot market but with zero-prices during sunny hours. It was found that the optimized dispatch protocol gave both bigger electricity production and revenue in all markets, but with biggest differences in the spot markets. To evaluate in what type of powerplant the optimizer performs best, a parametric analysis was made where size of storage and power block, the time-horizon of optimizer and the cost of start-up were varied. For size of storage and power block it was found that revenue increased with increased size, but only up to the level where the optimizer can dispatch at optimal hours. After that there is no increase in revenue. Increased time horizon gives increased revenue since it then has more information. With a 24-hour time horizon, morning price-peaks will be missed for example. To change start-up costs makes the power plant less flexible and with fewer cycles, without affect income much. / Koncentrerad solkraft (CSP) är en snabbt växande teknologi för elektricitets-produktion. Med speglar (heliostater) koncentreras solstrålar på en mottagare som genomflödas av en värmetransporteringsvätska. Denna uppnår därmed höga temperaturer vilket används för att driva en ångturbin för att generera el. Ett CSP kraftverk är oftast kopplat till en energilagringstank, där värmelagringsvätskan lagras innan den används för att generera el. El säljs i de flesta fall på en öppen elmarknad, där spotpriset fluktuerar. Det är därför av stor vikt att generera elen och sälja den vid de timmar med högst elpris, vilket också är av ökande betydelse då supportmekanismerna för att finansiellt stödja förnybar energiproduktion används i allt mindre grad för denna teknologi då den börjar anses mogen att konkurrera utan. Ett solkraftverk har således ett driftsprotokoll som bestämmer när el ska genereras. Dessa protokoll är oftast förutbestämda, vilket innebär att en optimal produktion inte fås då exempelvis elspotpriset och solinstrålningen varierar. I detta examensarbete har en optimeringsalgoritm för elförsäljning designats (i MATLAB). Optimeringsscriptet är designat genom att för en given tidsperiod lösa ett optimeringsproblem där objektivet är maximerad vinst från såld elektricitet från solkraftverket. Funktionen tar hänsyn till timvist varierande elpris, timvist varierande solfältseffektivitet, energiflöden i solkraftverket, kostnader för uppstart (on till off) samt villkor för att logiskt styra de olika driftlägena. För att jämföra prestanda hos ett solkraftverk med det optimerade driftsprotokollet skapades även två traditionella förutbestämda driftprotokoll. Dessa tre driftsstrategier utvärderades i tre olika marknader, en med ett varierande el-spotpris, en i en reglerad elmarknad med tre prisnivåer och en i en marknad med spotpris men noll-pris under de soliga timmarna. Det fanns att det optimerade driftsprotokollet gav både större elproduktion och högre vinst i alla marknader, men störst skillnad fanns i de öppna spotprismarknaderna. För att undersöka i vilket slags kraftverk som protokollet levererar mest förbättring i gjordes en parametrisk analys där storlek på lagringstank och generator varierades, samt optimerarens tidshorisont och kostnad för uppstart. För lagringstank och generator fanns att vinst ökar med ökande storlek upp tills den storlek optimeraren har möjlighet att fördela produktion på dyrast timmar. Ökande storlek efter det ger inte ökad vinst. Ökande tidshorisont ger ökande vinst eftersom optimeraren då har mer information. Att ändra uppstartkostnaden gör att solkraftverket uppträder mindre flexibelt och har färre cykler, dock utan så stor påverkan på inkomst.