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马南塔利水库的随机来流与季节性水价值

Stochastic inflows and seasonal water value at Manantali

Steeven B. Affognon, Babacar M. Ndiaye, Pierre Mendy, Cheikh M. F. Kebe, Sandrine Charousset, Omar Goudiaby, Thomas Ouillon

arXiv 2609.27744首次发表:更新:

发表机构

Cheikh Anta Diop University of Dakar; University of Nairobi; Université Cheikh Anta Diop de Dakar (UCAD); Centre de Tests des Systèmes Solaires (CT2S); Université Gaston Berger (UGB); EDF Lab Paris-Saclay(达喀尔谢赫安塔·迪普大学; 内罗毕大学; 达喀尔谢赫安塔·迪普大学; 太阳能系统测试中心; 加斯东·贝杰大学; 法国电力集团巴黎萨克雷实验室)

机构由 AI 辅助整理,请以论文原文为准。

AI 中文总结

本研究评估MOSSHOOS框架在马南塔利水库的随机季节性水电调度,发现情景缩减提升能量得分但干尾校准不足,随机策略无显著优势,修复后的plan4res基准验证了水价值方法,指出水文尾部表示是主要局限。

AI 中文摘要

季节性水电运行需要制定考虑未来不确定来流和蓄水机会成本的放水决策。我们利用1961年至2015年间的660个月度能量-来流观测数据,评估了马南塔利水库的随机季节性水电蓄水建模与优化(MOSSHOOS)框架。该框架结合了多尺度来流表示、分块重采样和情景缩减,并采用随机对偶动态规划,同时使用季节性平方根扩散和Hamilton-Jacobi-Bellman公式作为边际水价值的连续时间解释。情景缩减相对于独立月度采样将能量得分提高了47.6%,但其边际分布被Kolmogorov-Smirnov检验拒绝,且下尾p10误差仍为103.9%,表明干尾校准不足。与此局限一致,50次配对蒙特卡洛评估显示,在存档的运行配置下,随机策略相对于其确定性等价对应策略没有可检测的成本或赤字优势。作为独立基准,修复后的开源plan4res季节性蓄水估值链产生的边际价值为81.66美元/兆瓦时,与MOSSHOOS平均值79.25美元/兆瓦时相差在3%以内。这些结果支持一种连贯的从随机来流到水价值的方法论,同时表明水文尾部表示,而非经济缩放,是运营应用前需要解决的主要局限。

英文摘要

Seasonal hydropower operation requires release decisions that account for uncertain future inflows and the opportunity cost of stored water. We assess the Modelling and Optimisation of Stochastic Seasonal Hydropower Storage (MOSSHOOS) framework for the Manantali reservoir using 660 monthly energy-inflow observations from 1961--2015. The framework combines multiscale inflow representation, blocked resampling and scenario reduction with stochastic dual dynamic programming, and uses a seasonal square-root diffusion and Hamilton--Jacobi--Bellman formulation as a continuous-time interpretation of marginal water value. Scenario reduction improves the energy score by 47.6\% relative to independent monthly sampling, but the marginal distribution is rejected by a Kolmogorov--Smirnov test and the lower-tail p10 error remains 103.9\%, indicating inadequate dry-tail calibration. Consistent with that limitation, 50 paired Monte Carlo evaluations show no detectable cost or deficit advantage of the stochastic policy over its deterministic-equivalent counterpart at the archived operating configuration. As an independent benchmark, the repaired open-source \texttt{plan4res} seasonal storage valuation chain yields a dominant marginal value of 81.66~USD/MWh, within 3\% of the MOSSHOOS mean of 79.25~USD/MWh. These results support a coherent stochastic inflow-to-water-value methodology while showing that hydrological tail representation, rather than economic scaling, is the principal limitation to address before operational application.

论文原文

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