Stochastic Index

Stochastic Attributes

NameUnitsDefault ValueValidation RuleDescription
Brazil Scenario TreeYes/No0In (0,-1)Flag if the PARMA scenario tree is created with non-equiprobability
Convergence Period Type-4In (1,2,3,4,7)Convergent Monte Carlo convergence period type.
Convergent Smoothing-5≥1Convergent Monte Carlo number of iterations used in converging outage rates.
Deep Branching-0≥0For Rolling Horizon this is the level of additional branching after the end of regular branching
Deterministic Batch Count-1≥1For Deterministic Step Type = "None" the samples in the deterministic phase will be divided into this number of batches
Deterministic Pass EnabledYes/No-1In (0,-1)If the final deterministic pass is run after iterations of the Rolling Horizon algorithm
Deterministic Step Length-1≥1The number of Deterministic Step Type periods in each step of the deterministic pass of the rolling horizon
Deterministic Step Type-0In (0,2,3,4)The step type for solving the final deterministic pass of the rolling horizon where "None" solves the entire horizon in one step
EFOR Maintenance AdjustYes/No0In (0,-1)Adjust EFOR to account for Units Out
FCF Constant-0Constant future cost subtracted from the future cost during SDDP iterations
FCF Scalar-1000000Scalar for future cost function objective and constraint terms
Forced Outages in Look-aheadYes/No0In (0,-1)If forced outages are included in the look-ahead.
Historical Full BranchesYes/No0In (0,-1)Flag if full branches should be mapped by historical data in the PARMA model
Minimum Sample Weight-1E-06≥0Minimum sample weight for rolling horizon iterations
Monte Carlo Method-0In (0,1)Monte-Carlo outage method.
Outage Pattern Count-1≥1Number of outage patterns generated for use in MT and ST Schedule.
Outage Scope-0In (0,1,2,3)Scope of preschedule outage pattern generator.
PARMA Model Type--1In (-1,0,1)PARMA Model Type (-1 = None, 0 = SARIMA model, 1 = PARMA model)
Reduced Outage Pattern Count-0≥0Statistically reduce the outage patterns to at most this number.
Reduced Sample Count-0≥0Statistically reduce the [Risk Sample Count] to at most this number of random samples for use in simulation.
Reduction Relative Accuracy-1Between 0 And 1Stop sample reduction when the accuracy of the reduced sample set drops to this level.
Risk Sample Count-1≥1Number of random samples generated on each Variable object.
Rolling Horizon With Other VariablesYes/No0In (0,-1)Perform historical sampling for all variable types
Rolling Lookaheadyr1Number of years modeled after the end of branching in each rolling iteration
Rolling Stage Increment--1Number of stages rolled forward each iteration where -1 means this is automatically determined based on the scenario tree
SDDP Convergence Tolerance 1-1≥0Objective function convergence criteria 1 for SDDP
SDDP Convergence Tolerance 2-0.2≥0Objective function convergence criteria 2 for SDDP
SDDP Convergence Tolerance 2a-0.8≥0Objective function convergence criteria 2 (with adjustment) used in SDDP if simplification applies
SDDP Cut Sharing-0In (0,1,2)Type of cut sharing applied in the SDDP formulation
SDDP Final Pass EnabledYes/No-1In (0,-1)If a final forward pass is run after the optimal policy iterations of the SDDP algorithm
SDDP Head EffectsYes/No0In (0,-1)If head effects are accounted for in SDDP iterations
SDDP Iteration Limit-20≥3Maximum number of iterations in SDDP algorithm
SDDP Replace SamplesYes/No0In (0,-1)If the forward pass samples in SDDP should be replaced by user-defined samples
SDDP ResamplingYes/No0In (0,-1)Flag if resampling is performed for each SDDP iteration at the beginning of the forward pass (The Scenario Tree must be created with PARMA model using Brazilian Methodology)
SDDP Simplified ChronologyYes/No-1In (0,-1)If the chronology is simplified to one block per stage during SDDP iterations
SDDP Warm StartYes/No0In (0,-1)If the first forward pass of SDDP is replaced by fixed 'warm start' storage levels
SDDP Warm Start Level-0.5Between 0 And 1The levels to fix the storage in SDDP 'warm start' as a proportion of the distance between minimum and maximum storage levels
Simplified ChronologyYes/No0In (0,-1)If the chronology is simplified to one block per stage during Rolling Horizon iterations
Weibull Shape-3≥0Shape parameter (beta) for the Weibull reliability function.