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Continuous Time Optimal Hydrothermal Scheduling

1. Abstract We consider an optimal control problem of optimal hydrothermal scheduling. The model, already discussed in [1], is deterministic and takes into account the dependence of eciency of hydroelectric energy with respect to the volume of water in dams. The thermal cost is a strongly convex and nondecreasing function of the thermal power. We study the possible occurrence of a singular arc, for which necessary conditions due to Goh are known. We are able to give conditions under which these conditions either automatically satisfied or excluded.