An algorithm for bang-bang control of fixed-head hydroplants

This paper deals with the optimal control problem that arise when a hydraulic system with fixed-head hydroplants is considered. In the frame of a deregulated electricity market the resulting Hamiltonian for such systems is linear in the control variable and results in an optimal singular/bang-bang control policy. To avoid difficulties associated with the computation of optimal singular/bang-bang controls, an efficient and simple optimization algorithm is proposed. The computational technique is illustrated on one example.