ABSTRACT
This paper studies the optimization of hydrothermal systems. We shall use Pontryagin’s Minimum Principle as the basis for proving a necessary condition for the stationary functions of the functional, setting out our problem in terms of optimal control in continuous time, with the Bolza-type functional. This theorem allows us to elaborate the optimization algorithm that leads to determination of the optimal solution of the hydrothermal system. Finally, we present a example employing the algorithm developed for this purpose with the “Mathematica” package.
