Quadratic approximate dynamic programming for scheduling water resources: a case study
We address the problem of scheduling water resources in a power system via approximate dynamic programming. To this goal, we model a finite horizon economic dispatch problem with convex stage cost and affine dynamics, and consider a quadratic approximation of the value functions. Evaluating the achi...
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| Main Author: | |
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| Other Authors: | , , , , |
| Format: | article |
| Language: | English |
| Published: |
2021
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| Subjects: | |
| Online Access: | https://hdl.handle.net/20.500.12381/471 |
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| Summary: | We address the problem of scheduling water resources in a power system via approximate dynamic programming. To this goal, we model a finite horizon economic dispatch problem with convex stage cost and affine dynamics, and consider a quadratic approximation of the value functions. Evaluating the achieved policy entails solving a quadratic program at each time step, while value function fitting can be cast as a semidefinite program. We test our proposed algorithm on a simplified version of the Uruguayan power system, achieving a four percent cost reduction with respect to the myopic policy. |
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