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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Príomhchruthaitheoir: Castellano, Agustin (author)
Rannpháirtithe: Martínez, Camila (author), Monzón, Pablo (author), Bazerque, Juan (author), Ferragut, Andrés (author), Paganini, Fernando (author)
Formáid: article
Teanga:Béarla
Foilsithe / Cruthaithe: 2021
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Rochtain ar líne:https://hdl.handle.net/20.500.12381/471
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author Castellano, Agustin
author2 Martínez, Camila
Monzón, Pablo
Bazerque, Juan
Ferragut, Andrés
Paganini, Fernando
author2_role author
author
author
author
author
author_browse Bazerque, Juan
Castellano, Agustin
Ferragut, Andrés
Martínez, Camila
Monzón, Pablo
Paganini, Fernando
author_facet Castellano, Agustin
Martínez, Camila
Monzón, Pablo
Bazerque, Juan
Ferragut, Andrés
Paganini, Fernando
author_role author
collection REDI
dc.creator.none.fl_str_mv Castellano, Agustin
Martínez, Camila
Monzón, Pablo
Bazerque, Juan
Ferragut, Andrés
Paganini, Fernando
dc.date.none.fl_str_mv 2021-10-18T11:38:27Z
2021-10-18T11:38:27Z
2021-01-21
dc.identifier.none.fl_str_mv https://hdl.handle.net/20.500.12381/471
FSE_1_2018_1_153050
10.1109/TDLA47668.2020.9326171
dc.language.none.fl_str_mv eng
dc.publisher.none.fl_str_mv IEEE
dc.rights.none.fl_str_mv Acceso abierto
info:eu-repo/semantics/openAccess
Reconocimiento 4.0 Internacional. (CC BY)
dc.source.none.fl_str_mv 2020 IEEE PES Transmission & Distribution Conference and Exhibition - Latin America (T&D LA)
reponame:REDI
instname:Agencia Nacional de Investigación e Innovación
instacron:Agencia Nacional de Investigación e Innovación
dc.subject.none.fl_str_mv Programación dinámica aproximada
Ingeniería y Tecnología
Ingeniería Eléctrica, Ingeniería Electrónica e Ingeniería de la Información
dc.title.none.fl_str_mv Quadratic approximate dynamic programming for scheduling water resources: a case study
dc.type.none.fl_str_mv Artículo
info:eu-repo/semantics/article
Publicado
info:eu-repo/semantics/publishedVersion
description 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.
eu_rights_str_mv openAccess
format article
id anni_ad347bf9676ad9d4c4b3d098a7bbb7e2
identifier_str_mv FSE_1_2018_1_153050
10.1109/TDLA47668.2020.9326171
instacron_str Agencia Nacional de Investigación e Innovación
institution Agencia Nacional de Investigación e Innovación
instname_str Agencia Nacional de Investigación e Innovación
language eng
network_acronym_str anni
network_name_str oai-lr-anni
oai_identifier_str oai:redi.anii.org.uy:20.500.12381/471
publishDate 2021
publishDateSort 2021
publisher.none.fl_str_mv IEEE
reponame_str REDI
repository.mail.fl_str_mv
repository.name.fl_str_mv
repository_id_str
rights_invalid_str_mv Acceso abierto
Reconocimiento 4.0 Internacional. (CC BY)
spelling Quadratic approximate dynamic programming for scheduling water resources: a case studyCastellano, AgustinMartínez, CamilaMonzón, PabloBazerque, JuanFerragut, AndrésPaganini, FernandoProgramación dinámica aproximadaIngeniería y TecnologíaIngeniería Eléctrica, Ingeniería Electrónica e Ingeniería de la InformaciónWe 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.Agencia Nacional de Investigación e InnovaciónIEEE2021-10-18T11:38:27Z2021-10-18T11:38:27Z2021-01-21Artículoinfo:eu-repo/semantics/articlePublicadoinfo:eu-repo/semantics/publishedVersionhttps://hdl.handle.net/20.500.12381/471FSE_1_2018_1_15305010.1109/TDLA47668.2020.93261712020 IEEE PES Transmission & Distribution Conference and Exhibition - Latin America (T&D LA)reponame:REDIinstname:Agencia Nacional de Investigación e Innovacióninstacron:Agencia Nacional de Investigación e InnovaciónengAcceso abiertoinfo:eu-repo/semantics/openAccessReconocimiento 4.0 Internacional. (CC BY)oai:redi.anii.org.uy:20.500.12381/4712026-06-16T05:01:33Z
spellingShingle Quadratic approximate dynamic programming for scheduling water resources: a case study
Castellano, Agustin
Programación dinámica aproximada
Ingeniería y Tecnología
Ingeniería Eléctrica, Ingeniería Electrónica e Ingeniería de la Información
status_str publishedVersion
title Quadratic approximate dynamic programming for scheduling water resources: a case study
title_full Quadratic approximate dynamic programming for scheduling water resources: a case study
title_fullStr Quadratic approximate dynamic programming for scheduling water resources: a case study
title_full_unstemmed Quadratic approximate dynamic programming for scheduling water resources: a case study
title_short Quadratic approximate dynamic programming for scheduling water resources: a case study
title_sort Quadratic approximate dynamic programming for scheduling water resources: a case study
topic Programación dinámica aproximada
Ingeniería y Tecnología
Ingeniería Eléctrica, Ingeniería Electrónica e Ingeniería de la Información
url https://hdl.handle.net/20.500.12381/471