Quadratic approximate dynamic programming for scheduling water resources: a case study
Resumen:
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.
| 2021 | |
| Agencia Nacional de Investigación e Innovación | |
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Programación dinámica aproximada Ingeniería y Tecnología Ingeniería Eléctrica, Ingeniería Electrónica e Ingeniería de la Información |
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| Inglés | |
| Agencia Nacional de Investigación e Innovación | |
| REDI | |
| https://hdl.handle.net/20.500.12381/471 | |
| Acceso abierto | |
| Reconocimiento 4.0 Internacional. (CC BY) |
| Sumario: | 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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