Quadratic approximate dynamic programming for scheduling water resources: a case study
Systems and Control
2020-10-06 v1 Systems and Control
Optimization and Control
Abstract
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 problemwith convex stage cost and affine dynamics, and consider aquadratic approximation of the value functions. Evaluating theachieved policy entails solving a quadratic program at each timestep, while value function fitting can be cast as a semidefiniteprogram. We test our proposed algorithm on a simplified versionof the Uruguayan power system, achieving a four percent costreduction with respect to the myopic policy
Cite
@article{arxiv.2010.02122,
title = {Quadratic approximate dynamic programming for scheduling water resources: a case study},
author = {Agustin Castellano and Camila Martínez and Pablo Monzón and Juan Andrés Bazerque and Andrés Ferragut and Fernando Paganini},
journal= {arXiv preprint arXiv:2010.02122},
year = {2020}
}