论文标题
用于调度水资源的二次近似动态编程：案例研究
Quadratic approximate dynamic programming for scheduling water resources: a case study
论文作者
论文摘要
我们通过近似动态编程在电力系统中安排水资源的问题。要为此，我们建模有限的地平线经济调度问题问题，即凸阶段成本和仿射动态，并考虑对价值函数的水平近似。评估THEACH的策略需要在每个时间步上解决二次程序，而值函数拟合则可以作为半芬费编程。我们在乌拉圭电力系统的简化版本上测试了我们提出的算法，在近视政策方面达到了4％的化合物
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
