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arXiv · 2010.02122

Quadratic approximate dynamic programming for scheduling water resources: a case study

Agustin Castellano·Camila Martínez·Pablo Monzón·Juan Andrés Bazerque·Andrés Ferragut·Fernando Paganini
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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

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Agustin Castellano, Camila Martínez, Pablo Monzón, Juan Andrés Bazerque, Andrés Ferragut, Fernando Paganini. 2020-10-05. Quadratic approximate dynamic programming for scheduling water resources: a case study. https://arxiv.org/abs/2010.02122

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