E3S Web Conf.
Volume 144, 2020The 2nd International Symposium on Water Resource and Environmental Management (WREM 2019)
|Number of page(s)||6|
|Published online||27 January 2020|
Algorithms of approximate dynamic programming for hydro scheduling
Institute of Hydropower and Hydro informatics, Dalian University of Technology, Dalian 116024, China
2 Key Laboratory of Ocean Energy Utilization and Energy Conservation of Ministry of Education, Dalian 116024, China
* Corresponding author: email@example.com
In hydro scheduling, unit commitment is a complex sub-problem. This paper proposes a new approximate dynamic programming technique to solve unit commitment. A new method called Least Square Policy Iteration (LSPI) algorithm is introduced which is efficient and faster in convergence. This algorithm takes the properties of widely used algorithm least square temporal difference (LSTD), enhance it further and make it useful for optimization problems. First value function is to find a fixed policy by using least square temporal difference Q (LSTDQ) algorithm which is similar to LSTD, then LSPI is introduced for making the policy iteration algorithm by using the results of LSTDQ. It combines the data efficiency of LSTDQ and policy-search efficiency of policy iteration.
© The Authors, published by EDP Sciences, 2020
This is an Open Access article distributed under the terms of the Creative Commons Attribution License 4.0, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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