中国电机工程学报2015，Vol.35Issue(20)：5199-5209,后插5,12.DOI:10.13334/j.0258-8013.pcsee.2015.20.010
中长期发电计划的值函数近似动态规划方法
A Method of Value Function Approximate Dynamic Programming for Medium/Long Term Generation Scheduling
摘要
Abstract
With respect to the features in medium/long- term optimal scheduling such as long period, large scale and strong randomness, a multi-stage optimized decision model based on approximate dynamic programming (ADP) was proposed. Prediction scenarios were used to represent uncertainties in day-ahead coal prices, water inflows and wind speeds. Decisions including forward contracts coal, day-ahead coal and water usage were recognized as stage decisions in ADP framework. Staged solution was used to reduce the size and difficulty of the problem. The proposed value function approximation strategy of coal and reservoir storage was used to make decisions and maintain the overall optimization after staged decomposition. Through the iterations between the decisions and the approximate value functions, the approximate decisions sequence was solved to obtain the optimal scheduling. The calculation results of annual scheduling in some provinces show that the proposed method can get the high quality stochastic solution and the deviation of cost expectation of less than 0.5%, and reduce the computation time substantially compared with traditional methods. Meanwhile, it is concise in modeling, convenient in dealing with uncertainties, and has a promising future.关键词
风水火/中长期发电计划/发电优化调度/近似动态规划/值函数近似策略Key words
wind-hydro-thermal/medium/long-term generation scheduling/generation optimal scheduling/approximate dynamic programming/value function approximation strategy分类
信息技术与安全科学引用本文复制引用
梁振成,韦化,李凌,田君杨..中长期发电计划的值函数近似动态规划方法[J].中国电机工程学报,2015,35(20):5199-5209,后插5,12.基金项目
国家重点基础研究发展计划项目(973 计划) (2013CB228205) （973 计划）
国家自然科学基金项目(51167001) （51167001）
广西自然科学基金资助项目(2011GXNSFA018018). The National Basic Research Program of China (973 Program) (2013CB228205) （2011GXNSFA018018）
National Natural Science Foundation of China (51167001) （51167001）
Guangxi Science Foundation (2011GXNSFA018018). （2011GXNSFA018018）
