1. Multi-Resolution Dynamic Programming for the Receding Horizon Control of Energy Storage
- Author
-
Julian de Hoog, Saman K. Halgamuge, Kent C. Steer, Khalid Abdulla, and Andrew Wirth
- Subjects
Mathematical optimization ,Optimization problem ,Computational complexity theory ,Renewable Energy, Sustainability and the Environment ,Computer science ,business.industry ,020209 energy ,Computation ,05 social sciences ,050801 communication & media studies ,02 engineering and technology ,Energy storage ,Dynamic programming ,0508 media and communications ,Robustness (computer science) ,Temporal resolution ,Computer data storage ,0202 electrical engineering, electronic engineering, information engineering ,business - Abstract
A multi-resolution approach to dynamic programming is presented, which reduces the computational effort of solving multistage optimization problems with long horizons and short decision intervals. The approach divides an optimization horizon into a series of subhorizons, discretized at different state space and temporal resolutions, enabling a reduced computational complexity compared to a single-resolution approach. The method is applied to optimizing the operation of a residential energy storage system, using real 1-min demand and rooftop PV generation data. The multi-resolution approach reduces the required computation time, allowing optimization to be rerun more frequently, increasing the robustness of the receding-horizon-control approach to forecast errors. In an empirical study, this increases the cost-saving offered by a 2 kWh behind-the-meter battery energy storage system by 120% on average, compared to an approach using a single fine-grained resolution.
- Published
- 2019