Optimal control of storage under time varying electricity prices.
Md Umar HashmiArpan MukhopadhyayAna BusicJocelyne EliasPublished in: SmartGridComm (2017)
Keyphrases
- optimal control
- electricity markets
- control problems
- dynamic programming
- market prices
- feedback control
- electric power
- control strategy
- market clearing
- infinite horizon
- reinforcement learning
- brownian motion
- risk sensitive
- optimal control problems
- class of nonlinear systems
- long run
- market participants
- control law
- machine learning
- average cost
- stochastic control