Distributed Reinforcement Learning Algorithm for Dynamic Economic Dispatch with Unknown Generation Cost Functions

In this article, the dynamic economic dispatch (DED) problem for smart grid is solved under the assumption that no knowledge of the mathematical formulation of the actual generation cost functions is available. The objective of the DED problem is to find the optimal power output of each unit at each time so as to minimize the total generation cost. To address the lack of a priori knowledge, a new distributed reinforcement learning optimization algorithm is proposed. The algorithm combines the state-action-value function approximation with a distributed optimization based on multiplier splitting. Theoretical analysis of the proposed algorithm is provided to prove the feasibility of the algorithm, and several case studies are presented to demonstrate its effectiveness.