A moment and sum-of-squares extension of dual dynamic programming with application to nonlinear energy storage problems

•Extension of dual dynamic programming to generic polynomial dynamical systems.•Point-wise maximum value function estimates valid for an initial state distribution.•Analysis of convergence and limiting behavior as relaxation tightens.•Numerical validation on a nonlinear seasonal geothermal borehole...

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Bibliographic Details

Published in:	European journal of operational research Vol. 283; no. 1; pp. 16 - 32
Main Authors:	Hohmann, Marc, Warrington, Joseph, Lygeros, John
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 16.05.2020
Subjects:	Control Dual dynamic programming Long-term energy storage management Moment/SOS techniques Long-term energy storage management Control Moment/SOS techniques Dual dynamic programming
ISSN:	0377-2217, 1872-6860
Online Access:	Get full text
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