Dynamic dispatch by constructive dynamic programming

This paper describes a new method of solving the dynamic dispatch problem. Boiler-turbine generators are characterised by variable operating costs and ramp rate constraints and costs. All system costs are piecewise linear. The method employs concepts from dynamic programming and linear programming. Dispatch decisions that minimise system variable cost and marginal costs are determined. Generator outputs are not discretised. Efficiency gains over dynamic programming are achieved by exploiting the underlying convex geometry of the problem and avoiding discretisation of the state space.