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Macro-action Multi-time scale Dynamic Programming for Energy Management in Buildings with Phase Change Materials

Published 11 Jun 2019 in cs.LG, math.OC, and stat.ML | (1906.05200v2)

Abstract: This paper focuses on energy management in buildings with phase change material (PCM), which is primarily used to improve thermal performance, but can also serve as an energy storage system. In this setting, optimal scheduling of an HVAC system is challenging because of the nonlinear and non-convex characteristics of the PCM, which makes solving the corresponding optimization problem using conventional optimization techniques impractical. Instead, we use dynamic programming (DP) to deal with the nonlinear nature of the PCM. To overcome DP's curse of dimensionality, this paper proposes a novel methodology to reduce the computational burden, while maintaining the quality of the solution. Specifically, the method incorporates approaches from sequential decision making in artificial intelligence, including macro actions and multi-time scale Markov decision processes, coupled with an underlying state-space approximation to reduce the state-space and action-space size. The performance of the method is demonstrated on an energy management problem for a typical residential building located in Sydney, Australia. The results demonstrate that the proposed method performs well with a computational speed-up of up to 12,900 times compared to the direct application of DP.

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