A stochastic optimal control solution to the energy management of a microgrid with storage and renewables

The presence of renewable energy generators in a microgrid calls for the usage of storage units so as to smooth the variability in energy production. This work addresses the optimal management of a battery in a microgrid including a wind turbine facility. A Markov chain model is employed to predict the wind power production and the optimal management of the energy storage element is formulated as a stochastic optimal control problem. An approximate dynamic programming approach resting on system abstraction is then proposed for control policy design. Some numerical examples show the effectiveness of the approach