# RDDP_PowerSystem
Robust Dual Dynamic Programming for solving real-time operation problems in power system.
The RDDP solves multi-stage minimax problems in the following form:
<img src="/tex/16482209de72951a8693e6f3a40bce97.svg?invert_in_darkmode&sanitize=true" align=middle width=197.46581579999997pt height=27.91243950000002pt/>
subject to <img src="/tex/c7a6e236b62ff0e22574281733ee86f9.svg?invert_in_darkmode&sanitize=true" align=middle width=77.61033389999999pt height=22.831056599999986pt/>
<p align="center"><img src="/tex/949902a141187713e75fd0734c80a936.svg?invert_in_darkmode&sanitize=true" align=middle width=62.45248844999999pt height=14.2073316pt/></p>
In which <img src="/tex/6f7c377862afd23cbee482bbb9658658.svg?invert_in_darkmode&sanitize=true" align=middle width=68.18504714999999pt height=24.65753399999998pt/> is called the stage <img src="/tex/4f4f4e395762a3af4575de74c019ebb5.svg?invert_in_darkmode&sanitize=true" align=middle width=5.936097749999991pt height=20.221802699999984pt/> worst-case cost-to-go function, defined as below:
<img src="/tex/6b654cdf3e85844babac2ffd08002644.svg?invert_in_darkmode&sanitize=true" align=middle width=291.83060279999995pt height=24.65753399999998pt/>
<img src="/tex/85076c56634338e869c856fdcaf963b2.svg?invert_in_darkmode&sanitize=true" align=middle width=550.81504335pt height=93.84671339999997pt/>
The worst-case cost-to-go function can be bounded from above and from below.
1. **Upper Bound**
<img src="/tex/f62fe982b84615153da9a60daf2acf86.svg?invert_in_darkmode&sanitize=true" align=middle width=66.31741544999998pt height=26.97711060000001pt/>
<img src="/tex/51b0862b4295783e6677244ec61af7a3.svg?invert_in_darkmode&sanitize=true" align=middle width=442.83160515pt height=67.54534379999997pt/>
subject to <img src="/tex/1dffb4e7b499ba4ecd6650b33eed1e2b.svg?invert_in_darkmode&sanitize=true" align=middle width=48.99537059999999pt height=22.831056599999986pt/>
2. **Lower Bound**
<img src="/tex/3ecc99fdcf1dffe238e04d68c7fb474c.svg?invert_in_darkmode&sanitize=true" align=middle width=463.2241119pt height=70.30311089999996pt/>
048DDP_PowerSystem-master.zip
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048DDP_PowerSystem-master.zip （160个子文件） 
90_0.8nonagc.csv 572KB 90_0.0nonagc.csv 415KB 98_1nonagc.csv 197KB 98_1agc.csv 174KB 90_1agc.csv 174KB agc.csv 129KB agc.csv 129KB agc.csv 125KB nonagc.csv 123KB agc.csv 115KB agc.csv 115KB agc.csv 115KB agc.csv 115KB nonagc.csv 111KB 90_0.8agc.csv 109KB nonagc.csv 108KB agc.csv 105KB agc.csv 104KB agc.csv 104KB agc.csv 104KB agc.csv 104KB nonagc.csv 104KB agc.csv 99KB agc.csv 99KB agc.csv 94KB agc.csv 89KB agc.csv 89KB agc.csv 89KB nonagc.csv 83KB nonagc.csv 82KB nonagc.csv 80KB nonagc.csv 79KB nonagc.csv 78KB nonagc.csv 77KB nonagc.csv 77KB nonagc.csv 77KB nonagc.csv 77KB nonagc.csv 76KB nonagc.csv 76KB nonagc.csv 74KB nonagc.csv 73KB nonagc.csv 73KB nonagc.csv 73KB nonagc.csv 64KB nonagc.csv 62KB nonagc.csv 62KB pglib_opf_case1354_pegase_solver_report.csv 58KB pglib_opf_case1888_rte_solver_report.csv 42KB agc.csv 33KB agc.csv 33KB agc.csv 33KB 90_1nonagc.csv 33KB case300_solver_report.csv 22KB 90_0.0agc.csv 21KB agc.csv 9KB 90_0.0wind.csv 6KB 90_1wind.csv 6KB 90_0.8wind.csv 6KB 98_1wind.csv 6KB wind.csv 6KB wind.csv 6KB wind.csv 6KB wind.csv 6KB wind.csv 6KB wind.csv 6KB wind.csv 6KB wind.csv 6KB wind.csv 6KB wind.csv 6KB wind.csv 6KB wind.csv 6KB wind.csv 6KB wind.csv 6KB wind.csv 6KB wind.csv 6KB wind.csv 6KB wind.csv 6KB wind.csv 6KB wind.csv 6KB wind.csv 6KB case5_decisions.csv 4KB case5_solver_report.csv 4KB 98wind - 96.csv 4KB ess_approximation.csv 4KB 80wind - 96.csv 4KB 90wind - 96.csv 4KB load data new.csv 3KB wind.csv 2KB nonagc.csv 2KB load data.csv 2KB agc.csv 1KB pglib_opf_case2316_sdet_solver_report.csv 1KB wind.csv 1KB wind.csv 1KB 80wind.csv 972B 98wind.csv 972B 90wind.csv 970B wind_2020.csv 602B load_france.csv 242B analysis.ipynb 201KB共 160 条
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