  Intra-day economic dispatch of an integrated microgrid is a fundamental
requirement to integrate distributed generators. The dynamic energy flows in
cogeneration units present challenges to the energy management of the
microgrid. In this paper, a novel approximate dynamic programming (ADP)
approach is proposed to solve this problem based on value function
approximation, which is distinct with the consideration of the dynamic process
constraints of the combined-cycle gas turbine (CCGT) plant. First, we
mathematically formulate the multi-time periods decision problem as a
finite-horizon Markov decision process. To deal with the thermodynamic process,
an augmented state vector of CCGT is introduced. Second, the proposed VFA-ADP
algorithm is employed to derive the near-optimal real-time operation
strategies. In addition, to guarantee the monotonicity of piecewise linear
function, we apply the SPAR algorithm in the update process. To validate the
effectiveness of the proposed method, we conduct experiments with comparisons
to some traditional optimization methods. The results indicate that our
proposed ADP method achieves better performance on the economic dispatch of the
microgrid.
