In this paper an optimal controller based on Action Dependent Heuristic Dynamic Programming (ADHDP) has been proposed for interconnected Automatic Generation Control (AGC) scheme. ADHDP is a powerful technique of Approximate Dynamic Programming, used for providing optimal solution by minimizing the given objective function. Two area thermal systems with non-reheat turbine have been considered in this work. System performance has been evaluated at various loading conditions. The results indicate that ADHDP based controller exhibit better performance compared to discrete state feedback controller.

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