I would suggest getting a battery backup, just like the one used for a computer. Make sure it has enough wattage for the DLP TV that you have. Then, when you have a power failure, your TV will remain on. Turn the TV off the usual way, and the fan will run for a few minutes and cool down the projection lamp.
What recourse do I have if a power failure occurs while a rear projection DLP HDTV is on and the fan as a result can not cool down the lamp? According to the owner's manual damage can result from not cooling down properly. (Panasonic PT50DL54)

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