Improved Dynamic Programming Methods for Optimal Control of Lumped-Parameter Stochastic Systems

DOI10.1287/opre.49.3.398.11219zbMath1163.90783OpenAlexW2132264384MaRDI QIDQ3635010

C. Russell Jun. Philbrick, Peter K. Kitanidis

Publication date: 3 July 2009

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.49.3.398.11219

zbMATH Keywords

algorithmsdynamic programmingnatural resourceswater resourcesefficient approximationoptimal reservoir operations

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20)

Related Items (9)

Optimization of a large-scale water reservoir network by stochastic dynamic programming with efficient state space discretization ⋮ Stochastic control via direct comparison ⋮ Dynamic programming and value-function approximation in sequential decision problems: error analysis and numerical results ⋮ Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty ⋮ The reliability importance of components and prime implicants in coherent and non-coherent systems including total-order interactions ⋮ Management of water resource systems in the presence of uncertainties by nonlinear approximation techniques and deterministic sampling ⋮ Stochastic dynamic programming approach to managing power system uncertainty with distributed storage ⋮ Suboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption ⋮ Dynamic programming with Hermite approximation

Uses Software

• NPSOL

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