Constructive dual DP for reservoir optimization

DOI10.1007/978-3-642-02493-1_1MaRDI QIDQ2974309zbMATH OpenOpenAlexFDO

Authors E. Grant Read, Magnus Hindsberger

Publication date 7 April 2017

Published in Energy Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-02493-1_1

zbMATH Keywords

Cournot gamingdual dynamic programmingdualitydynamic programminghydro-electric powerreservoir managementrisk aversionSDDPstochastic optimization

Mathematics Subject Classification ID

Case-oriented studies in operations research (90B90) Multi-objective and goal programming (90C29) Sensitivity, stability, parametric optimization (90C31) Applications of mathematical programming (90C90)

Recommendations

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Cites work

• A Rapid Method for Optimization of Linear Systems with Storage
• A reservoir hydroelectric system: Exactly and approximately optimal policies
• An optimal control approach to dynamic routing in networks
• Dual dynamic programming for linear production/inventory systems
• GDDP: Generalized dual dynamic programming theory
• Input optimization for infinite-horizon discounted programs
• Multi-stage stochastic optimization applied to energy planning
• Optimizing Long‐term Hydro‐power Production Using Markov Decision Processes
• Piecewise affine approximations for the control of a one-reservoir hydroelectric system
• Uncertainty in the electric power industry. Methods and models for decision support

Cited in

(6)

• Linear quadratic dynamic programming for water reservoir management
• GDDP: Generalized dual dynamic programming theory
• A moment and sum-of-squares extension of dual dynamic programming with application to nonlinear energy storage problems
• Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming
• Nested Benders decomposition and dynamic programming for reservoir optimisation
• An Efficient Algorithm for Non-Point Source Pollution Management Problems

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