A first-order approximation to stochastic optimal control of reservoirs

DOI10.1007/BF01543889zbMATH Open0658.76094MaRDI QIDQ1111882FDOQ1111882

Authors: Peter K. Kitanidis 

Publication date: 1987

Published in: Stochastic Hydrology and Hydraulics (Search for Journal in Brave)

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zbMATH Keywords

suboptimal solutionanalytic, small-perturbation calculationapproximate method of solutiondeterministic feedback controlstochastic optimal control poblems

Mathematics Subject Classification ID

Flows in porous media; filtration; seepage (76S05) Optimal stochastic control (93E20) Basic methods in fluid mechanics (76M99)

Cites Work

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• Perturbation methods and non-linear hyperbolic waves
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• Discretional Convexity and the Maximum Principle for Discrete Systems
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Cited In (8)

• Piecewise affine approximations for the control of a one-reservoir hydroelectric system
• Reservoir optimization and Machine Learning methods
• Lower bounding aggregation and direct computation for an infinite horizon one-reservoir model
• Management of water resource systems in the presence of uncertainties by nonlinear approximation techniques and deterministic sampling
• Efficient real-time reservoir management using adjoint-based optimal control and model updating
• Particle methods for stochastic optimal control problems
• Stochastic dynamic programming approach to managing power system uncertainty with distributed storage
• Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems

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