A first-order approximation to stochastic optimal control of reservoirs

DOI10.1007/BF01543889MaRDI QIDQ1111882zbMATH OpenFDO

Authors Peter K. Kitanidis

Publication date 1987

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

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)

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• scientific article; zbMATH DE number 3354103 (Why is no real title available?)
• scientific article; zbMATH DE number 3200675 (Why is no real title available?)
• scientific article; zbMATH DE number 3097872 (Why is no real title available?)
• Discretional Convexity and the Maximum Principle for Discrete Systems
• Perturbation methods and non-linear hyperbolic waves

Cited in

(8)

• Particle methods for stochastic optimal control problems
• Piecewise affine approximations for the control of a one-reservoir hydroelectric system
• Efficient real-time reservoir management using adjoint-based optimal control and model updating
• Reservoir optimization and Machine Learning methods
• 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
• 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

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