Stochastic differential dynamic programming for multi-reservoir system control
DOI10.1007/S004770050020zbMATH Open0939.76081OpenAlexW2060159019MaRDI QIDQ1291912FDOQ1291912
Authors: F. A. El-Awar, J. W. Labadie, Taha B. M. J. Ouarda 
Publication date: 15 September 1999
Published in: Stochastic Hydrology and Hydraulics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004770050020
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dynamic programmingfeedback controlautoregressive modelsfour-reservoir hydropower systemhydrologic forecastingsingle reservoir problemstochastic multi-reservoir optimization problems
Stochastic programming (90C15) Stochastic analysis applied to problems in fluid mechanics (76M35) Hydrology, hydrography, oceanography (86A05)
Cited In (11)
- A successive linear programming algorithm with non-linear time series for the reservoir management problem
- A first-order approximation to stochastic optimal control of reservoirs
- Stochastic decomposition applied to large-scale hydro valleys management
- Constructive dual DP for reservoir optimization
- A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables
- Efficient real-time reservoir management using adjoint-based optimal control and model updating
- Approximate stochastic dynamic programming for hydroelectric production planning
- Multiple shooting applied to robust reservoir control optimization including output constraints on coherent risk measures
- Hybrid simplicial-randomized approximate stochastic dynamic programming for multireservoir optimization
- Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems
- Modeling the operation of multireservoir systems using decomposition and stochastic dynamic programming
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