A new formulation for the stochastic control of systems with bounded state variables: An application to a single reservoir system

DOI10.1007/BF01581462MaRDI QIDQ1366445zbMATH OpenFDO

Authors S. G. Fletcher, K. Ponnambalam

Publication date 17 May 1998

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

Full work available at URL https://doi.org/10.1007/BF01581462

zbMATH Keywords

failure probabilitiesindicator functionmoments analysisnonlinear programmingreliability programmingstochastic storage state variablevariance

Mathematics Subject Classification ID

Stochastic analysis applied to problems in fluid mechanics (76M35) Hydrology, hydrography, oceanography (86A05)

Review text

A new formulation is presented for the analysis of reservoir systems synthesizing concepts from the traditional stochastic theory of reservoir storage, moments analysis and reliability programming. The analysis is based on the development of the first and second moments for the stochastic storage state variable. These expressions include terms for the failure probabilities (probabilities of spill or deficit) and consider the storage bounds explicitly. Using this analysis, expected values of the storage state, variances of storage, optimal release policies and failure probabilities -- useful information in the context of reservoir operations and design -- can be obtained from a nonlinear programming solution.

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• Riverflow and reservoir storage models

Cited in

(4)

• A first-order approximation to stochastic optimal control of reservoirs
• Advances in trust region algorithms for constrained optimization
• Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems
• scientific article; zbMATH DE number 3952640 (Why is no real title available?)

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