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

DOI10.1007/BF01581462zbMATH Open0886.76083MaRDI QIDQ1366445FDOQ1366445

Authors: S. G. Fletcher, K. Ponnambalam 

Publication date: 17 May 1998

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

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zbMATH Keywords

nonlinear programmingvarianceindicator functionfailure probabilitiesmoments analysisreliability programmingstochastic storage state variable

Mathematics Subject Classification ID

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

Cites Work

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• Riverflow and reservoir storage models
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Cited In (4)

• A first-order approximation to stochastic optimal control of reservoirs
• Advances in trust region algorithms for constrained optimization
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• Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems

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