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)

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)

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• Riverflow and reservoir storage models

Cited in

(4)

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