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

K. Ponnambalam, S. G. Fletcher

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)

Cites Work

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• Riverflow and reservoir storage models
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Cited In (3)

• Advances in trust region algorithms for constrained optimization
• Title not available (Why is that?)
• Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems

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