Stochastic differential dynamic programming for multi-reservoir system control

DOI10.1007/S004770050020MaRDI QIDQ1291912zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

dynamic programmingfeedback controlautoregressive modelsfour-reservoir hydropower systemhydrologic forecastingsingle reservoir problemstochastic multi-reservoir optimization problems

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic analysis applied to problems in fluid mechanics (76M35) Hydrology, hydrography, oceanography (86A05)

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(11)

• Efficient real-time reservoir management using adjoint-based optimal control and model updating
• Approximate stochastic dynamic programming for hydroelectric production planning
• A successive linear programming algorithm with non-linear time series for the reservoir management problem
• Hybrid simplicial-randomized approximate stochastic dynamic programming for multireservoir optimization
• Constructive dual DP for reservoir optimization
• Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems
• Stochastic decomposition applied to large-scale hydro valleys management
• A first-order approximation to stochastic optimal control of reservoirs
• A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables
• Modeling the operation of multireservoir systems using decomposition and stochastic dynamic programming
• Multiple shooting applied to robust reservoir control optimization including output constraints on coherent risk measures

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