Modelling the operation of multireservoir systems using decomposition and stochastic dynamic programming
Modelling the operation of multireservoir systems using decomposition and stochastic dynamic programming
Stochastic dynamic programming models are attractive for multireservoir control problems because they allow non-linear features to be incorporated and changes in hydrological conditions to be modeled as Markov processes. However, with the exception of the simplest cases, these models are computationally intractable because of the high dimension of the state and action spaces involved. This paper proposes a new method of determining an operating policy for a multireservoir control problem that uses stochastic dynamic programming, but is practical for systems with many reservoirs. Decomposition is first used to reduce the problem to a number of independent subproblems. Each subproblem is formulated as a low-dimensional stochastic dynamic program and solved to determine the operating policy for one of the reservoirs in the system.
multireservoir systems, stochastic dynamic programming, decomposition, principal components
217-225
Archibald, T.W.
5b85bd2f-e4de-4a93-8d7a-9cc5f5ac4e48
McKinnon, K.I.M.
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Thomas, L.C.
a3ce3068-328b-4bce-889f-965b0b9d2362
2006
Archibald, T.W.
5b85bd2f-e4de-4a93-8d7a-9cc5f5ac4e48
McKinnon, K.I.M.
eaa05fb6-0aef-4b73-a134-f6644eb54fef
Thomas, L.C.
a3ce3068-328b-4bce-889f-965b0b9d2362
Archibald, T.W., McKinnon, K.I.M. and Thomas, L.C.
(2006)
Modelling the operation of multireservoir systems using decomposition and stochastic dynamic programming.
Naval Research Logistics, 53 (3), .
(doi:10.1002/nav.20134).
Abstract
Stochastic dynamic programming models are attractive for multireservoir control problems because they allow non-linear features to be incorporated and changes in hydrological conditions to be modeled as Markov processes. However, with the exception of the simplest cases, these models are computationally intractable because of the high dimension of the state and action spaces involved. This paper proposes a new method of determining an operating policy for a multireservoir control problem that uses stochastic dynamic programming, but is practical for systems with many reservoirs. Decomposition is first used to reduce the problem to a number of independent subproblems. Each subproblem is formulated as a low-dimensional stochastic dynamic program and solved to determine the operating policy for one of the reservoirs in the system.
Text
NRL_revision.pdf
- Accepted Manuscript
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Published date: 2006
Keywords:
multireservoir systems, stochastic dynamic programming, decomposition, principal components
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Local EPrints ID: 36393
URI: http://eprints.soton.ac.uk/id/eprint/36393
PURE UUID: f7e56505-0061-4595-a614-1d19bf5eef9a
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Date deposited: 22 May 2006
Last modified: 15 Mar 2024 07:56
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Author:
T.W. Archibald
Author:
K.I.M. McKinnon
Author:
L.C. Thomas
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