Modelling the operation of multireservoir systems using decomposition and stochastic dynamic programming


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), pp. 217-225. (doi:10.1002/nav.20134).

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Description/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.

Item Type: Article
Digital Object Identifier (DOI): doi:10.1002/nav.20134
Keywords: multireservoir systems, stochastic dynamic programming, decomposition, principal components
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
V Naval Science > V Naval Science (General)
ePrint ID: 36393
Date :
Date Event
2006Published
Date Deposited: 22 May 2006
Last Modified: 16 Apr 2017 22:06
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/36393

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