An aggregate stochastic dynamic programming model of
Technical Report MS 96-018 and BS 96/14
We present a new method of determining an operating policy for a
multi-reservoir system in which the operating policy for a reservoir
is determined by solving a stochastic dynamic programming model
consisting of that reservoir and a 2-dimensional representation of the
rest of the system. The method is practical for systems with many
reservoirs because the time required to determine an operating policy
only increases quadratically with the number of reservoirs in the
system and the operating policy for a reservoir is a function of few
variables. We apply the method to examples of multi-reservoir systems
with between 3 and 17 reservoirs and show that the operating policies
determined are very close to optimal.
Multi-reservoir systems, stochastic dynamic programming, aggregation.
American Geophysical Union index terms:
Reservoirs (surface), Stochastic processes, System operation and
management, Decision making under uncertainty.
Text of report
This report is significant revision of the report
and BS 95/12.
Appears in Water Resources Research, 1997, Vol.33, No.2, pp.333-340