### Erich Steiner (University of Edinburgh)

#### Benders decomposition and sampling methods for reservoir management

*Wednesday 17 June 1998 at 15.30, JCMB 6324*

##### Abstract

Many planning problems require that decisions are made now when data in the
future is uncertain. Stochastic multi-stage linear programming (SMLP)
provides a framework in which to model such problems. For problems up to a
certain size, Benders Decomposition is a very efficient method for solving
these. However, real life problems create SMLP problems which are too big
to be solved by Benders Decomposition alone. Sampling techniques provide a
way to estimate the true solution to such problems. An example of such a
problem is the optimisation of hydro-electric generation from a system of
linked reservoirs. Here the objective is to maximise the total value of the
electricity generated. The decision maker only knows the hydrological state
and inflow for the present time period, and the probability of future
inflows and hydrological states.

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