An aggregate stochastic dynamic programming model of multi-reservoir systems

T.W. Archibald, K.I.M. McKinnon and L.C. Thomas

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.

Keywords: Multi-reservoir systems, stochastic dynamic programming, aggregation.

American Geophysical Union index terms: Reservoirs (surface), Stochastic processes, System operation and management, Decision making under uncertainty.

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This report is significant revision of the report MS 95-028 and BS 95/12.
Appears in Water Resources Research, 1997, Vol.33, No.2, pp.333-340
Related Publications: Technical Report MS 96-001