An aggregate stochastic dynamic programming model of multi-reservoir systems

Technical Report MS 95-028 and BS 95/12

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


We present a method of determining an operating policy for a multiple 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 two dimensional aggregate 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 linearly 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 a four reservoir system and show that the operating policy determined is very close to the optimal operating policy for that system.

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

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Submitted to Water Resources Research, June 1995.
A significantly revised version appears in MS 96-018 and BS 95/12, which will appear in Water Resources Research.