An aggregate stochastic dynamic programming model of
Technical Report MS 95-028 and BS 95/12
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.
Multi-reservoir systems, stochastic dynamic programming, aggregation.
Text of paper
MS 95-028.ps (164Kb)
Submitted to Water Resources Research, June 1995.
A significantly revised version appears in
and BS 95/12,
which will appear in Water Resources Research.