Article ID: | iaor20073034 |
Country: | United States |
Volume: | 53 |
Issue: | 3 |
Start Page Number: | 217 |
End Page Number: | 225 |
Publication Date: | Apr 2006 |
Journal: | Naval Research Logistics |
Authors: | McKinnon K.I.M., Thomas L.C., Archibald T.W. |
Keywords: | programming: dynamic |
Stochastic dynamic programming models are attractive for multireservoir control problems because they allow non-linear features to be incorporated and changes in hydrological conditions to be modeled as Markov processes. However, with the exception of the simplest cases, these models are computationally intractable because of the high dimension of the state and action spaces involved. This paper proposes a new method of determining an operating policy for a multireservoir control problem that uses stochastic dynamic programming, but is practical for systems with many reservoirs. Decomposition is first used to reduce the problem to a number of independent subproblems. Each subproblem is formulated as a low-dimensional stochastic dynamic program and solved to determine the operating policy for one of the reservoirs in the system.