Article ID: | iaor1993898 |
Country: | United States |
Volume: | 39 |
Issue: | 2 |
Start Page Number: | 220 |
End Page Number: | 233 |
Publication Date: | Mar 1991 |
Journal: | Operations Research |
Authors: | Bannister C.H., Kaye R.J. |
Keywords: | programming: dynamic, programming: linear |
A new method for optimizing the operation of a single storage connected to a general linear memoryless system is presented. The model is shown to cover a wide variety of practical situations where a deterministic approximation is valid. The method combines linear and dynamic programming concepts to product a fast but exact optimization.