An aggregate stochastic dynamic programming model of multireservoir systems

An Aggregate Stochastic Dynamic Programming Model of Multi-reservoir Systems an Aggregate Stochastic Dynamic Programming Model of Multi-reservoir Systems

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...

An Aggregate Stochastic Dynamic Programming Model of Multiple Reservoir Systems an Aggregate Stochastic Dynamic Programming Model of Multiple Reservoir Systems

Modelling the operation of multireservoir systems using decomposition and stochastic dynamic programming

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 modelled 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 pape...

An Aggregate Dynamic Stochastic Model for an Air Traffic System

In this article, an aggregate stochastic model for an Air Traffic System (ATS) is developed. Specifically, using a stochastic description of an ATS based on Poisson processes, we construct a stochastic dynamic model for aircraft counts in regions of an airspace. As an example, the developed model is used to represent Center counts in the United States ATS. We also discuss parameter determinatio...

Parallel discrete differential dynamic programming for multireservoir operation

The curse of dimensionality and computational time cost are a great challenge to operation of large-scale hydropower systems (LSHSs) in China because computer memory and computational time increase exponentially with increasing number of reservoirs. Discrete differential dynamic programming (DDDP) is one of the most classical algorithms for alleviating the dimensionality problem for operation o...