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Piecewise affine approximations for the control of a one-reservoir hydroelectric system

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  • Drouin, Nicol
  • Gautier, Antoine
  • Lamond, Bernard F.
  • Lang, Pascal

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  • Drouin, Nicol & Gautier, Antoine & Lamond, Bernard F. & Lang, Pascal, 1996. "Piecewise affine approximations for the control of a one-reservoir hydroelectric system," European Journal of Operational Research, Elsevier, vol. 89(1), pages 53-69, February.
    • Handle: RePEc:eee:ejores:v:89:y:1996:i:1:p:53-69
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    References listed on IDEAS

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    1. Paul Kleindorfer & Howard Kunreuther, 1978. "Stochastic Horizons for the Aggregate Planning Problem," Management Science, INFORMS, vol. 24(5), pages 485-497, January.
    2. Sharon A. Johnson & Jery R. Stedinger & Christine A. Shoemaker & Ying Li & José Alberto Tejada-Guibert, 1993. "Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation," Operations Research, INFORMS, vol. 41(3), pages 484-500, June.
    3. Shmuel Gal, 1989. "The Parameter Iteration Method in Dynamic Programming," Management Science, INFORMS, vol. 35(6), pages 675-684, June.
    4. Lamond, Bernard F. & Monroe, Susan L. & Sobel, Matthew J., 1995. "A reservoir hydroelectric system: Exactly and approximately optimal policies," European Journal of Operational Research, Elsevier, vol. 81(3), pages 535-542, March.
    5. L. A. Terry & M. V. F. Pereira & T. A. Araripe Neto & L. F. C. A. Silva & P. R. H. Sales, 1986. "Coordinating the Energy Generation of the Brazilian National Hydrothermal Electrical Generating System," Interfaces, INFORMS, vol. 16(1), pages 16-38, February.
    6. Matthew J. Sobel, 1970. "Making Short-Run Changes in Production when the Employment Level is Fixed," Operations Research, INFORMS, vol. 18(1), pages 35-51, February.
    7. William S. Lovejoy, 1986. "Policy Bounds for Markov Decision Processes," Operations Research, INFORMS, vol. 34(4), pages 630-637, August.
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    Cited by:

    1. Guoming Lai & Mulan X. Wang & Sunder Kekre & Alan Scheller-Wolf & Nicola Secomandi, 2011. "Valuation of Storage at a Liquefied Natural Gas Terminal," Operations Research, INFORMS, vol. 59(3), pages 602-616, June.
    2. Lamond, Bernard F. & Lang, Pascal, 1996. "Lower bounding aggregation and direct computation for an infinite horizon one-reservoir model," European Journal of Operational Research, Elsevier, vol. 95(2), pages 404-410, December.
    3. Secomandi, Nicola & Seppi, Duane J., 2014. "Real Options and Merchant Operations of Energy and Other Commodities," Foundations and Trends(R) in Technology, Information and Operations Management, now publishers, vol. 6(3-4), pages 161-331, July.

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