IDEAS home Printed from https://ideas.repec.org/a/spr/comgts/v12y2015i4p539-557.html
   My bibliography  Save this article

Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems

Author

Listed:
  • Luckny Zéphyr
  • Pascal Lang
  • Bernard Lamond

Abstract

We present a new approach for adaptive approximation of the value function in stochastic dynamic programming. Under convexity assumptions, our method is based on a simplicial partition of the state space. Bounds on the value function provide guidance as to where refinement should be done, if at all. Thus, the method allows for a trade-off between solution time and accuracy. The proposed scheme is experimented in the particular context of hydroelectric production across multiple reservoirs. Copyright Springer-Verlag Berlin Heidelberg 2015

Suggested Citation

  • Luckny Zéphyr & Pascal Lang & Bernard Lamond, 2015. "Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems," Computational Management Science, Springer, vol. 12(4), pages 539-557, October.
    • Handle: RePEc:spr:comgts:v:12:y:2015:i:4:p:539-557
    DOI: 10.1007/s10287-015-0242-1
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10287-015-0242-1
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s10287-015-0242-1?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Deepti Rani & Maria Moreira, 2010. "Simulation–Optimization Modeling: A Survey and Potential Application in Reservoir Systems Operation," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 24(6), pages 1107-1138, April.
    2. Shmuel Gal, 1989. "The Parameter Iteration Method in Dynamic Programming," Management Science, INFORMS, vol. 35(6), pages 675-684, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Luckny Zéphyr & C. Lindsay Anderson, 2018. "Stochastic dynamic programming approach to managing power system uncertainty with distributed storage," Computational Management Science, Springer, vol. 15(1), pages 87-110, January.
    2. Wim Ackooij & Debora Daniela Escobar & Martin Glanzer & Georg Ch. Pflug, 2020. "Distributionally robust optimization with multiple time scales: valuation of a thermal power plant," Computational Management Science, Springer, vol. 17(3), pages 357-385, October.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. T. Fowe & I. Nouiri & B. Ibrahim & H. Karambiri & J. Paturel, 2015. "OPTIWAM: An Intelligent Tool for Optimizing Irrigation Water Management in Coupled Reservoir–Groundwater Systems," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(10), pages 3841-3861, August.
    2. Mojtaba Moravej & Seyed-Mohammad Hosseini-Moghari, 2016. "Large Scale Reservoirs System Operation Optimization: the Interior Search Algorithm (ISA) Approach," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(10), pages 3389-3407, August.
    3. 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.
    4. Jure Margeta & Zvonimir Glasnovic, 2011. "Hybrid RES-HEP Systems Development," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 25(9), pages 2219-2239, July.
    5. Lihua Chen & Jing Yu & Jin Teng & Hang Chen & Xiang Teng & Xuefang Li, 2022. "Optimizing Joint Flood Control Operating Charts for Multi–reservoir System Based on Multi–group Piecewise Linear Function," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 36(9), pages 3305-3325, July.
    6. V. Jothiprakash & R. Arunkumar, 2013. "Optimization of Hydropower Reservoir Using Evolutionary Algorithms Coupled with Chaos," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 27(7), pages 1963-1979, May.
    7. Liping Li & Pan Liu & David Rheinheimer & Chao Deng & Yanlai Zhou, 2014. "Identifying Explicit Formulation of Operating Rules for Multi-Reservoir Systems Using Genetic Programming," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(6), pages 1545-1565, April.
    8. Evangelos Rozos, 2019. "Machine Learning, Urban Water Resources Management and Operating Policy," Resources, MDPI, vol. 8(4), pages 1-13, November.
    9. Kang, Mingoo & Park, Seungwoo, 2014. "Modeling water flows in a serial irrigation reservoir system considering irrigation return flows and reservoir operations," Agricultural Water Management, Elsevier, vol. 143(C), pages 131-141.
    10. Claudio Arena & Marcella Cannarozzo & Mario Mazzola, 2014. "Screening Investments to Reduce the Risk of Hydrologic Failures in the Headwork System Supplying Apulia (Italy) – Role of Economic Evaluation and Operation Hydrology," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(5), pages 1251-1275, March.
    11. Yang Peng & Changming Ji & Roy Gu, 2014. "A Multi-Objective Optimization Model for Coordinated Regulation of Flow and Sediment in Cascade Reservoirs," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(12), pages 4019-4033, September.
    12. Seyed-Mohammad Hosseini-Moghari & Reza Morovati & Mohammad Moghadas & Shahab Araghinejad, 2015. "Optimum Operation of Reservoir Using Two Evolutionary Algorithms: Imperialist Competitive Algorithm (ICA) and Cuckoo Optimization Algorithm (COA)," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(10), pages 3749-3769, August.
    13. Hassan Alimohammadi & Ali Reza Massah Bavani & Abbas Roozbahani, 2020. "Mitigating the Impacts of Climate Change on the Performance of Multi-Purpose Reservoirs by Changing the Operation Policy from SOP to MLDR," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 34(4), pages 1495-1516, March.
    14. D. Morankar & K. Srinivasa Raju & D. Nagesh Kumar, 2013. "Integrated Sustainable Irrigation Planning with Multiobjective Fuzzy Optimization Approach," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 27(11), pages 3981-4004, September.
    15. Fi-John Chang & Yu-Chung Wang & Wen-Ping Tsai, 2016. "Modelling Intelligent Water Resources Allocation for Multi-users," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(4), pages 1395-1413, March.
    16. Majid Montaseri & Mahdi Hesami Afshar & Omid Bozorg-Haddad, 2015. "Development of Simulation-Optimization Model (MUSIC-GA) for Urban Stormwater Management," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(13), pages 4649-4665, October.
    17. Timo Räsänen & Jorma Koponen & Hannu Lauri & Matti Kummu, 2012. "Downstream Hydrological Impacts of Hydropower Development in the Upper Mekong Basin," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 26(12), pages 3495-3513, September.
    18. Chih-Chiang Wei, 2012. "Discretized and Continuous Target Fields for the Reservoir Release Rules During Floods," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 26(12), pages 3457-3477, September.
    19. Ming, Bo & Liu, Pan & Guo, Shenglian & Cheng, Lei & Zhang, Jingwen, 2019. "Hydropower reservoir reoperation to adapt to large-scale photovoltaic power generation," Energy, Elsevier, vol. 179(C), pages 268-279.
    20. Gökçen Uysal & Aynur Şensoy & A. Arda Şorman & Türker Akgün & Tolga Gezgin, 2016. "Basin/Reservoir System Integration for Real Time Reservoir Operation," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(5), pages 1653-1668, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:comgts:v:12:y:2015:i:4:p:539-557. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.