A combined stochastic dynamic programming-statistical disaggregation approach applied to multiple reservoir systems

1988 ◽  
Vol 2 (3) ◽  
pp. 153-171 ◽  
Author(s):  
B. J. C. Perera ◽  
G. P. Codner
Keyword(s):  
Dynamic Programming ◽  
Stochastic Dynamic Programming ◽  
Stochastic Dynamic ◽  
Reservoir Systems ◽  
Multiple Reservoir

scholarly journals Combined Aggregated Sampling Stochastic Dynamic Programming and Simulation-Optimization to Derive Operation Rules for Large-Scale Hydropower System

Energies ◽  
2021 ◽  
Vol 14 (3) ◽  
pp. 625
Author(s):  
Xinyu Wu ◽  
Rui Guo ◽  
Xilong Cheng ◽  
Chuntian Cheng
Keyword(s):  
Dynamic Programming ◽  
Stochastic Dynamic Programming ◽  
Large Scale ◽  
Simulation Optimization ◽  
Optimal Operation ◽  
Stochastic Dynamic ◽  
Operation Model ◽  
Two Stage ◽  
Operation Rules ◽  
Reservoir Systems

Simulation-optimization methods are often used to derive operation rules for large-scale hydropower reservoir systems. The solution of the simulation-optimization models is complex and time-consuming, for many interconnected variables need to be optimized, and the objective functions need to be computed through simulation in many periods. Since global solutions are seldom obtained, the initial solutions are important to the solution quality. In this paper, a two-stage method is proposed to derive operation rules for large-scale hydropower systems. In the first stage, the optimal operation model is simplified and solved using sampling stochastic dynamic programming (SSDP). In the second stage, the optimal operation model is solved by using a genetic algorithm, taking the SSDP solution as an individual in the initial population. The proposed method is applied to a hydropower system in Southwest China, composed of cascaded reservoir systems of Hongshui River, Lancang River, and Wu River. The numerical result shows that the two-stage method can significantly improve the solution in an acceptable solution time.

Stochastic Dynamic Programming with Localized Cost-to-go Approximators

2005 ◽  
Vol 83 (6) ◽  
pp. 752-758 ◽  
Author(s):  
J. Choi ◽  
M.J. Realff ◽  
J.H. Lee
Keyword(s):  
Dynamic Programming ◽  
Stochastic Dynamic Programming ◽  
Stochastic Dynamic

scholarly journals MDPtoolbox: a multi-platform toolbox to solve stochastic dynamic programming problems

Ecography ◽  
2014 ◽  
Vol 37 (9) ◽  
pp. 916-920 ◽  
Author(s):  
Iadine Chadès ◽  
Guillaume Chapron ◽  
Marie-Josée Cros ◽  
Frédérick Garcia ◽  
Régis Sabbadin
Keyword(s):  
Dynamic Programming ◽  
Stochastic Dynamic Programming ◽  
Stochastic Dynamic
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