메뉴 건너뛰기




Volumn 41, Issue 1, 2003, Pages 51-69

Stochastic optimization of a hydroelectric reservoir using piecewise polynomial approximations

Author keywords

Energy planning; Markov decision processes; Optimal reservoir management; Piecewise polynomial approximation; Stochastic dynamic programming

Indexed keywords

ENERGY POLICY; FUNCTIONS; MARKOV PROCESSES; OPTIMIZATION; PIECEWISE LINEAR TECHNIQUES; POLYNOMIAL APPROXIMATION; STOCHASTIC PROGRAMMING;

EID: 0242665718     PISSN: 03155986     EISSN: None     Source Type: Journal    
DOI: 10.1080/03155986.2003.11732668     Document Type: Article
Times cited : (10)

References (28)
  • 1
    • 0030618794 scopus 로고    scopus 로고
    • An aggregate stochastic dynamic programming model of multireservoir systems
    • T.W. Archibald, K.I.M. McKinnon and L. C. Thomas (1997). An aggregate stochastic dynamic programming model of multireservoir systems. Water Resources Res. 33, p. 333-340.
    • (1997) Water Resources Res. , vol.33 , pp. 333-340
    • Archibald, T.W.1    McKinnon, K.I.M.2    Thomas, L.C.3
  • 2
    • 0032649684 scopus 로고    scopus 로고
    • Nested Benders decomposition and dynamic programming for reservoir optimization
    • T.W. Archibald, C.S. Buchanan, K.I.M. McKinnon and L. C. Thomas (1999). Nested Benders decomposition and dynamic programming for reservoir optimization. J. Oper. Res. Soc. 50, pp. 468-479.
    • (1999) J. Oper. Res. Soc. , vol.50 , pp. 468-479
    • Archibald, T.W.1    Buchanan, C.S.2    McKinnon, K.I.M.3    Thomas, L.C.4
  • 5
    • 0001820934 scopus 로고    scopus 로고
    • Applying experimental design and regression splines to high-dimensional continuous-state stochastic dynamic programming
    • V.C.P. Chen, D. Ruppert and C.A. Shoemaker (1999). Applying experimental design and regression splines to high-dimensional continuous-state stochastic dynamic programming. Operations Research 47, pp. 38-53.
    • (1999) Operations Research , vol.47 , pp. 38-53
    • Chen, V.C.P.1    Ruppert, D.2    Shoemaker, C.A.3
  • 7
    • 0043130525 scopus 로고    scopus 로고
    • Piecewise affine approximations for the control of a one-reservoir hydroelectric system
    • N. Drouin, A. Gautier, B.F. Lamond and P. Lang (1996). Piecewise affine approximations for the control of a one-reservoir hydroelectric system. European J. Oper. Res. 89, pp. 53-69.
    • (1996) European J. Oper. Res. , vol.89 , pp. 53-69
    • Drouin, N.1    Gautier, A.2    Lamond, B.F.3    Lang, P.4
  • 9
    • 0024158874 scopus 로고
    • Gradient dynamic programming for stochastic optimal control of multidimensional water resources systems
    • E. Foufoula-Georgiou and P.K. Kitanidis (1988). Gradient dynamic programming for stochastic optimal control of multidimensional water resources systems. Water Resources Res. 24, pp. 1345-1359.
    • (1988) Water Resources Res. , vol.24 , pp. 1345-1359
    • Foufoula-Georgiou, E.1    Kitanidis, P.K.2
  • 12
    • 0027601994 scopus 로고
    • Numerical solution of continuous-state dynamic programs using linear and spline interpolation
    • S.A. Johnson, J.R. Stedinger, Y. Li, C.A. Shoemaker and J. A. Tejada-Guibert (1993). Numerical solution of continuous-state dynamic programs using linear and spline interpolation. Operations Research 41, pp. 484-500.
    • (1993) Operations Research , vol.41 , pp. 484-500
    • Johnson, S.A.1    Stedinger, J.R.2    Li, Y.3    Shoemaker, C.A.4    Tejada-Guibert, J.A.5
  • 13
    • 0023346723 scopus 로고
    • Error analysis of conventional discrete and gradient dynamic programming
    • P.K. Kitanidis and E. Foufoula-Georgiou (1987). Error analysis of conventional discrete and gradient dynamic programming. Water Resources Res. 23, pp. 845-858.
    • (1987) Water Resources Res. , vol.23 , pp. 845-858
    • Kitanidis, P.K.1    Foufoula-Georgiou, E.2
  • 14
    • 85039623420 scopus 로고    scopus 로고
    • On the concavity of cumulative rewards in stochastic reservoir optimization
    • Faculté des sciences de l'administration Université Laval
    • B.F. Lamond (2001). On the concavity of cumulative rewards in stochastic reservoir optimization. Working paper, Faculté des sciences de l'administration, Université Laval.
    • (2001) Working Paper
    • Lamond, B.F.1
  • 15
    • 0032203980 scopus 로고    scopus 로고
    • Une étude numérique de la discrétisation des apports aléatoires pour un réservoir non saisonnier
    • B.F. Lamond and B. Bachar (1998). Une étude numérique de la discrétisation des apports aléatoires pour un réservoir non saisonnier. INFOR 36, pp. 247-260.
    • (1998) INFOR , vol.36 , pp. 247-260
    • Lamond, B.F.1    Bachar, B.2
  • 18
    • 0030572953 scopus 로고    scopus 로고
    • Lower bounding aggregation and direct computation for an infinite horizon one-reservoir model
    • B.F. Lamond and P. Lang (1996). Lower bounding aggregation and direct computation for an infinite horizon one-reservoir model. European J. Oper. Res. 95, pp. 404-410.
    • (1996) European J. Oper. Res. , vol.95 , pp. 404-410
    • Lamond, B.F.1    Lang, P.2
  • 19
    • 0029267632 scopus 로고
    • A reservoir hydroelectric system: Exactly and approximately optimal policies
    • B.F. Lamond, S.L. Monroe and M.J. Sobel (1995). A reservoir hydroelectric system: Exactly and approximately optimal policies. European J. Oper. Res. 81, pp. 535-542.
    • (1995) European J. Oper. Res. , vol.81 , pp. 535-542
    • Lamond, B.F.1    Monroe, S.L.2    Sobel, M.J.3
  • 20
    • 85039608543 scopus 로고
    • Private communication
    • P. Lang (1994). Private communication.
    • (1994)
    • Lang, P.1
  • 21
    • 0022035032 scopus 로고
    • Optimal Operation of a Multiple Reservoir System
    • California Water Resources Center, University of California, Davis, Calif.
    • M.A. Mariño and H.A. Loaiciga (1985). Optimal Operation of a Multiple Reservoir System. Technical Report, California Water Resources Center, University of California, Davis, Calif.
    • (1985) Technical Report
    • Mariño, M.A.1    Loaiciga, H.A.2
  • 22
    • 34249928584 scopus 로고
    • Multi-stage stochastic optimization applied to energy planning
    • M.V.F. Pereira and L.M.V.G. Pinto (1991). Multi-stage stochastic optimization applied to energy planning. Math. Prog. 52, pp. 359-375.
    • (1991) Math. Prog. , vol.52 , pp. 359-375
    • Pereira, M.V.F.1    Pinto, L.M.V.G.2
  • 23
    • 0035328580 scopus 로고    scopus 로고
    • Improved dynamic programming methods for optimal control of lumped-parameter stochastic systems
    • C.R. Philbrick and P.K. Kitanidis (2001). Improved dynamic programming methods for optimal control of lumped-parameter stochastic systems. Operations Research 49, pp. 398-412.
    • (2001) Operations Research , vol.49 , pp. 398-412
    • Philbrick, C.R.1    Kitanidis, P.K.2
  • 26
    • 0029413833 scopus 로고
    • The value of hydrologic information in stochastic dynamic programming models of a multi-reservoir system
    • J.A. Tejada-Guibert, S.A. Johnson and J.R. Stedinger (1995). The value of hydrologic information in stochastic dynamic programming models of a multi-reservoir system. Water Resources Res. 31, pp. 2571-2579.
    • (1995) Water Resources Res. , vol.31 , pp. 2571-2579
    • Tejada-Guibert, J.A.1    Johnson, S.A.2    Stedinger, J.R.3
  • 27
    • 0019008420 scopus 로고
    • Optimal operation of multireservoir power systems with stochastic inflows
    • A. Turgeon (1980). Optimal operation of multireservoir power systems with stochastic inflows. Water Resources Res. 16, pp. 275-283.
    • (1980) Water Resources Res. , vol.16 , pp. 275-283
    • Turgeon, A.1
  • 28
    • 0019716203 scopus 로고
    • A decomposition method for the long term scheduling of reservoirs in series
    • A. Turgeon (1981). A decomposition method for the long term scheduling of reservoirs in series, Water Resources Res. 17, pp. 1565-1570.
    • (1981) Water Resources Res. , vol.17 , pp. 1565-1570
    • Turgeon, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.