Spline Stochastic Dynamic Programming for Multiple Reservoir System Operation Optimization
Author: José Alberto Tejada-Guibert
Publisher:
Published: 1990
Total Pages: 690
ISBN-13:
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Author: José Alberto Tejada-Guibert
Publisher:
Published: 1990
Total Pages: 690
ISBN-13:
DOWNLOAD EBOOKAuthor: Sharon Ann Johnson
Publisher:
Published: 1989
Total Pages: 718
ISBN-13:
DOWNLOAD EBOOKAuthor: K. D. W. Nandalal
Publisher: Cambridge University Press
Published: 2007-05-10
Total Pages: 125
ISBN-13: 1139464957
DOWNLOAD EBOOKDynamic programming is a method of solving multi-stage problems in which decisions at one stage become the conditions governing the succeeding stages. It can be applied to the management of water reservoirs, allowing them to be operated more efficiently. This is one of the few books dedicated solely to dynamic programming techniques used in reservoir management. It presents the applicability of these techniques and their limits on the operational analysis of reservoir systems. The dynamic programming models presented in this book have been applied to reservoir systems all over the world, helping the reader to appreciate the applicability and limits of these models. The book also includes a model for the operation of a reservoir during an emergency situation. This volume will be a valuable reference to researchers in hydrology, water resources and engineering, as well as professionals in reservoir management.
Author: Blagoj Delipetrev
Publisher: CRC Press
Published: 2020-04-30
Total Pages: 157
ISBN-13: 0429611552
DOWNLOAD EBOOKReservoir operation is a multi-objective optimization problem, and is traditionally solved with dynamic programming (DP) and stochastic dynamic programming (SDP) algorithms. The thesis presents novel algorithms for optimal reservoir operation, named nested DP (nDP), nested SDP (nSDP), nested reinforcement learning (nRL) and their multi-objective (MO) variants, correspondingly MOnDP, MOnSDP and MOnRL. The idea is to include a nested optimization algorithm into each state transition, which reduces the initial problem dimension and alleviates the curse of dimensionality. These algorithms can solve multi-objective optimization problems, without significantly increasing the algorithm complexity or the computational expenses. It can additionally handle dense and irregular variable discretization. All algorithms are coded in Java and were tested on the case study of the Knezevo reservoir in the Republic of Macedonia. Nested optimization algorithms are embedded in a cloud application platform for water resources modeling and optimization. The platform is available 24/7, accessible from everywhere, scalable, distributed, interoperable, and it creates a real-time multiuser collaboration platform. This thesis contributes with new and more powerful algorithms for an optimal reservoir operation and cloud application platform. All source codes are available for public use and can be used by researchers and practitioners to further advance the mentioned areas.
Author: Jonathan Richard Lamontagne
Publisher:
Published: 2015
Total Pages: 566
ISBN-13:
DOWNLOAD EBOOKThis thesis focuses on optimization techniques for multi-reservoir hydropower systems operation, with a particular concern with the representation and impact of uncertainty. The thesis reports on three research investigations: 1) examination of the impact of uncertainty representations, 2) efficient solution methods for multi-reservoir stochastic dynamic programming (SDP) models, and 3) diagnostic analyses for hydropower system operation. The first investigation explores the value of sophistication in the representation of forecast and inflow uncertainty in stochastic hydropower optimization models using a sampling SDP (SSDP) model framework. SSDP models with different uncertainty representation ranging in sophistication from simple deterministic to complex dynamic stochastic models are employed when optimize a single reservoir systems [similar to Faber and Stedinger, 2001]. The effect of uncertainty representation on simulated system performance is examined with varying storage and powerhouse capacity, and with random or mean energy prices. In many cases very simple uncertainty models perform as well as more complex ones, but not always. The second investigation develops a new and efficient algorithm for solving multi-reservoir SDP models: Corridor SDP. Rather than employing a uniform grid across the entire state space, Corridor SDP efficiently concentrates points in where the system is likely to visit, as determined by historical operations or simulation. Radial basis functions (RBFs) are used for interpolation. A greedy algorithm places points where they are needed to achieve a good approximation. In a four-reservoir test case, Corridor DP achieves the same accuracy as spline-DP and linear-DP with approximately 1/10 and 1/1100 the number of discrete points, respectively. When local curvature is more pronounced (due to minimum-flow constraints), Corridor DP achieves the same accuracy as spline-DP and linear-DP with approximately 1/30 and 1/215 the number of points, respectively. The third investigation explores three diagnostic approaches for analyzing hydropower system operation. First, several simple diagnostic statistics describe reservoir volume and powerhouse capacity in units of time, allowing scale-invariant comparisons and classification of different reservoir systems and their operation. Second, a regression analysis using optimal storage/release sequences identifies the most useful hydrologic state variables . Finally spectral density estimation identifies critical time scales for operation for several single-reservoir systems considering mean and random energy prices. Deregulation of energy markets has made optimization of hydropower operations an active concern. Another development is publication of Extended Streamflow Forecasts (ESP) by the National Weather Service (NWS) and others to describe flow forecasts and their precision; the multivariate Sampling SDP models employed here are appropriately structured to incorporate such information in operational hydropower decisions. This research contributes to our ability to structure and build effective hydropower optimization models.
Author: Ray-Shyan Wu
Publisher:
Published: 1988
Total Pages: 318
ISBN-13:
DOWNLOAD EBOOKAuthor: Eugene A. Feinberg
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 560
ISBN-13: 1461508053
DOWNLOAD EBOOKEugene A. Feinberg Adam Shwartz This volume deals with the theory of Markov Decision Processes (MDPs) and their applications. Each chapter was written by a leading expert in the re spective area. The papers cover major research areas and methodologies, and discuss open questions and future research directions. The papers can be read independently, with the basic notation and concepts ofSection 1.2. Most chap ters should be accessible by graduate or advanced undergraduate students in fields of operations research, electrical engineering, and computer science. 1.1 AN OVERVIEW OF MARKOV DECISION PROCESSES The theory of Markov Decision Processes-also known under several other names including sequential stochastic optimization, discrete-time stochastic control, and stochastic dynamic programming-studiessequential optimization ofdiscrete time stochastic systems. The basic object is a discrete-time stochas tic system whose transition mechanism can be controlled over time. Each control policy defines the stochastic process and values of objective functions associated with this process. The goal is to select a "good" control policy. In real life, decisions that humans and computers make on all levels usually have two types ofimpacts: (i) they cost orsavetime, money, or other resources, or they bring revenues, as well as (ii) they have an impact on the future, by influencing the dynamics. In many situations, decisions with the largest immediate profit may not be good in view offuture events. MDPs model this paradigm and provide results on the structure and existence of good policies and on methods for their calculation.
Author: Bodiyabaduge Joseph Chrysanthus Perera
Publisher:
Published: 1985
Total Pages:
ISBN-13:
DOWNLOAD EBOOKAuthor: Victoria Chung-Ping Chen
Publisher:
Published: 1993
Total Pages: 384
ISBN-13:
DOWNLOAD EBOOKAuthor: Bernard Lamond
Publisher:
Published: 2006
Total Pages: 10
ISBN-13: 9782895242789
DOWNLOAD EBOOKWe examine a stochastic optimization model of a multiple reservoir water resource system in which the spilled outflows may have a different routing than the turbined outflows.We extend some results about the monotonicity of optimal decision rules, which were known for particular routings, and we show their validity for arbitrary routings of spilled outflows, provided they satisfy an intuitive monotonicity condition. Special cases are when the spilled outflows are expelled from the system, or when the spilled outflows are routed to the next reservoir dowstream. The monotonicity of optimal policies and of the corresponding future value function can be exploited to develop efficient computational algorithms based on a dynamic programming methodology, especially when the rewards are given by a concave, piecewise linear function of electricity generation.