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A constructive dual dynamic programing for a reservoir model with correlation
Author(s) -
Yang Miao,
Read E. Grant
Publication year - 1999
Publication title -
water resources research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.863
H-Index - 217
eISSN - 1944-7973
pISSN - 0043-1397
DOI - 10.1029/1999wr900093
Subject(s) - inflow , constructive , dual (grammatical number) , extension (predicate logic) , dynamic programming , computer science , mathematical optimization , algorithm , mathematics , geology , process (computing) , art , oceanography , literature , programming language , operating system
The reservoir management problem for a hydrothermal power system is well suited to modeling via dynamic programing. In this paper we describe a dual approach which we term “constructive dynamic programming” (CDP) which has been successfully applied to optimize releases in a stochastic two‐reservoir model of the New Zealand power system. That model ignores serial correlations of inflows, though, and hence assumes that current inflow observations do not have any impact on future release decisions. Tests show, however, that better decision rules can be produced by accounting for inflow correlation. Hence we have developed an extension to the standard CDP to explicitly deal with serial correlation of reservoir inflows, and we report on those extensions also.