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A heuristic solution procedure for a joint reservoir control‐capacity expansion problem
Author(s) -
Sniedovich Moshe,
Nielsen Peter A.
Publication year - 1983
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/wr019i001p00015
Subject(s) - heuristic , mathematical optimization , simple (philosophy) , joint (building) , control (management) , upper and lower bounds , optimal control , computer science , mathematics , engineering , architectural engineering , mathematical analysis , philosophy , epistemology , artificial intelligence
A joint reservoir control‐capacity expansion problem is considered in which the expansion policy is required to be deterministic. Since this problem is difficult to solve, because the release policy is stochastic, a heuristic procedure is proposed, which utilizes an upper bound to the optimal deterministic solution obtained by solving a modified stochastic problem and a simple averaging heuristic for transforming stochastic policies into deterministic policies. A simple numerical example demonstrates the overall procedure.