Improved Dynamic Programming for Reservoir Operation Optimization with a Concave Objective Function
Publication: Journal of Water Resources Planning and Management
Volume 138, Issue 6
Abstract
Diminishing marginal utility is an important characteristic of water resources systems. With the assumption of diminishing marginal utility (i.e., concavity) of reservoir utility functions, this paper derives a monotonic relationship between reservoir storage and optimal release decision under both deterministic and stochastic conditions, and proposes an algorithm to improve the computational efficiency of both deterministic dynamic programming (DP) and stochastic dynamic programming (SDP) for reservoir operation with concave objective functions. The results from a real-world case study show that the improved DP and SDP exhibit higher computational efficiency than conventional DP and SDP. The computation complexity of the improved DP and SDP is (order of , the number of state discretization) compared to with conventional DP and SDP.
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Acknowledgements
The suggestions from two anonymous reviewers led to a major improvement of the original manuscript. The authors are grateful for their generous help. The authors also thank Spencer Schnier and Jory Hecht for editorial assistance to this paper. This research was partially supported by the National Natural Science Foundation of China (Project Nos. 50928901 and 51021006), the Ministry of Science and Technology of China (Project No. 2011BAC09B07), and U.S. National Science Foundation (NSF) (Project CBET-0747276).
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Information
Published In
Journal of Water Resources Planning and Management
Volume 138 • Issue 6 • November 2012
Pages: 590 - 596
Copyright
© 2012 American Society of Civil Engineers.
History
Received: Jan 30, 2011
Accepted: Oct 13, 2011
Published online: Oct 15, 2011
Published in print: Nov 1, 2012
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