Stochastic optimization for long term operation of multiple reservoirs. A new approach

Yongchuan Zhang, Kevin Lansey, Qinghui Zhong, Dalen T. Chiang

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Scopus citations

Abstract

The study emphasis of optimal scheduling of reservoir system operations has shifted to stochastic mathematical programming since future reservoir inflows are uncertain and recent advances in stochastic programming. Two techniques have been used extensively in this area. The first approach is chance constraint programming. Chance constraints incorporate the uncertainty of streamflows and insure that the reliability of system output and/or state variables is above a prescribed value. The optimal policy is one which optimizes the objectives while satisfying the reliability levels and other deterministic constraints. The stochastic dynamic programming (SDP) is the second technique used in stochastic programming for reservoirs. It is widely used for small reservoir systems. Unfortunately when the number of reservoirs in the system increases to four or greater the computation time increases dramatically. Foufoula-Georgiou and Kitanidis developed stochastic Gradient DP (GDP)which has promise to solve for optimal controls of systems with more than four reservoirs. Within a DP algorithm, continuous functions are fit to probabilistic return functions at each time period. Optimal operations at each subperiod are then determined by a constrained Newton-type procedure. The dynamic programming methodology is then used to determine the best operations over the entire time domain.

Original languageEnglish (US)
Title of host publicationWater Resources Planning and Management and Urban Water Resources
EditorsJerry L. Anderson
PublisherPubl by ASCE
Pages192-196
Number of pages5
ISBN (Print)0872628051
StatePublished - Jan 1 1991
Externally publishedYes
EventProceedings of the 18th Annual Conference and Symposium - New Orleans, LA, USA
Duration: May 20 1991May 22 1991

Publication series

NameWater Resources Planning and Management and Urban Water Resources

Other

OtherProceedings of the 18th Annual Conference and Symposium
CityNew Orleans, LA, USA
Period5/20/915/22/91

ASJC Scopus subject areas

  • Engineering(all)

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  • Cite this

    Zhang, Y., Lansey, K., Zhong, Q., & Chiang, D. T. (1991). Stochastic optimization for long term operation of multiple reservoirs. A new approach. In J. L. Anderson (Ed.), Water Resources Planning and Management and Urban Water Resources (pp. 192-196). (Water Resources Planning and Management and Urban Water Resources). Publ by ASCE.