A new formulation for the stochastic control of systems with bounded state variables: An application to a single reservoir system

DOI10.1007/BF01581462zbMath0886.76083MaRDI QIDQ1366445

K. Ponnambalam, S. G. Fletcher

Publication date: 17 May 1998

Published in: Stochastic Hydrology and Hydraulics (Search for Journal in Brave)

zbMATH Keywords

indicator functionnonlinear programmingvariancefailure probabilitiesmoments analysisreliability programmingstochastic storage state variable

Mathematics Subject Classification ID

Hydrology, hydrography, oceanography (86A05) Stochastic analysis applied to problems in fluid mechanics (76M35)

Related Items (1)

Advances in trust region algorithms for constrained optimization

Cites Work

• Riverflow and reservoir storage models
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