Constructive Dual DP for Reservoir Optimization

DOI10.1007/978-3-642-02493-1_1zbMath1359.90132OpenAlexW2172834330MaRDI QIDQ2974309

Magnus Hindsberger, E. Grant Read

Publication date: 7 April 2017

Published in: Energy Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-02493-1_1

zbMATH Keywords

stochastic optimizationdynamic programmingdualityrisk aversionreservoir managementdual dynamic programmingSDDPCournot gaminghydro-electric power

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Multi-objective and goal programming (90C29) Sensitivity, stability, parametric optimization (90C31) Case-oriented studies in operations research (90B90)

Related Items (1)

Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming

Cites Work

• Input optimization for infinite-horizon discounted programs
• A reservoir hydroelectric system: Exactly and approximately optimal policies
• Multi-stage stochastic optimization applied to energy planning
• Piecewise affine approximations for the control of a one-reservoir hydroelectric system
• Dual dynamic programming for linear production/inventory systems
• GDDP: Generalized dual dynamic programming theory
• Uncertainty in the electric power industry. Methods and models for decision support
• An optimal control approach to dynamic routing in networks
• A Rapid Method for Optimization of Linear Systems with Storage
• Optimizing Long‐term Hydro‐power Production Using Markov Decision Processes

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