Abstract
Closed-loop policies as available in stochastic dynamic programming (SDP) are generally preferred for long-term operations optimization. However, due to the well known ‘curse of dimensionality’, it is practically infeasible to solve multi-reservoir operations problems using SDP when it requires more than three or four state variables. An alternative is to reduce the dimension of the problem using approximate models that could provide closed-loop but sub-optimal policies. An extension of the aggregation/decomposition technique is used for model reduction and this new method is illustrated with two test problems. In the examples used to describe the application of this algorithm, the benefits determined from the sub-optimal policies are near optimal.
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© 1994 Springer Science+Business Media Dordrecht
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Adams, B.J., Ponnambalam, K. (1994). An Algorithm for Determining Closed-Loop Operations Policies for Multi-Reservoir Systems. In: Hipel, K.W., Fang, L. (eds) Stochastic and Statistical Methods in Hydrology and Environmental Engineering. Water Science and Technology Library, vol 10/2. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-3081-5_29
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DOI: https://doi.org/10.1007/978-94-017-3081-5_29
Publisher Name: Springer, Dordrecht
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