Hostname: page-component-7b7567c8c-7pwfn Total loading time: 0 Render date: 2026-11-14T07:58:06.709Z Has data issue: false hasContentIssue false
  • English
  • Français

A diffusion process model for the optimal operation of a reservoir system

Published online by Cambridge University Press:  14 July 2016

Stanley R. Pliska
Stanley R. Pliska*
Affiliation:
Northwestern University
Get accessRights & Permissions [Opens in a new window]

Abstract

The water level in a reservoir is modelled as a controlled diffusion process on a compact interval of the real line. The problem is to control the water discharge rate so as to minimise the expected costs, which depend upon the histories of the water levels and release rates. The form of the optimal control is studied for two general classes of reservoir control problems.

Keywords

OPTIMAL CONTROLDIFFUSION PROCESSDYNAMIC PROGRAMMINGDAMRESERVOIR

Information

Type
Short Communications
Information
Journal of Applied Probability , Volume 12 , Issue 4 , December 1975, pp. 859 - 863
Copyright
Copyright © Applied Probability Trust 1975 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Article purchase

Temporarily unavailable

References

Bather, J. (1968) A diffusion model for the control of a dam. J. Appl. Prob. 5, 55–71.CrossRefGoogle Scholar
Çinlar, E. and Pinsky, M. (1971) A stochastic integral in storage theory. Z. Wahrscheinlichkeitsth. 17, 227–240.Google Scholar
Çinlar, E. (1973) Theory of continuous storage with Markov additive inputs and a general release rule. J. Math. Anal. Appl. 43, 207–231.CrossRefGoogle Scholar
Hall, W. A., Butcher, W. S. and Esogbue, A. M. O. (1968) Optimization of the operation of a multi-purpose reservoir by dynamic programming. Water Resources Research 4, 471–477.Google Scholar
Heidari, M., Chow, V. T., Kokotovic, P. V. and Meredith, D. D. (1971) Discrete differential dynamic programming approach to water resources systems optimization. Water Resources Research 7, 273–282.Google Scholar
Mandl, P. (1968) Analytical Treatment of One-dimensional Markov Processes. Springer-Verlag, New York.Google Scholar
Moran, P. A. P. (1969) A theory of dams with continuous input and a general release rule. J. Appl. Prob. 6, 88–98.Google Scholar
Pliska, S. R. (1973) Single-person controlled diffusions with discounted costs. J. Opt. Th. Appl. 12, 248–255.Google Scholar
Russell, C. B. (1972) An optimal policy for operating a multipurpose reservoir. Operat. Res. 20, 1181–1189.Google Scholar