Improved dynamic programming for reservoir operation optimization with a concave objective function

Tongtiegang Zhao, Ximing Cai, Xiaohui Lei, Hao Wang

Research output: Contribution to journalArticlepeer-review

Abstract

Diminishing marginal utility is an important characteristic of water resources systems. With the assumption of diminishing marginal utility (i.e., concavity) of reservoir utility functions, this paper derives a monotonic relationship between reservoir storage and optimalrelease decision under both deterministic and stochastic conditions, and proposes an algorithm to improve the computational efficiency of both deterministic dynamic programming (DP) and stochastic dynamic programming (SDP) for reservoir operation with concave objective functions. The results from a real-world case study show that the improved DP and SDP exhibit higher computational efficiency than conventional DP and SDP. The computation complexity of the improved DP and SDP is O(n) (order of n, the number of state discretization) compared to O(n2) with conventional DP and SDP.

Original languageEnglish (US)
Pages (from-to)590-596
Number of pages7
JournalJournal of Water Resources Planning and Management
Volume138
Issue number6
DOIs
StatePublished - Nov 1 2012

Keywords

  • Concavity
  • Dynamic programming
  • Monotonicity
  • Reservoir operation

ASJC Scopus subject areas

  • Civil and Structural Engineering
  • Geography, Planning and Development
  • Water Science and Technology
  • Management, Monitoring, Policy and Law

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