Stochastic Seasonal Planning in Multireservoir Hydroelectric Power Systems by Differential Dynamic Programming

A first-order differential dynamic programming (DDP) algorithm is used for computing optimal control for a five-reservoir system, where the stochastic inflow process has been approximated by a few discrete disturbance values in each time step. The method is found to be faster than linear programming...

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Bibliographic Details
Main Author: Anders Gjelsvik
Format: Article
Language:English
Published: Norwegian Society of Automatic Control 1982-07-01
Series:Modeling, Identification and Control
Subjects:
Online Access:http://www.mic-journal.no/PDF/1982/MIC-1982-3-1.pdf
Description
Summary:A first-order differential dynamic programming (DDP) algorithm is used for computing optimal control for a five-reservoir system, where the stochastic inflow process has been approximated by a few discrete disturbance values in each time step. The method is found to be faster than linear programming, previously tried on the same system model.
ISSN:0332-7353
1890-1328