NDLI: Optimal management of a two dam system via stochastic control: Parallel computing approach

Content Provider	IEEE Xplore Digital Library
Author	Miller, B. McInnes, D.
Copyright Year	2011
Description	Author affiliation: School of Mathematical Sciences, Monash University, Clayton, VIC 3800, Australia (Miller, B.; McInnes, D.)
Abstract	In this paper we consider a model for the optimal management of a two dam system. Each dam is modelled via a continuous-time controlled Markov chain on a finite control period and linked to the other dam via a state and time dependent water transfer control. The consumption control for the dam system is provided by a time and state dependent price feedback control. This price feedback control takes into account the active seasonal demands of customers. We consider the case where inflow processes and evaporation for each dam are non-stationary as are the customer demands. The general approach to the solution of this problem is to consider this stochastic optimisation problem in the average case and solve it using the dynamic programming method. We show that the use of parallel computing techniques leads to substantial savings in calculation times for the solution of the optimal controls and demonstrate this via a numerical example.
Starting Page	1417
Ending Page	1423
File Size	695924
Page Count	7
File Format	PDF
ISBN	9781612848006
ISSN	07431546
e-ISBN	9781612848013
e-ISBN	9781612847993
DOI	10.1109/CDC.2011.6160566
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2011-12-12
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Mathematical model Equations Europe Integrated optics Numerical models
Content Type	Text
Resource Type	Article
Subject	Control and Optimization Control and Systems Engineering Modeling and Simulation

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