“Stochastic Seasonal Planning in Multireservoir Hydroelectric Power Systems by Differential Dynamic Programming”
Authors: Anders Gjelsvik,Affiliation: SINTEF
Reference: 1982, Vol 3, No 3, pp. 131-149.
Keywords: Power system, water resources, stochastic optimization, incremental water value, differential dynamic programming, linear programming
Abstract: 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.

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[7] Martin Desrochers, Andre Turgeon and Jacques Ferland (1986), doi:10.1109/TPWRS.1986.4334848 |
[8] M.V.F. Pereira (1985), doi:10.1016/S1474-6670(17)60409-9 |
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BibTeX:
@article{MIC-1982-3-1,
title={{Stochastic Seasonal Planning in Multireservoir Hydroelectric Power Systems by Differential Dynamic Programming}},
author={Gjelsvik, Anders},
journal={Modeling, Identification and Control},
volume={3},
number={3},
pages={131--149},
year={1982},
doi={10.4173/mic.1982.3.1},
publisher={Norwegian Society of Automatic Control}
};