论文信息 - A diffusion process model for the optimal operation of a reservoir system

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

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.

Stanley R. Pliska | S. Pliska

[1] J. A. Bather. A diffusion model for the control of a dam , 1968 .

[2] S. Pliska. Single-person controlled diffusions with discounted costs , 1973 .

[3] P. Moran,et al. A theory of dams with continuous input and a general release rule , 1969 .

[4] P. Mandl. Analytical treatment of one-dimensional Markov processes , 1968 .

[5] Erhan Çinlar,et al. Theory of continuous storage with Markov additive inputs and a general release rule , 1973 .

[6] V. T. Chow,et al. Discrete Differential Dynamic Programing Approach to Water Resources Systems Optimization , 1971 .

[7] C. Bradley Russell,et al. An Optimal Policy for Operating a Multipurpose Reservoir , 1972, Oper. Res..

[8] William S. Butcher,et al. Optimization of the Operation of a Multiple‐Purpose Reservoir by Dynamic Programming , 1968 .

[9] Erhan Çinlar,et al. A stochastic integral in storage theory , 1971 .