Linear quadratic dynamic programming for water reservoir management. (English) Zbl 0892.90059

Summary: Dynamic programming (DP) is applied in order to determine the optimal management policy for a water reservoir by modeling the physical problem via a linear quadratic (LQ) structure. A simplified solution to the LQ tracking problem is provided under mild assumptions. The model presents an aggregated multicriteria decision making problem where flood control, hydroelectric power, and water demand have to be satisfied: Simultaneously, the energy production is to be maximized, the mismatch of water demand minimized, and the water release should not cause flooding. The system constraints are basically the conservation of mass within the reservoir system, and the minimum and the maximum allowable limits for the water release and the reservoir level. The stochastic variables consist of the water inflow from the reservoir drainage basin, precipitation, and evaporation. The Tenkiller Ferry dam on the Illinois River basin in Oklahoma is analyzed as a case study.


90B05 Inventory, storage, reservoirs
90C15 Stochastic programming
90C90 Applications of mathematical programming
90B90 Case-oriented studies in operations research
90C39 Dynamic programming
Full Text: DOI


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