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Optimization of a large-scale water reservoir network by stochastic dynamic programming with efficient state space discretization

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  • Cervellera, Cristiano
  • Chen, Victoria C.P.
  • Wen, Aihong

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  • Cervellera, Cristiano & Chen, Victoria C.P. & Wen, Aihong, 2006. "Optimization of a large-scale water reservoir network by stochastic dynamic programming with efficient state space discretization," European Journal of Operational Research, Elsevier, vol. 171(3), pages 1139-1151, June.
    • Handle: RePEc:eee:ejores:v:171:y:2006:i:3:p:1139-1151
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    References listed on IDEAS

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    1. Victoria C. P. Chen & David Ruppert & Christine A. Shoemaker, 1999. "Applying Experimental Design and Regression Splines to High-Dimensional Continuous-State Stochastic Dynamic Programming," Operations Research, INFORMS, vol. 47(1), pages 38-53, February.
    2. John Rust, 1997. "Using Randomization to Break the Curse of Dimensionality," Econometrica, Econometric Society, vol. 65(3), pages 487-516, May.
    3. Sharon A. Johnson & Jery R. Stedinger & Christine A. Shoemaker & Ying Li & José Alberto Tejada-Guibert, 1993. "Numerical Solution of Continuous-State Dynamic Programs Using Linear and Spline Interpolation," Operations Research, INFORMS, vol. 41(3), pages 484-500, June.
    4. C. Russell Philbrick & Peter K. Kitanidis, 2001. "Improved Dynamic Programming Methods for Optimal Control of Lumped-Parameter Stochastic Systems," Operations Research, INFORMS, vol. 49(3), pages 398-412, June.
    5. Richard Bellman, 1957. "On a Dynamic Programming Approach to the Caterer Problem--I," Management Science, INFORMS, vol. 3(3), pages 270-278, April.
    6. Chen, Victoria C. P., 1999. "Application of orthogonal arrays and MARS to inventory forecasting stochastic dynamic programs," Computational Statistics & Data Analysis, Elsevier, vol. 30(3), pages 317-341, May.
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    1. Cervellera, Cristiano & Caviglione, Luca, 2009. "Optimization of a peer-to-peer system for efficient content replication," European Journal of Operational Research, Elsevier, vol. 196(2), pages 423-433, July.
    2. Huiyuan Fan & Prashant K. Tarun & Victoria C. P. Chen & Dachuan T. Shih & Jay M. Rosenberger & Seoung Bum Kim & Robert A. Horton, 2018. "Data-driven optimization for Dallas Fort Worth International Airport deicing activities," Annals of Operations Research, Springer, vol. 263(1), pages 361-384, April.
    3. Cervellera, Cristiano, 2023. "Optimized ensemble value function approximation for dynamic programming," European Journal of Operational Research, Elsevier, vol. 309(2), pages 719-730.
    4. Zéphyr, Luckny & Lang, Pascal & Lamond, Bernard F. & Côté, Pascal, 2017. "Approximate stochastic dynamic programming for hydroelectric production planning," European Journal of Operational Research, Elsevier, vol. 262(2), pages 586-601.
    5. Dachuan Shih & Seoung Kim & Victoria Chen & Jay Rosenberger & Venkata Pilla, 2014. "Efficient computer experiment-based optimization through variable selection," Annals of Operations Research, Springer, vol. 216(1), pages 287-305, May.
    6. Gauvin, Charles & Delage, Erick & Gendreau, Michel, 2018. "A stochastic program with time series and affine decision rules for the reservoir management problem," European Journal of Operational Research, Elsevier, vol. 267(2), pages 716-732.
    7. Borodin, Valeria & Bourtembourg, Jean & Hnaien, Faicel & Labadie, Nacima, 2015. "A multi-step rolled forward chance-constrained model and a proactive dynamic approach for the wheat crop quality control problem," European Journal of Operational Research, Elsevier, vol. 246(2), pages 631-640.
    8. A. Alessandri & C. Cervellera & M. Sanguineti, 2007. "Functional Optimal Estimation Problems and Their Solution by Nonlinear Approximation Schemes," Journal of Optimization Theory and Applications, Springer, vol. 134(3), pages 445-466, September.
    9. Dias, Bruno Henriques & Tomim, Marcelo Aroca & Marcato, André Luís Marques & Ramos, Tales Pulinho & Brandi, Rafael Bruno S. & Junior, Ivo Chaves da Silva & Filho, João Alberto Passos, 2013. "Parallel computing applied to the stochastic dynamic programming for long term operation planning of hydrothermal power systems," European Journal of Operational Research, Elsevier, vol. 229(1), pages 212-222.
    10. D. Fu & Y. Li & G. Huang, 2013. "A Factorial-based Dynamic Analysis Method for Reservoir Operation Under Fuzzy-stochastic Uncertainties," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 27(13), pages 4591-4610, October.
    11. Ariyajunya, Bancha & Chen, Ying & Chen, Victoria C.P. & Kim, Seoung Bum & Rosenberger, Jay, 2021. "Addressing state space multicollinearity in solving an ozone pollution dynamic control problem," European Journal of Operational Research, Elsevier, vol. 289(2), pages 683-695.
    12. Ji He & Xiaoqi Guo & Haitao Chen & Fuxin Chai & Shengming Liu & Hongping Zhang & Wenbin Zang & Songlin Wang, 2023. "Application of HSMAAOA Algorithm in Flood Control Optimal Operation of Reservoir Groups," Sustainability, MDPI, vol. 15(2), pages 1-16, January.
    13. Cervellera, C. & Macciò, D., 2011. "A comparison of global and semi-local approximation in T-stage stochastic optimization," European Journal of Operational Research, Elsevier, vol. 208(2), pages 109-118, January.
    14. Gaivoronski, Alexei & Sechi, Giovanni M. & Zuddas, Paola, 2012. "Cost/risk balanced management of scarce resources using stochastic programming," European Journal of Operational Research, Elsevier, vol. 216(1), pages 214-224.
    15. Zehua Yang & Victoria C. P. Chen & Michael E. Chang & Melanie L. Sattler & Aihong Wen, 2009. "A Decision-Making Framework for Ozone Pollution Control," Operations Research, INFORMS, vol. 57(2), pages 484-498, April.

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