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On Optimal Regulation Policies for Certain Multi-Reservoir Systems

Author

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  • S. Arunkumar

    (University of California, Los Angeles, California)

  • K. Chon

    (Jet Propulsion Laboratory, Pasadena, California)

Abstract

Optimal regulation policies for two reservoirs connected in series, with seasonal and possibly cross-correlated inflows, are analytically characterized when the immediate reward function is a piecewise linear concave function of the release and the objective is to maximize the expected discounted rewards over finite and infinite time horizons. The optimal policies are expressed in terms of certain critical numbers for which upper and lower bounds are obtained. We propose a heuristic approach for multi-reservoir systems under less restrictive assumptions and apply it to two reservoirs connected in parallel.

Suggested Citation

  • S. Arunkumar & K. Chon, 1978. "On Optimal Regulation Policies for Certain Multi-Reservoir Systems," Operations Research, INFORMS, vol. 26(4), pages 551-562, August.
    • Handle: RePEc:inm:oropre:v:26:y:1978:i:4:p:551-562
    DOI: 10.1287/opre.26.4.551
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    Cited by:

    1. H. X. Phu & H. G. Bock, 2013. "A Common Regularization for Three Reservoir Optimal Control Problems," Journal of Optimization Theory and Applications, Springer, vol. 157(1), pages 199-228, April.

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