On Optimal Regulation Policies for Certain Multi-Reservoir Systems

S. Arunkumar and K. Chon
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S. Arunkumar: University of California, Los Angeles, California
K. Chon: Jet Propulsion Laboratory, Pasadena, California

Operations Research, 1978, vol. 26, issue 4, 551-562

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.

Date: 1978
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