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A distributed optimization model for designing integrated operation policies of a multi-reservoir system

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2 Author(s)
H. Tatano ; Disaster Prevention Res. Inst., Kyoto Univ., Japan ; A. Ruszcaynski

An optimal operation rule design problem of a multiple-reservoir system is considered. The operation rule design problem is formulated as an expected loss per period minimization problem in infinite time horizon which is a problem of a Markov decision process (MDP). The paper presents a method to covert a large (centralized) multi-dimensional MDP problem to a sequence of problems which consist of a coordination LP problem and small decentralized MDP problems for each subsystem

Published in:

Systems, Man, and Cybernetics, 1998. 1998 IEEE International Conference on  (Volume:5 )

Date of Conference:

11-14 Oct 1998