Search Results - sampling stochastic dynamic programming

Sampling/stochastic dynamic programming for optimal operation of multi-purpose reservoirs using artificial neural network-based ensemble streamflow predictions by Anvari, Sedigheh, Mousavi, S. Jamshid, Morid, Saeed

“… The models include dynamic programming (DP), stochastic DP (SDP) with inflow classification (SDP/Class…”
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Combined Aggregated Sampling Stochastic Dynamic Programming and Simulation-Optimization to Derive Operation Rules for Large-Scale Hydropower System by Wu, Xinyu, Guo, Rui, Cheng, Xilong, Cheng, Chuntian

“… In the first stage, the optimal operation model is simplified and solved using sampling stochastic dynamic programming (SSDP…”
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Analysis of stochastic dual dynamic programming method by Shapiro, Alexander

“…In this paper we discuss statistical properties and convergence of the Stochastic Dual Dynamic Programming (SDDP…”
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A Study on Sampling Stochastic Dynamic Programming for Long-term Hydropower Operation by Weng, Shuqin, Kang, Chuanxiong, Zhao, Zenghai, Zhu, Fangliang, Gao, Jie, Wang, Xu, Guo, Peng

“… Sampling stochastic dynamic programming (SSDP) is a method that based on the classical stochastic dynamic programming (SDP…”
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Designing Resilient Multipurpose Reservoir Operation Policies in Presence of Internal Climate Variability by Upadhyay, Divya, Bhatia, Udit

“…‐objective stochastic optimization techniques. This approach is applied to design optimal operating policies for the Sardar Sarovar Dam in Gujarat, India, a multipurpose infrastructure of national importance to meet flood control, hydroelectric…”
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Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization by Zhang, Shixuan, Sun, Xu Andy

“… We develop stochastic dual dynamic programming (SDDP) type algorithms with nested decomposition, deterministic sampling, and stochastic sampling…”
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Beyond stochastic dynamic programming: a heuristic sampling method for optimizing conservation decisions in very large state spaces by Nicol, Sam, Chadès, Iadine

“… To this end stochastic dynamic programming (SDP) has become the most widely used tool to calculate the optimal policy to manage a population over time and under uncertainty. 2…”
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Multipurpose Reservoir Operation: a Multi-Scale Tradeoff Analysis between Hydropower Generation and Irrigated Agriculture by Gonzalez, Jose M., Olivares, Marcelo A., Medellín-Azuara, Josué, Moreno, Rodrigo

“…Reservoir operations often require balancing among several water uses. Despite the non-consumptive nature of hydropower, conflicts exist between irrigation and…”
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Reservoir optimization using sampling SDP with ensemble streamflow prediction (ESP) forecasts by Faber, B.A., Stedinger, J.R.

“…The National Weather Service (NWS) produces ensemble streamflow prediction (ESP) forecasts. These forecasts are used as the basis of a Sampling Stochastic Dynamic Programming…”
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Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming by Rebennack, Steffen

“… as stochastic dual dynamic programming (SDDP). In this paper, we embed the SDDP algorithm into the scenario tree framework, essentially combining the nested Benders decomposition method on trees with the sampling procedure of SDDP…”
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Sampling strategies and stopping criteria for stochastic dual dynamic programming: a case study in long-term hydrothermal scheduling by Homem-de-Mello, Tito, de Matos, Vitor L., Finardi, Erlon C.

“… The original stochastic process is represented by a finite scenario tree and, because of the large number of stages, a sampling-based method such as the Stochastic Dual Dynamic Programming (SDDP…”
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Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming by Gangammanavar, Harsha, Sen, Suvrajeet

“… When this process exhibits stagewise independence, sampling-based techniques, particularly the stochastic dual dynamic programming (SDDP…”
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Sequential Importance Sampling Algorithms for Dynamic Stochastic Programming by Dempster, M. A. H.

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value of updating ensemble streamflow prediction in reservoir operations by Eum, Hyung-Il, Kim, Young-Oh

“… The reservoir operating policies derived from a sampling stochastic dynamic programming model using ESP scenarios updated three times a month were applied to the Geum River basin to measure the value…”
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Stochastic optimization of multireservoir systems via reinforcement learning by Lee, J.H, Labadie, J.W

“…Although several variants of stochastic dynamic programming have been applied to optimal operation of multireservoir systems, they have been plagued by a high…”
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Asynchronous parallel stochastic dual dynamic programming applied to hydrothermal generation planning by Machado, Felipe D.R., Diniz, Andre Luiz, Borges, Carmen L.T., Brandão, Lilian C.

“…•Stochastic Dual Dynamic Programming (SDDP) is widely used to solve long-term energy planning problems…”
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Long-Term Planning of Water Systems in the Context of Climate Non-Stationarity with Deterministic and Stochastic Optimization by Haguma, Didier, Leconte, Robert

“… The first model used one time-step sampling stochastic dynamic programming (SSDP). The other models with two time-steps are long-term deterministic dynamic programming (LT-DDP…”
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Modeling Multi-objective Pareto-optimal Reservoir Operation Policies Using State-of-the-art Modeling Techniques by Mohanavelu, Aadhityaa, Soundharajan, Bankaru-Swamy, Kisi, Ozgur

“…), Fitted Q-Iteration (FQI), Sampling Stochastic Dynamic Programming (SSDP), and Model Predictive Control (MPC…”
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Robust stochastic optimization for reservoir operation by Pan, Limeng, Housh, Mashor, Liu, Pan, Cai, Ximing, Chen, Xin

“… Application of classic stochastic optimization methods to large‐scale problems is limited due to computational difficulty…”
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The value of rolling-horizon policies for risk-averse hydro-thermal planning by Guigues, Vincent, Sagastizábal, Claudia

“… From the optimization point of view, this amounts to a large-scale multistage stochastic linear program, often solved by combining sampling with decomposition algorithms, like stochastic dual dynamic programming…”
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