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A STOCHASTIC DYNAMIC PROGRAMMING BASED APPROACH TO THE OPERATION OF A MULTI-RESERVOIR SYSTEM

✍ Scribed by F.-K. Tai; I. C. Goulter


Book ID
111427061
Publisher
American Water Resources Association
Year
1987
Tongue
English
Weight
399 KB
Volume
23
Category
Article
ISSN
1093-474X

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## Abstract In this paper we develop a simulation‐based approach to stochastic dynamic programming. To solve the Bellman equation we construct Monte Carlo estimates of __Q__‐values. Our method is scalable to high dimensions and works in both continuous and discrete state and decision spaces while a