UM-17 : Optimum reservoir operation using dynamic programming

Abstract

Dynamic programming is an optimization technique which has been extensively used for solution of various problems associated with water resources systems. As the original technique had several short comings, a number of modifications have been proposed to overcome the limitations, particularly the curse of dimensionality. One modification, known as discrete differential dynamic programming is particularly suited for the problems related with water resources systems.

A computer programme has been developed for optimization of operation of a reservoir using the technique of discrete differential dynamic programming (DDDP). This programme alongwith the theory of DDDP has been presented in this report. The application of the programme to a hypothetical case is also given to illustrate the programme usage.