کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
6894553 | 1445925 | 2018 | 13 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Stochastic decomposition applied to large-scale hydro valleys management
ترجمه فارسی عنوان
تجزیه تصادفی برای مدیریت دره های بزرگ در مقیاس بزرگ استفاده می شود
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کلمات کلیدی
برنامه ریزی تصادفی کنترل بهینه تصادفی زمان گسسته، روش تجزیه، برنامه نویسی دینامیک، مدیریت انرژی،
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
علوم کامپیوتر (عمومی)
چکیده انگلیسی
We are interested in optimally controlling a discrete time dynamical system that can be influenced by exogenous uncertainties. This is generally called a Stochastic Optimal Control (SOC) problem and the Dynamic Programming (DP) principle is one of the standard ways of solving it. Unfortunately, DP faces the so-called curse of dimensionality: the complexity of solving DP equations grows exponentially with the dimension of the variable that is sufficient to take optimal decisions (the so-called state variable). For a large class of SOC problems, which includes important practical applications in energy management, we propose an original way of obtaining near optimal controls. The algorithm we introduce is based on Lagrangian relaxation, of which the application to decomposition is well-known in the deterministic framework. However, its application to such closed-loop problems is not straightforward and an additional statistical approximation concerning the dual process is needed. The resulting methodology is called Dual Approximate Dynamic Programming (DADP). We briefly present DADP, give interpretations and enlighten the error induced by the approximation. The paper is mainly devoted to applying DADP to the management of large hydro valleys. The modeling of such systems is presented, as well as the practical implementation of the methodology. Numerical results are provided on several valleys, and we compare our approach with the state of the art SDDP method.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: European Journal of Operational Research - Volume 270, Issue 3, 1 November 2018, Pages 1086-1098
Journal: European Journal of Operational Research - Volume 270, Issue 3, 1 November 2018, Pages 1086-1098
نویسندگان
P. Carpentier, J.-Ph. Chancelier, V. Leclère, F. Pacaud,