Journal ArticleDOI
A dynamic programming successive approximations technique with convergence proofs
A.J. Korsak,R.E. Larson +1 more
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TLDR
Other applications of the method, including the optimization of a multipurpose multi-reservoir water-resource system and an airline scheduling problem with 100 state variables, are discussed.About:
This article is published in Automatica.The article was published on 1970-03-01. It has received 93 citations till now.read more
Citations
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Convergence of a block coordinate descent method for nondifferentiable minimization
TL;DR: In this article, the convergence properties of a block coordinate descent method applied to minimize a non-convex function f(x1,.., x 2, N 3 ) with certain separability and regularity properties were studied.
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Reservoir Management and Operations Models: A State‐of‐the‐Art Review
TL;DR: The objective of this paper is to review the state-of-the-art of mathematical models developed for reservoir operations, including simulation, which include linear programming, dynamic programming, nonliner programming, and simulation.
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Dynamic programming applications in water resources
TL;DR: In this paper, the authors present a survey of dynamic programming models for water resource problems and examine computational techniques which have been used to obtain solutions to these problems, including aqueduct design, irrigation system control, project development, water quality maintenance, and reservoir operations analysis.
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Constrained Differential Dynamic Programming and Its Application to Multireservoir Control
Daniel M. Murray,Sidney Yakowitz +1 more
TL;DR: This paper describes a modification of differential dynamic programming which makes that technique applicable to certain constrained sequential decision problems such as multireservoir control problems discussed in the hydrology literature.
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Optimal short-term hydro scheduling from the principle of progressive optimality
TL;DR: In this paper, an algorithm based on the principle of progressive optimality was proposed for determining the optimal short-term scheduling of multireservoir power systems; the method takes into account water head variations, spilling, and time delays between upstream and downstream reservoirs.
References
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Book
Dynamic Programming
TL;DR: The more the authors study the information processing aspects of the mind, the more perplexed and impressed they become, and it will be a very long time before they understand these processes sufficiently to reproduce them.
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New Results in Linear Filtering and Prediction Theory
R. E. Kalman,R. S. Bucy +1 more
TL;DR: The Duality Principle relating stochastic estimation and deterministic control problems plays an important role in the proof of theoretical results and properties of the variance equation are of great interest in the theory of adaptive systems.