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H. Vladimirou, “Brief Introduction to Stochastic Programming (and Financial Modeling Applications),” University of Cyprus, 2003.

has been cited by the following article:

• TITLE: Optimal Reservoir Operation Using Stochastic Dynamic Programming

  AUTHORS: Pan Liu, Jingfei Zhao, Liping Li, Yan Shen

  KEYWORDS: Reservoir Operation; Stochastic Dynamic Programming; Operating Rules

  JOURNAL NAME: Journal of Water Resource and Protection, Vol.4 No.6, June 20, 2012

  ABSTRACT: This paper focused on the applying stochastic dynamic programming (SDP) to reservoir operation. Based on the two stages decision procedure, we built an operation model for reservoir operation to derive operating rules. With a case study of the China’s Three Gorges Reservoir, long-term operating rules are obtained. Based on the derived operating rules, the reservoir is simulated with the inflow from 1882 to 2005, which the mean hydropower generation is 85.71 billion kWh. It is shown that the SDP works well in the reservoir operation.