LINEAR-QUADRATIC DYNAMIC-PROGRAMMING FOR WATER RESERVOIR MANAGEMENT

Dynamic programming (DP) is applied in order to determine the optimal management policy for a water reservoir by modeling the physical probl em via a linear quadratic (LQ) structure. A simplified solution to the LQ tracking problem ir provided under mild assumptions. The model pre sents an aggregated multicriteria decision making problem where flood control, hydroelectric power, and water demand have to be satisfied Si multaneously the energy production ir to be maximized the mismatch of water demand minimized and the water release should not cause flooding . The system constraints are basically the conservation of mass within the reservoir system, and the minimum and the maximum allowable limit s for the water release and the reservoir level. The stochastic variab les consist of the water inflow from the reservoir drainage basin, pre cipitation and evaporation. The Tenkiller Ferry dam on the Illinois Ri ver basin in Oklahoma is analyzed as a case study. (C) 1997 by Elsevie r Science Inc.