A CONSTRAINED STATE FORMULATION FOR THE STOCHASTIC-CONTROL OF MULTIRESERVOIR SYSTEMS

A new formulation is presented for the analysis of multireservoir syst ems, based on the development of first and second moment expressions f or the stochastic storage state variables. These expressions give expl icit consideration to the maximum and minimum storage bounds in the re servoir system, a feature not incorporated in some existing formulatio ns based on traditional control theory. Using this analysis, expected values of the storage states, variances of storage, release policies, reliability levels, and failure probabilities (useful information in t he context of reservoir operations and design) can be obtained from a nonlinear programming solution. The approach does not involve any disc retization of the system variables. The results for the means and stan dard deviations of the storage states for a multireservoir system comp are favorably with those obtained from simulation.