Two methods of approximate solution are developed for T -stage stochastic optimal control (SOC) problems, aimed at obtaining finite-horizon management policies for water resource systems. The presence of uncertainties, such as river and rain inflows, is considered. Both approaches are based on the use of families of nonlinear functions, called “one-hidden-layer networks” (OHL networks), made up of linear combinations of simple basis functions containing parameters to be optimized. The first method exploits OHL networks to obtain an accurate approximation of the cost-to-go functions in the dynamic programming procedure for SOC problems. The approximation capabilities of OHL networks are combined with the properties of deterministic sampling techniques aimed at obtaining uniform samplings of highdimensional domains. In the second method, admissible solutions to SOC problems are constrained to take on the form of OHL networks, whose parameters are determined in such a way to minimize the cost functional associated with SOC problems. Exploiting these tools, the two methods are able to cope with the so-called “curse of dimensionality,” which strongly limits the applicability of existing techniques to highdimensional water resources management in the presence of uncertainties. The theoretical bases of the two approaches are investigated. Simulation results show that the proposed methods are effective for water resource systems of high dimension.

Management of Water Resources Systems in the Presence of Uncertainties by Nonlinear Approximators and Deterministic Sampling

BAGLIETTO, MARCO;SANGUINETI, MARCELLO;ZOPPOLI, RICCARDO
2010-01-01

Abstract

Two methods of approximate solution are developed for T -stage stochastic optimal control (SOC) problems, aimed at obtaining finite-horizon management policies for water resource systems. The presence of uncertainties, such as river and rain inflows, is considered. Both approaches are based on the use of families of nonlinear functions, called “one-hidden-layer networks” (OHL networks), made up of linear combinations of simple basis functions containing parameters to be optimized. The first method exploits OHL networks to obtain an accurate approximation of the cost-to-go functions in the dynamic programming procedure for SOC problems. The approximation capabilities of OHL networks are combined with the properties of deterministic sampling techniques aimed at obtaining uniform samplings of highdimensional domains. In the second method, admissible solutions to SOC problems are constrained to take on the form of OHL networks, whose parameters are determined in such a way to minimize the cost functional associated with SOC problems. Exploiting these tools, the two methods are able to cope with the so-called “curse of dimensionality,” which strongly limits the applicability of existing techniques to highdimensional water resources management in the presence of uncertainties. The theoretical bases of the two approaches are investigated. Simulation results show that the proposed methods are effective for water resource systems of high dimension.
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11567/228406
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 15
  • ???jsp.display-item.citation.isi??? 12
social impact