Stochastic Dynamic Programming Model for Single Reservoir

Abstract

The present research aims to study the feasibility of using a Stochastic DynamicProgramming model "SDP" to calculate the optimal operating policy for a singlereservoir system.The study required to write two computer codes; one is for Deterministic DynamicProgramming "DDP" and the other is for Stochastic Dynamic Programming "SDP"using MATLAB platform.A comparison study has been conducted between the optimal operating policiesobtained from the two models. The results revealed that the SDP outputs were morerealistic than those obtained by DDP, as the first gives the reservoir operator moreflexibility to deal with the variation of the inflow to the reservoir, while the second isnot.Additionally, a simple nomographhas been introduced to assist the operator of thereservoir to manage a wide variety of inflow scenarios.