統計的二次近似によるダム貯水池群の実時間操作

Abstract

In this paper the problem of real-time operation of a multireservoir system is examined.We take into consideration a) uncertainties of the system, b) how to use all available real-timeinformation, c) chance constraints of stochastic state variables and d) curse of dimensionality.The aim is to show the efficincy of the statistical second-order approximation method fortransforming a multireservoir system into an LQG (Linear dynamics, Quadratic perfomance, Gaussian uncertainties) system, and to present an algorithm for real-time operation of amultireservoir system. The optimization method used is based on DDP (differential dynamicprogramming) and the chance constraints are treated by introducing penalties into objectivefunction. The control series are determined by OLFC (Open-Loop Feedback Controller).In order to compare the statistical approximation method with the Taylor approximation, anexample is presented. With using the real-time operation method a two-reservoir system issimulated.