COMPARISON OF STOCHASTIC AND DETERMINISTIC DYNAMIC PROGRAMMING FOR RESERVOIR OPERATING RULE GENERATION¹

TLDR

Two dynamic programming models, deterministic (DPR) and stochastic (SDP), are compared for generating reservoir operating rules, with DPR involving a dynamic program, regression analysis, and simulation, and SDP modeling streamflows as a discrete lag‑one Markov process. The study tests the usefulness of DPR and SDP by building real‑time reservoir operation simulation models for three hydrologically distinct sites. An iterative process links regression‑defined operating rules to optimal deterministic operations, and the resulting DPR and SDP rules are applied in the simulation models to evaluate performance. Across the test cases, DPR‑generated rules outperform for medium to very large reservoirs, while SDP‑generated rules are superior for small reservoirs.

Abstract

ABSTRACT: Two dynamic programming models — one deterministic and one stochastic — that may be used to generate reservoir operating rules are compared. The deterministic model (DPR) consists of an algorithm that cycles through three components: a dynamic program, a regression analysis, and a simulation. In this model, the correlation between the general operating rules, defined by the regression analysis and evaluated in the simulation, and the optimal deterministic operation defined by the dynamic program is increased through an iterative process. The stochastic dynamic program (SDP) describes streamflows with a discrete lag‐one Markov process. To test the usefulness of both models in generating reservoir operating rules, real‐time reservoir operation simulation models are constructed for three hydrologically different sites. The rules generated by DPR and SDP are then applied in the operation simulation model and their performance is evaluated. For the test cases, the DPR generated rules are more effective in the operation of medium to very large reservoirs and the SDP generated rules are more effective for the operation of small reservoirs.