caa a22 4500 606233059 CHVBK 20210128101230.0 cr unu---uuuuu 210128e20151001xx s 000 0 eng 10.1007/s10287-015-0242-1 doi (NATIONALLICENCE)springer-10.1007/s10287-015-0242-1 Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems [Elektronische Daten] [Luckny Zéphyr, Pascal Lang, Bernard Lamond] We present a new approach for adaptive approximation of the value function in stochastic dynamic programming. Under convexity assumptions, our method is based on a simplicial partition of the state space. Bounds on the value function provide guidance as to where refinement should be done, if at all. Thus, the method allows for a trade-off between solution time and accuracy. The proposed scheme is experimented in the particular context of hydroelectric production across multiple reservoirs. Springer-Verlag Berlin Heidelberg, 2015 Value function approximation nationallicence Stochastic dynamic programming nationallicence Simplicial decomposition nationallicence Regular grids nationallicence Separable grids nationallicence Reservoir networks nationallicence Zéphyr Luckny Operations and Decision Systems Departement, Université Laval, Pavillon Palasis-Prince, 2325, Rue de la Terrasse, G1V 0A6, Quebec, QC, Canada aut Lang Pascal Operations and Decision Systems Departement, Université Laval, Pavillon Palasis-Prince, 2325, Rue de la Terrasse, G1V 0A6, Quebec, QC, Canada aut Lamond Bernard Operations and Decision Systems Departement, Université Laval, Pavillon Palasis-Prince, 2325, Rue de la Terrasse, G1V 0A6, Quebec, QC, Canada aut Computational Management Science Springer Berlin Heidelberg 12/4(2015-10-01), 539-557 1619-697X 12:4<539 2015 12 10287 https://doi.org/10.1007/s10287-015-0242-1 text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s10287-015-0242-1 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Zéphyr Luckny Operations and Decision Systems Departement, Université Laval, Pavillon Palasis-Prince, 2325, Rue de la Terrasse, G1V 0A6, Quebec, QC, Canada aut NATIONALLICENCE 700 1- Lang Pascal Operations and Decision Systems Departement, Université Laval, Pavillon Palasis-Prince, 2325, Rue de la Terrasse, G1V 0A6, Quebec, QC, Canada aut NATIONALLICENCE 700 1- Lamond Bernard Operations and Decision Systems Departement, Université Laval, Pavillon Palasis-Prince, 2325, Rue de la Terrasse, G1V 0A6, Quebec, QC, Canada aut NATIONALLICENCE 773 0- Computational Management Science Springer Berlin Heidelberg 12/4(2015-10-01), 539-557 1619-697X 12:4<539 2015 12 10287