Optimal operation of multipurpose reservoirs using flexible stochastic dynamic programming

This paper presents a fuzzy stochastic dynamic programming (FSDP) approach to derive steady-state multipurpose reservoir operating policies. The vagueness associated with some operating objectives as well as with the decision-making process is apprehended through fuzzy set theory. Operating objectives are considered as fuzzy sets and their membership functions represent decision maker’s preferences and satisfaction associated with particular states of the system. At each stage of the FSDP algorithm, current operating objectives are considered as flexible constraints while the fuzzy goal is obtained from the set of maximizing decisions calculated at the previous stage. The decision function results from the aggregation of the flexible constraints and the fuzzy goal. Continuous re-optimization models, with discrete FSDP-derived membership functions approximated by cubic splines, are used for implementing FSDP-derived results in real-time or simulated operation. The model can also employ different hydrologic state variables to describe the temporal persistence of the streamflow process. The proposed approach is implemented to derive operating policies for the Mansour Eddahbi reservoir (Morocco) with current inflow as the hydrologic state variable. © 2002 Elsevier Science B.V. All rights reserved.