A new method for the real‐time operation of reservoir systems

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Abstract
This paper introduces a new method for the real‐time operation of reservoir systems. The system is represented by a set of stochastic differential equations describing the reservoir and river dynamics in state space form. The formulated reservoir operation problem calls for finding policies which maximize the expected benefits of one system's objective while satisfying the remaining objectives at prespecified reliability levels. The solution is obtained by a new method named extended linear quadratic Gaussian (ELQG) controller. ELQG draws on and extends stochastic control theory results, and it is well suited for the optimization of constrained dynamical systems. It is a trajectory iteration algorithm theoretically expected to exhibit reliability and computational efficiency. The new method is tested and evaluated in a real‐world case study.