水利学报2015,Vol.46Issue(12):1487-1496,10.DOI:10.13243/j.cnki.slxb.20150368
均匀动态规划方法及其在水电系统优化调度中的应用
Uniform dynamic programming and its application in optimal operation of hydropower system
摘要
Abstract
In order to overcome the dimension disaster of Dynamic Programming (DP) for solving multi-di?mension and multi-stage decision problems, Uniform Dynamic Programming(UDP) is presented on the basis of uniform experimental design and DP. UDP starts from the initial feasible solution in the state space and takes advantage of uniform design table to choose small but representative state vectors of each stage from all the vectors, and then DP is employed to obtain a better solution. UDP won't terminate the calculation until the termination condition is satisfied. The analysis indicates that the space complexity and time com?plexity of UDP are reduced to linear and square growth instead of exponential growth of DP. The simula?tion results of cascaded hydroelectric plants in the Lancanjiang River show that UDP is a novel method for multi-dimension and multi-stage complex decision problems.关键词
多维/多阶段/复杂决策问题/动态规划/均匀试验/降维/维数灾/优化调度Key words
multi-dimension/multi-stage/complex decision-making problems/dynamic programing/uniform experiment/dimensionality reduction/dimension disaster/optimal operation分类
建筑与水利引用本文复制引用
冯仲恺,程春田,牛文静,廖胜利,申建建..均匀动态规划方法及其在水电系统优化调度中的应用[J].水利学报,2015,46(12):1487-1496,10.基金项目
国家自然科学基金重大国际合作项目(51210014) (51210014)
国家重点基础研究发展计划(973计划)项目(2013CB035906) (973计划)