Research Reports from the Department of Operations
Document Type
Dissertation
Publication Date
5-1-1983
Abstract
An iterative method for solving multistate dynamic control problems is presented. The algorithm differs from most decomposition methods currently used in the deterministic optimization of control systems. The method is described as a functional approximation of the recursive equation in dynamic programming. The basic concept is directly dependent on the Sensitivity Theorem in nonlinear programming. The method, referred to as Functional Approximation approach to multistate Control Problem (FACP) is shown to be efficient in case study for operation of multireservoir system. It results in a marked reduction in computer storage and thus directly increases the power of multistate dynamic programming as a tool in the optimization of multi-dimensional deterministic systems.
Keywords
Operations research, Dynamic programming, Control theory, Nonlinear programming, Mathematical optimization, Systems engineering, Algorithms, Multidimensional databases, Iterative methods (Mathematics)
Publication Title
Dissertation/Technical Memorandums from the Department of Operations, School of Management, Case Western Reserve University
Issue
Technical memorandum no. 519 ; Submitted in partial fulfillment of the requirements for the Degree of Doctor of Philosophy.
Rights
This work is in the public domain and may be freely downloaded for personal or academic use
Recommended Citation
Shusang, Prasert, "Functional Approximation Approach to Multistate Control Problems" (1983). Research Reports from the Department of Operations. 218.
https://commons.case.edu/wsom-ops-reports/218