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奇偶迭代动态规划法
引用本文:张开平.奇偶迭代动态规划法[J].武汉大学学报(工学版),1987(1).
作者姓名:张开平
作者单位:武汉水利电力学院水能动力系
摘    要:本文是对水库群系统优化运行问题的二状态规划算法的研究。动态规划的提出为解决多阶段决策过程最优化问题开辟了新途径,但其“维数灾”常是广泛应用动态规划的“拦路虎”。为了改善这种状态,本文在离散微分动态规划法的基础上,对水库群系统优化运行问题的二状态动态规划算法(即奇偶迭代动态规划法)进行了初步探讨。并以某江三水库梯级电站为例,建立了梯级电站电力补偿调节最优化数学模型和电算程序。成果表明,利用二状态动态规划法——奇偶迭代动态规划法能大大减少高速存贮量,“维数灾”明显减轻,方法是可行的。

关 键 词:多阶段决策  动态规划  微分动态规划  离散化  矩阵  收敛  补偿调节

DP Algorithm of the Odd and Even Alternation
Zhang Kaiping.DP Algorithm of the Odd and Even Alternation[J].Engineering Journal of Wuhan University,1987(1).
Authors:Zhang Kaiping
Affiliation:Zhang Kaiping
Abstract:Appearance of DDDP had solved many multistage optimal decision problems, but the curse of the dimensionalty still limits the use of the DDDP Algorithm. In order to improve this case, on the foundation of DDDP, this paper has studied the two state DP Algorithm for optimal operation of multireservoir systems (DP Algorithm of the odd and even alternatiom). An example of three cascade reservoirs was given. The mathematical model was built and the calculating program was made. The results show that method of the peper can greatly decrease storage and the method is feasible.
Keywords:mutistage decision  dynamic programming  differential dynamic programming  discretization  matrices  convergence  compensative regulation
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