Modelling of hydrological persistence for hidden state Markov decision processes

被引：0
|
作者：
Aiden Fisher
David Green
Andrew Metcalfe
机构：
[1] University of Adelaide,
来源：
Annals of Operations Research | 2012年 / 199卷
关键词：
Hidden Markov model; Hidden state Markov decision process; Reservoir operation;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
A reservoir in south east Queensland can supply irrigators, industry or domestic users. Stochastic inflow is modelled by a hidden state Markov chain, with three hidden states corresponding to prevailing climatic conditions. A stochastic dynamic program that relies on estimation of the hidden state is implemented. The optimal decisions are compared with those obtained if the hidden state Markov chain model is replaced with a model that relies on the Southern Oscillation Index to define prevailing climatic conditions.
引用
收藏
页码：215 / 224
页数：9
相关论文
共 50 条
  • [1] Modelling of hydrological persistence for hidden state Markov decision processes
    Fisher, Aiden
    Green, David
    Metcalfe, Andrew
    ANNALS OF OPERATIONS RESEARCH, 2012, 199 (01) : 215 - 224
  • [2] State aggregation in Markov decision processes
    Ren, ZY
    Krogh, BH
    PROCEEDINGS OF THE 41ST IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4, 2002, : 3819 - 3824
  • [3] MARKOV DECISION PROCESSES WITH FINITE STATE AND DECISION SPACES
    RYKOV, VV
    THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1966, 11 (02): : 302 - &
  • [4] Parametric modelling of state transitions in hidden Markov model
    1600, Publ by Elsevier Science Publishers B.V., Amsterdam, Neth
  • [5] Algebraic Hidden processes and Hidden Markov processes
    Accardi, Luigi
    Soueidi, El Gheteb
    Lu, Yun Gang
    Souissi, Abdessatar
    INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2024,
  • [6] Modelling the profitability of credit cards by Markov decision processes
    So, Meko M. C.
    Thomas, Lyn C.
    EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2011, 212 (01) : 123 - 130
  • [7] MARKOV DECISION PROCESSES WITH STATE INOFRMATION LAG
    BROOKS, DM
    LEONDES, CT
    OPERATIONS RESEARCH, 1972, 20 (04) : 904 - &
  • [8] Hidden Markov processes
    Ephraim, Y
    Merhav, N
    IEEE TRANSACTIONS ON INFORMATION THEORY, 2002, 48 (06) : 1518 - 1569
  • [9] Robust and Efficient Transfer Learning with Hidden Parameter Markov Decision Processes
    Killian, Taylor
    Daulton, Samuel
    Konidaris, George
    Doshi-Velez, Finale
    ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 30 (NIPS 2017), 2017, 30
  • [10] Robust and Efficient Transfer Learning with Hidden Parameter Markov Decision Processes
    Killian, Taylor W.
    Konidaris, George
    Doshi-Velez, Finale
    THIRTY-FIRST AAAI CONFERENCE ON ARTIFICIAL INTELLIGENCE, 2017, : 4949 - 4950
12345