An impulse control approach to dike height optimization

Research output: Contribution to journalArticleScientificpeer-review

Abstract

This paper determines the optimal timing of dike heightenings as well as the corresponding optimal dike heightenings to protect against floods. To derive the optimal policy, we design an algorithm based on the Impulse Control Maximum Principle. In this way, this paper presents one of the first real-life applications of the Impulse Control Maximum Principle developed by Blaquière. We show that the proposed impulse control (IC) approach performs better than dynamic programming with respect to computational time. This is caused by the fact that IC does not need discretization in time.
Original languageEnglish
Pages (from-to)458-477
JournalOptimization Methods and Software
Volume28
Issue number3
DOIs
Publication statusPublished - 2013

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Impulse Control
Levees
Maximum principle
Optimization
Maximum Principle
Optimal Policy
Dynamic programming
Dynamic Programming
Timing
Discretization

Cite this

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title = "An impulse control approach to dike height optimization",
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author = "M. Chahim and R.C.M. Brekelmans and {den Hertog}, D. and P.M. Kort",
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An impulse control approach to dike height optimization. / Chahim, M.; Brekelmans, R.C.M.; den Hertog, D.; Kort, P.M.

In: Optimization Methods and Software, Vol. 28, No. 3, 2013, p. 458-477.

Research output: Contribution to journalArticleScientificpeer-review

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AB - This paper determines the optimal timing of dike heightenings as well as the corresponding optimal dike heightenings to protect against floods. To derive the optimal policy, we design an algorithm based on the Impulse Control Maximum Principle. In this way, this paper presents one of the first real-life applications of the Impulse Control Maximum Principle developed by Blaquière. We show that the proposed impulse control (IC) approach performs better than dynamic programming with respect to computational time. This is caused by the fact that IC does not need discretization in time.

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