An Impulse Control Approach to Dike Height Optimization (Replaced by CentER DP 2012-079)

Research output: Working paperDiscussion paperOther research output

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 the paper presents one of the first real life applications of the Impulse Control Maximum Principle developed by Blaquiere. We show that the proposed Impulse Control approach performs better than Dynamic Programming with respect to computational time. This is caused by the fact that Impulse Control does not need discretization in time.
Original languageEnglish
Place of PublicationTilburg
PublisherOperations research
Volume2011-097
Publication statusPublished - 2011

Publication series

NameCentER Discussion Paper
Volume2011-097

Fingerprint

Levees
Maximum principle
Dynamic programming

Keywords

  • Impulse Control Maximum Principle
  • Optimal Control
  • flood prevention
  • dikes
  • cost-benefit analysis

Cite this

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title = "An Impulse Control Approach to Dike Height Optimization (Replaced by CentER DP 2012-079)",
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 the paper presents one of the first real life applications of the Impulse Control Maximum Principle developed by Blaquiere. We show that the proposed Impulse Control approach performs better than Dynamic Programming with respect to computational time. This is caused by the fact that Impulse Control does not need discretization in time.",
keywords = "Impulse Control Maximum Principle, Optimal Control, flood prevention, dikes, cost-benefit analysis",
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series = "CentER Discussion Paper",
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An Impulse Control Approach to Dike Height Optimization (Replaced by CentER DP 2012-079). / Chahim, M.; Brekelmans, R.C.M.; den Hertog, D.; Kort, P.M.

Tilburg : Operations research, 2011. (CentER Discussion Paper; Vol. 2011-097).

Research output: Working paperDiscussion paperOther research output

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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 the paper presents one of the first real life applications of the Impulse Control Maximum Principle developed by Blaquiere. We show that the proposed Impulse Control approach performs better than Dynamic Programming with respect to computational time. This is caused by the fact that Impulse Control does not need discretization in time.

KW - Impulse Control Maximum Principle

KW - Optimal Control

KW - flood prevention

KW - dikes

KW - cost-benefit analysis

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T3 - CentER Discussion Paper

BT - An Impulse Control Approach to Dike Height Optimization (Replaced by CentER DP 2012-079)

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