An Impulse Control Approach to Dike Height Optimization (Revised version of CentER DP 2011-097)

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Abstract

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
Number of pages24
Volume2012-079
Publication statusPublished - 2012

Publication series

NameCentER Discussion Paper
Volume2012-079

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 (Revised version of CentER DP 2011-097)",
abstract = "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.",
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author = "M. Chahim and R.C.M. Brekelmans and {den Hertog}, D. and P.M. Kort",
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series = "CentER Discussion Paper",
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An Impulse Control Approach to Dike Height Optimization (Revised version of CentER DP 2011-097). / Chahim, M.; Brekelmans, R.C.M.; den Hertog, D.; Kort, P.M.

Tilburg : Operations research, 2012. (CentER Discussion Paper; Vol. 2012-079).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

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AU - den Hertog, D.

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N2 - 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.

AB - 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.

KW - Impulse Control Maximum Principle

KW - Optimal Control

KW - flood prevention

KW - dikes

KW - cost-benefit analysis

M3 - Discussion paper

VL - 2012-079

T3 - CentER Discussion Paper

BT - An Impulse Control Approach to Dike Height Optimization (Revised version of CentER DP 2011-097)

PB - Operations research

CY - Tilburg

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