Calculate Bellman values throughout iterations of Antares simulation and DP Each simulation leads to a new reward estimation, which leads to new water values, which leads to the off-line calculation in R of an optimal trajectory, which leads to new controls to be evaluated which leads to a new simulation

Calculate Bellman values throughout iterations of Antares simulation and DP Each simulation leads to a new reward estimation, which leads to new water values, which leads to the off-line calculation in R of an optimal trajectory, which leads to new controls to be evaluated which leads to a new simulation

Usage

calculateBellmanWithIterativeSimulationsMultiStock(
  list_areas,
  list_pumping,
  list_efficiency,
  opts,
  nb_control = 10,
  nb_itr = 3,
  mcyears,
  penalty_low,
  penalty_high,
  path_solver,
  states_step_ratio = 1/50,
  cvar_value = 1,
  penalty_final_level = NULL,
  initial_traj = NULL,
  df_previous_cut = NULL,
  list_areas_to_compute = NULL
)

Arguments

list_areas

Vector of areas concerned by simulations.

list_pumping

Named vector of binary to tell if pumping is available in areas.

list_efficiency

Named vector of pumping efficiency.

opts

List of simulation parameters returned by the function antaresRead::setSimulationPath

nb_control

Number of controls used in the interpolation of the reward function

nb_itr

Max number of iterations

mcyears

Vector of years used to evaluate rewards

penalty_low

Penalty for violating the bottom rule curve, comparable to the unsupplied energy cost

penalty_high

Penalty for violating the top rule curve, comparable to the spilled energy cost

path_solver

Character containing the Antares Solver path, argument passed to runSimulation.

states_step_ratio

Discretization ratio to generate steps levels between the reservoir capacity and zero

cvar_value

from 0 to 1. the probability used in quantile method to determine a bellman value which cvar_value all bellman values are equal or less to it. (quantile(cvar_value))

penalty_final_level

Penalties (for both bottom and top rule curves) to constrain final level

initial_traj

Initial trajectory (used for other storages)

df_previous_cut

Data frame containing previous estimations of cuts

list_areas_to_compute

Vector of character. Areas for which to compute Bellman values. If NULL, all areas in list_areas are used.

Value

List containing aggregated water values and the data table with all years for the last iteration