Title
An impulse control approach to dike height optimization
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.
Year
DOI
Venue
2013
10.1080/10556788.2012.737326
Optimization Methods and Software
Keywords
Field
DocType
height optimization,impulse control maximum principle,real-life application,proposed impulse control ic,corresponding optimal dike heightenings,dike heightenings,dynamic programming,optimal timing,impulse control approach,optimal policy,dikes,optimal control,maximum principle,cost benefit analysis
Discretization,Dynamic programming,Dike,Mathematical optimization,Maximum principle,Optimal control,Control theory,Impulse (physics),Mathematics
Journal
Volume
Issue
ISSN
28
3
1055-6788
Citations 
PageRank 
References 
3
0.70
2
Authors
4
Name
Order
Citations
PageRank
Mohammed Chahim151.74
Ruud Brekelmans2305.23
Dick Den Hertog351375.39
Peter M. Kort420544.47