1st International Conference on Experiments/Process/System Modelling/Simulation/Optimization 1st IC-EpsMsO Athens, 6-9 July, 2005 © IC- EpsMsO LINEAR PROGRAMMING AND DYNAMIC PROGRAMMING APPLICATION IN IRRIGATION NETWORKS DESIGN Menelaos E. Theocharis1 , Christos D. Tzimopoulos 2 , Stauros I. Yannopoulos 2 , Maria A. Sakellariou - Makrantonaki 3 1 Dep. οf Crop Production Tech. Educ. Inst. of Epirus, 47100 Arta, Greece, e-mail: [email protected] 2 3 Dep. of Rural and Surveying Engs, A.U.TH, 54006 Thessaloniki, Greece Dep. οf Agric., Crop Prod., and Rural Envir., Univ. of Thessaly 38334,Volos,Greece Keywords: Irrigation, head, network, cost, linear, dynamic Abstract. The designating factors in the design of branched irrigation networks are the cost of pipes and the cost of pumping. They both depend directly on the hydraulic head of the pump station. An increase of the head of the pump involves a reduction of the construction cost of the network, as well as, an increase of the pumping cost. It is mandatory for this reason to calculate the optimal head of the pump station, in order to derive the minimum total cost of the irrigation network. The certain calculating methods in identified the above total cost of a network, that have been derived are: the linear programming optimization method, the non linear programming optimization method, the dynamic programming optimization method and the Labye’s method. All above methods have grown independently and a comparative study between them has not yet been derived. In this paper a comparative calculation of the optimal head of the pump station using the linear programming method and the dynamic programming method is presented. Application and comparative evaluation in a particular irrigation network is also developed. 1. INTRODUCTION The problem of selecting the best arrangement for the pipe diameters and the optimal pumping head so as the minimal total cost to be produced, has received considerable attention many years ago by the engineers who study hydraulic works. The knowledge of the calculating procedure in order that the least cost is obtained, is a significant factor in the design of the irrigation networks and, in general, in the management of the water resources of a region. The classical optimization techniques, which have been proposed so long, are the following: a) The linear programming optimization method [1,2,4,5,6,7,8], b) the nonlinear programming optimization method [6,7,8], c) the dynamic programming method [3,6,8,9], and d) the Labye’s optimization method [3,6,7,8] . The common characteristic of all the above techniques is an objective function, which includes the total cost of the network pipes, and which is optimized according to specific constraints. The decision variables that are generally used are: the pipes diameters, the head losses, and the pipes’ lengths. As constraints are used: the pipe lengths, and the available piezometric heads in order to cover the friction losses. In this study, a systematic calculation procedure of the optimum pump station head is presented, using the linear programming method and the nonlinear programming method is presented. Application and comparative evaluation in a particular irrigation network is also developed. 3. METHODS 3.1 The linear programming optimization method According to this method, the search for optimal solutions of hydraulic networks is carried out considering that the pipe diameters can only be chosen in a discrete set of values corresponding to the standard ones considered. Due to that, each pipe is divided into as many sections as there are standard diameters, the length of these sections thus being adapted as decision variables. The least cost of the pipe network, P Ν, is obtained from the minimal value of the objective function, meeting the specific functional and non negativity constraints. a. The variance of the head of the pump station The optimal head of the pump station is the one that leads to the minimum total annual cost of the project. In the studies of irrigation networks, the determination of the optimal head of the pump station is essential, so that the most economic project to be planned. As it is impossible to produce a continuous function between the Menelaos E. Theocharis, Christos D. Tzimopoulos , Stauros I. Yannopoulos , Maria A. Sakellariou - Makrantonaki optimal pump station head and the total cost of the project, the calculation of the optimal pump station head is achieved through the following process: a) the variance of the pump station head are determined, b) using one of the known optimisation methods, the optimal annual total cost of the project for every head of the pump station is calculated, c) The graph ΡET.- HA is constructed and its minimum point is defined, which corresponds in the value of Hman, This value constitutes the optimal pump station head. The variance of the values of the pump station head is resulted as following [6]: If in a complete route of an irrigation network the smallest allowed pipe diameters are selected, the maximum value of the head of the pump station is resulted, in order to cover the needs of the complete route. A further increase of this value, involves the setting of a pressure reducing valve on this route. Additionally, if in a complete route the biggest allowed pipe diameters are selected, the minimum value of the pump station is resulted, in order to cover the needs of the complete route. A further reduction of this value involves setting a pump in this route. These two extreme values constitute the highest and the lowest possible value of the pump station head respectively. b. The objective function The objective function is expressed by [ 2,6]: f (X) CX (1) where C is the vector giving the cost of the pipes sections in Euro per meter and X is the vector giving the lengths of the pipes sections in meter. The vectors C and X are determined as: C C1....C i ... C n C i δ i1......δij ...δ ik X X1 ....X i ... X n T X i x i1......xij ... x ik T for i 1 , 2 ,..., n (2) for i 1 , 2 ,..., n and j 1 , 2 ,..., k (3) for i 1 , 2 ,..., n (4) for i 1 , 2 ,..., n and j 1 , 2 ,..., k (5) where: x11 , x12 , ... , x nk , are the decision variables in meter, ij is the cost of jth section of ith pipe in Euro per meter, n is the total number of the pipes in the network , and k the total number of each pipe accepted diameters (= the number of the sections in which each pipe is divided). c. The functional constraints The functional constraints are length constraints and friction loss constraints. The length constraints are expressed by: k L i x ij (6) Δh i H Α h i (7) j1 The friction losses constraints are expressed by: i i 1 for all the nodes, i , where HA is the piezometric head of the water intake, hi is the minimum required i piezometric head at each node i. The sum h i is taken along the length of every route i, of the network. i 1 d. The non negativity constraints The non negativity constraints are expressed by: x ij 0 (8) Menelaos E. Theocharis, Christos D. Tzimopoulos , Stauros I. Yannopoulos , Maria A. Sakellariou - Makrantonaki e. The least cost of the pipe network The least cost of the pipe network, P Ν, is obtained from the minimal value of the objective function. The minimal value of the objective function, min f(X) C X , is obtained using the simplex method. The calculation is carried out for : min H A H A Z A H man max H A (9) where min HA and max HA are as they are defined above in paragraph 3.1.a f. The selection of the pump station optimal head For the variance of the pump station head min H A H A Z A H man max H A , Pan. is calculated. Then, the graph Pan. is constructed from which the minimum value of Pan. is resulted. Finally the Ηman = ΗA - ΖΑ corresponded to minP an. is calculated, which is the optimal head of the pump station. e. Selecting the optimal pipe diameters Using the simplex method the optimal pipe diameters, D Ν, corresponded to the optimal head of the pump station are obtained. 3.2. The dynamic programming optimization method According to this method, the search for optimal solutions of hydraulic networks is carried out considering that the pipe diameters can only be chosen in a discrete set of values corresponding to the standard ones considered. The least cost of the pipe network is obtained from the minimal value of the objective function, meeting the specific functional and non negativity constraints. a. The objective function The objective function is expressed by [ 6,8,9]: Fi* min Δ ij F(i* 1) (10) where Fi* is the optimal total cost of the network downstream the node i, and Δ ij is the cost of pipe i with a given diameter j. Τhe decision variables, Dij, are the possible values for the accepted diameters of each pipe. b. The functional constraints The functional constraints [ 6,8,9] are specific functional constraints and non negativity constraints. The specific functional constraints for every complete route of the network, are expressed by: πj H π j Δh k H i k i (11) where H π j is the required minimal piezometric head value at πj end, Hi is the required minimal πj piezometric head value at node i, and the sum Δh k is the total friction losses from node i to the end πj of k i every complete route of the network. The non negativity constraints are expressed by: Δh i > 0 where i = 1... n, and n is the total number of the pipes in the network. (12) c. Calculating the minimal total cost of the network At first the minimal acceptable piezometric head value hi for every node of the network is determined. If the node has a water intake, then hi = Zi+25 m, otherwise hi = Zi = 4 m. Thereinafter the technically acceptable head values at the nodes of the network are obtained from the minimal value of the objective function[ 6,8,9]. The calculations begin from the end pipes and continue sequentially till the head of the network, which is the edge of the last pipe. Because the decision variables can receive a limited number of distinguishable discontinuous values, the algorithm that will be applied is the complete model of Menelaos E. Theocharis, Christos D. Tzimopoulos , Stauros I. Yannopoulos , Maria A. Sakellariou - Makrantonaki dynamic programming with backward movement (Backward Dynamic Programming, Full Discrete Dynamic Program-ming – BDP, FDDP). i). A network with pipes in sequence The required piezometric head value at the upstream node of each end pipe is calculated [6], for every possible acceptable commercial diameter, if the total friction losses are added to the acceptable piezometric head values for the corresponding downstream end. From the above computed head values, all those that have smaller value than the required minimum head value at the upstream node, are rejected (Criterion A). The remaining head values are classified in declining order and the corresponding costs that are calculated should be in ascending order. The solutions that do not meet this restriction are rejected (Criterion B). The application of the B criterion is easier, if the checking begins from the bigger costs. Each cost should be smaller than the precedent one otherwise it should be rejected. The described procedure is being repeated for the next (upstream) pipes. Further every solution that leads to a diameter smaller than the collateral possible diameter of the downstream pipe is also rejected (Criterion C). ii). Branched networks[6] From now on, every pipe whose downstream node is a junction node will be referred as a branched pipe. Defining of the downstream node characteristics The heads at the upstream nodes of the contributing pipes are calculated. The solutions, which lead to a head value that is not acceptable for all the contributing pipes, are rejected (Criterion D). The remaining head values, which are the acceptable ones for the branched node are classified in declining order. The relevant cost of the downstream part of the network - which is the sum of the contributing branches costs - is calculated for every possible node head value. Defining of the upstream node characteristics The total friction losses, corresponding to every diameter value of the branched pipe, are added to every head value at the downstream node and so the acceptable heads at the upstream node are calculated. The total cost of the network part including the branched pipe is calculated for all the possible heads at the upstream node. The acceptable characteristics of the upstream node are resulted using the same procedure with the one of the pipes in sequence (criteria B and C). The described procedure is continued for every next branched pipe till the head of the network where the total number of possible head values is resulted. d. Selecting the pump station optimal head For every calculated value of the pump station head, H A, that is resulted from the backwards dynamic programming procedure, a corresponding value of the network cost, Pan, is computed[ 6,8,9]. Then, the graph Pan.HA is constructed and from that the minimum value of Pan is resulted. Finally the Ηman = ΗA - ΖΑ that corresponds to minPan is calculated and this is the optimal head of the pump station. e. Selecting the optimal pipe diameters[ 6,8,9] The friction losses, corresponding to every acceptable diameter of the first pipe of the network, are subtracted from the optimal value of HA, and thus the possible head values at the end of the first pipe are calculated. The biggest of these head values, which lies within the limits determined by the backwards procedure, is selected. The diameter value that corresponds to this head value is the optimal diameter of the first pipe. This procedure has to be repeated for every network pipe till the end pipes. 3.3 The total annual cost of the network The total annual cost of the project is calculated by [6]: Pan. PN an. PMan. POan. Ean. 0.0647767 PN 2388 .84QH man Euro (13) where PN an. 0.0647767 PN is the annual cost of the network materials , P M an. 265 .292 QH man is the annual cost of the mechanical infrastructure , POan. 49.445 QΗ man is the annual cost of the building infrastructure, and Ε an. 2074 .11QΗ man is the annual operational cost of the pump station 4. APPLICATION The optimal pump station head of the irrigation network, which is shown in Figure 1, is calculated. The material of the pipes is PVC 10 atm. The required minimum piezometric head at each node, hi, is resulted by the Menelaos E. Theocharis, Christos D. Tzimopoulos , Stauros I. Yannopoulos , Maria A. Sakellariou - Makrantonaki elevation head at the network nodes, Zi, bearing in mind that the minimum required pressure head is 25 m at the water consuming nodes and 4 m at the others. Figure 1 represents the real networks and provide geometric and hydraulic details. Figure 1. The real under solution network 4.1. The optimal cost of the network according to the linear programming method a. The variance of the head of the pump station The complete route presenting the minimum average gradient is A-39. The minimum and maximum friction losses of all the pipes, which belong to this complete route, are calculated and the results are shown in table 1. From the table is resulted that min H A h 39 1.10 J i min L i 80 .80 2.77 83 .57 m 39 i K1 and max H A h 39 1.10 J i max L i 80 .80 21 .79 102 .59 m 39 i K1 Table 1. The minimum and maximum head losses of all the pipes, which belong to the complete route presenting the minimum average gradient Li Pipe [m] 39 38 37 36 Κ36 225 240 240 125 190 Minimum losses Maximum losses maxDi min1,1Ji minDi max1,1Ji [mm] [%] [mm] [%] 160 0.249 110 1.607 225 0.167 140 1.774 280 0.120 160 1.966 315 0.114 200 1.103 450 0.071 250 1.342 Li pipe [m] K28 K19 K10 K1 A 185 120 200 50 0 Minimum losses Maximum losses maxDi min1,1Ji minDi max1,1Ji [mm] [%] [mm] [%] 500 0.090 315 0.909 500 0.194 355 1.083 500 0.309 400 0.951 500 0.450 450 0.766 0 0 b. The optimal cost of the network The minimization of the objective function is obtained using the simplex method. The calculation is made for pump heads: HA = 84.00 m till 102.00 m, where ΖΑ=52m. The results are presented in Table 2. Menelaos E. Theocharis, Christos D. Tzimopoulos , Stauros I. Yannopoulos , Maria A. Sakellariou - Makrantonaki Table 2. The optimal cost of the network, PN , for pump heads HA = 84.00 m till 102.00 m. HA PN [m] [€] 84 377362 85 352158 86 335087 HA PN [m] [€] 87 320760 88 309074 89 299360 HA [m] 90 91 92 PN [€] 290911 283707 277403 HA [m] 93 94 95 PN [€] 271466 266292 262157 HA [m] 96 97 98 PN [€] 258885 256757 254770 HA [m] 99 100 101 PN HA PN [€] [m] [€] 253397 102 251522 252340 251850 c. The optimal head of the pump station The total annual cost of the project is calculated using the linear programming method and the eq. (13), for pump heads: HA = ZA + Hman = 84.00 m till 102.00 m, where ΖΑ=52,00 m. The results are presented in Table 3. After all, the corresponding graphs Pan. - ΗA (Figure 2) are constructed and the min Pan. is calculated. From the minPan. the corresponding Ηman = ΗA - ΖΑ is resulted. Table 3. The total annual cost of the project, Pan. , for HA = 84.00 m till 102.00 m. HA [m] 84 85 86 PN [€] 43595 42562 42054 HA [m] 87 88 89 PN [€] 41726 41567 41535 HA [m] 90 91 92 PN [€] 41588 41717 41908 HA [m] 93 94 95 PN [€] 42122 42386 42715 HA [m] 96 97 98 PN [€] 43102 43563 44032 HA [m] 99 100 101 PN [€] 44543 45071 45640 HA [m] 102 PN [€] 46216 From Table 3 and Figure 2 it is concluded that the minimum cost of the network is minPΕΤ. = 41443 €, produced for HA = 88.70 m with corresponding H man = 88.70 – 52.00 = 36.70 m Note: The value HA=88.70 m have been resulted after the application of the above, for smaller subdivisions of H A values which are not presented in Table 3. e. Selecting the optimal pipe diameters Using the simplex method the optimal pipe diameters, D Ν, corresponded to the optimal head of the pump station are obtained. The results are presented in Table 4. Table 4. The optimal pipe diameters, DN , according to the linear programming method Length [m] Κ1 50 1 140 2 280 3 167 3α 183 4 120 5 235 6 240 7 122 7α 108 8 210 9 160 Pipe DN [mm] Φ500 Φ160 Φ140 Φ125 Φ110 Φ225 Φ200 Φ200 Φ200 Φ160 Φ160 Φ125 Length [m] Κ10 200 10 135 11 40 11α 250 12 245 13 120 14 235 15 235 16 225 16α 5 17 210 18 145 Pipe DN [mm] Φ450 Φ160 Φ160 Φ140 Φ125 Φ225 Φ200 Φ200 Φ200 Φ160 Φ160 Φ125 Length [m] Κ19 120 19 230 20 240 21 250 22 94 22α 156 23 120 24 230 25 123 25α 107 26 255 27 165 Pipe DN [mm] Φ400 Φ200 Φ200 Φ160 Φ140 Φ125 Φ200 Φ200 Φ200 Φ160 Φ160 Φ125 Pipe Κ28 28 28α 29 30 31 32 33 33α 34 35 Κ36 Length [m] 185 131 54 240 235 255 125 64 161 235 225 190 DN [mm] Φ355 Φ225 Φ200 Φ200 Φ160 Φ140 Φ200 Φ200 Φ160 Φ160 Φ125 Φ280 Length [m] 36 125 37 9 37α 231 38 240 39 225 40 120 41 240 42 225 43 80 43α 220 Pipe DN [mm] Φ225 Φ225 Φ200 Φ200 Φ160 Φ200 Φ200 Φ160 Φ140 Φ125 4.2. The optimal cost of the network according to the dynamic programming method a. The optimal cost of the network The complete model of dynamic programming with backward movement (Backward Dynamic Programming, Full Discrete Dynamic Program-ming – BDP, FDDP) is applied. The results are presented in Table 5. Menelaos E. Theocharis, Christos D. Tzimopoulos , Stauros I. Yannopoulos , Maria A. Sakellariou - Makrantonaki Table 5. The optimal cost of the network, PN , according to the dynamic programming method HA [m] 83,57 83,74 84,02 84,49 84,73 85,00 85,25 85,49 PN [€] 405033 395595 384593 371598 364916 360399 353925 349940 HA [m] 85,79 86,01 86,25 86,48 86,76 87,00 87,23 87,48 PN [€] 345931 341371 338809 334756 330295 327143 324942 321236 HA [m] 87,75 88,06 88,25 88,50 88,56 88,79 89,03 89,24 PN [€] 319724 316387 312555 310703 309127 307246 306172 302955 HA [m] 89,50 89,71 90,02 90,25 90,50 90,77 91,04 91,24 PN [€] 300660 298800 297106 294676 292930 291689 290119 288481 HA [m] 91,48 91,75 92,01 92,23 92,49 92,82 93,02 93,24 PN [€] 286134 284619 283533 281717 279850 279005 277241 275839 HA [m] 93,38 93,77 94,06 94,49 95,04 95,48 95,99 96,48 PN [€] 274908 273359 271466 269746 267313 264974 261993 261913 HA [m] 97,06 97,57 97,89 98,79 99,78 100,24 100,86 102,57 PN [€] 261429 260170 258266 256869 256232 255319 254421 253858 c. The optimal head of the pump station Using the eq. (13), the total annual cost of the project is calculated for pump heads, H A, the values given in table 5. The results are presented in Table 6. After all, the corresponding graphs Pan. - ΗA (Figure 2) are constructed and the min Pan. is calculated. From the minPan. the corresponding Ηman = ΗA - ΖΑ is resulted. Table 6. The total annual cost of the project, Pan. , according to the dynamic programming method HA [m] 83,57 83,74 84,02 84,49 84,73 85,00 85,25 85,49 PN [€] 45130 44619 44073 43519 43228 43096 42823 42709 HA [m] 85,79 86,01 86,25 86,48 86,76 87,00 87,23 87,48 PN [€] 42627 42465 42445 42321 42195 42139 42134 42040 HA [m] 87,75 88,06 88,25 88,50 88,56 88,79 89,03 89,24 PN [€] 42104 42075 41937 41968 41907 41920 41993 41911 HA [m] 89,50 89,71 90,02 90,25 90,50 90,77 91,04 91,24 PN [€] 41919 41922 41999 41978 42016 42095 42160 42175 HA [m] 91,48 91,75 92,01 92,23 92,49 92,82 93,02 93,24 PN [€] 42166 42227 42313 42327 42360 42500 42509 42550 HA [m] 93,38 93,77 94,06 94,49 95,04 95,48 95,99 96,48 PN [€] 42571 42706 42759 42905 43073 43187 43299 43583 HA [m] 97,06 97,57 97,89 98,79 99,78 100,24 100,86 102,57 PN [€] 43900 44126 44197 44640 45192 45412 45723 46712 From Table 6 and Figure 2 it is concluded that the minimum cost of the network is minPΕΤ. = 41907 €, produced for HA = 88.56 m with corresponding H man = 88.56 – 52.00 = 36.56 m d. Selecting the optimal pipe diameters The optimal pipe diameters are calculated according to the procedure that has been described in paragraph 3.2.e. The results are presented in Table 7. Table 7. The optimal pipe diameters, DN , according to the dynamic programming method Pipe Κ1 1 2 3 4 5 6 7 8 9 Length [m] 50 140 280 350 120 235 240 230 210 160 DN [mm] Φ500 Φ160 Φ140 Φ125 Φ225 Φ200 Φ200 Φ200 Φ140 Φ140 Pipe Κ10 10 11 12 13 14 15 16 17 18 Length [m] 200 135 290 245 120 235 235 230 210 145 DN [mm] Φ450 Φ160 Φ160 Φ110 Φ225 Φ200 Φ200 Φ200 Φ160 Φ140 Pipe Κ19 19 20 21 22 23 24 25 26 27 Length [m] 120 230 240 250 250 120 230 230 255 165 DN [mm] Φ400 Φ200 Φ200 Φ160 Φ140 Φ200 Φ200 Φ200 Φ160 Φ110 Pipe Κ28 28 29 30 31 32 33 34 35 Κ36 Length [m] 185 185 240 235 255 125 225 235 225 190 DN [mm] Φ355 Φ225 Φ200 Φ160 Φ140 Φ200 Φ200 Φ160 Φ110 Φ280 Pipe 36 37 38 39 40 41 42 43 Length [m] 125 240 240 225 120 240 225 300 DN [mm] Φ225 Φ225 Φ200 Φ140 Φ225 Φ200 Φ160 Φ125 Total annual cost cost of Total annual ofthe theproject project 3 3 P Pan 10 Euro] €] an.. [ [x10 Menelaos E. Theocharis, Christos D. Tzimopoulos , Stauros I. Yannopoulos , Maria A. Sakellariou - Makrantonaki 46,50 46,00 45,50 45,00 44,50 44,00 43,50 43,00 42,50 42,00 41,50 41,00 40,50 Dynamic method Linear method 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 Pump station ΗΑ [m] Pump station head HAhead [m] Figure 2. The optimal total annual cost of the network, P an, per the pump station head, H A. 5. CONCLUSIONS The search of the optimal head of the pump station using the linear programming method, should be realized between the acceptable values, which are resulted from the complete route presenting the minimum average gradient. The selection of optimal pipe diameters using both the optimization methods, results a vast number of complex calculations. For this reason the application as well as the supervision of these methods and the control of the calculations is time-consuming and difficult, especially in the case of using the dynamic programming method in a network with many branches. The optimal head of the pump station that results, according to the linear programming method is Hman = 36.70 m, while according the dynamic programming method is Hman = 36,56 m. These two values differ only 0.38 %. while the corresponding difference in the total annual cost of the project is only 1.12 %. The two optimization methods in fact conclude to the same result and therefore can be applied with no distinction in the studying of the branched hydraulic networks. 6. REFERENCES [1] Alperovits E. and Shamir U., 1977. Design of optimal water distribution. Water Res. Res. l3 (6): 885-900. [2] Ioannidis, D. A., 1992. "Ανάλυση και εφαρμογή του γραμμικού προγραμματισμού σε συλλογικά δίκτυα υπό πίεση και σύγκριση με τη μη γραμμική μέθοδο και τη μέθοδο του Labye", M.Sc. Thesis, A.U.TH., Salonika, (In Greek). [3] Labye Y., 1966, Etude des procedés de calcul ayant pour but de rendre minimal le cout d’un reseau de distribution d’eau sous pression, La Houille Blanche,5: 577-583. 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