Bellman: Compute Bellman values at step i from step i+1, used in...
In rte-antares-rpackage/antaresWaterValues: Generating water values for Antares

Bellman

R Documentation

Compute Bellman values at step i from step i+1, used in `Grid_Matrix`

Description

Compute Bellman values at step i from step i+1, used in Grid_Matrix

Usage

Bellman(
  Data_week,
  next_week_values_l,
  decision_space,
  E_max,
  P_max = 0,
  method,
  mcyears,
  q_ratio = 0.75,
  counter,
  stop_rate = 5,
  debugger_feas = F,
  niveau_max,
  states_steps,
  penalty_level_low,
  penalty_level_high,
  lvl_high,
  lvl_low
)

Arguments

`Data_week`	A "data.table" generated in Grid_Matrix code that contains: * states Numeric. All the water values that can be set, listed in decreasing order. * value_inflow Numeric. Inflow values for each Monte-Carlo year. * Rewards for each simulation value and each Monte-Carlo year. * level_high Numeric. Highest possible reservoir value. * level_low Numeric. Lowest possible reservoir value. * states_next List of vectors enumerating all reachable states
`next_week_values_l`	Numeric. Bellman values at step i+1.
`decision_space`	Simulation constraints values
`E_max`	Numeric of length 1. Maximum energy that can be generated by hydro storage over one step of time.
`P_max`	Numeric of length 1. Maximum energy that can be pumped to reservoir over one step of time.
`method`	Character. Perform mean of grids algorithm or grid of means algorithm or grid of quantile algorithm.
`mcyears`	Vector. Monte Carlo years
`q_ratio`	numeric in [0,1]. the probability used in quantile algorithm.
`counter`	Numeric of length 1. number of the week in calculation.
`stop_rate`	the percent from which the calculation stop. for example `stop_rate=5` means the calculation stop if there is a week with less then 5% accessibles states.
`debugger_feas`	open debug mode in case there is an error of no accessible states
`niveau_max`	Level max of the reservoir
`states_steps`	Numeric. Discretization step of reservoir.
`penalty_level_low`	Penalty for violating the bottom rule curve, comparable to the unsupplied energy
`penalty_level_high`	Penalty for violating the top rule curve, comparable to the spilled energy
`lvl_high`	Double. Upper rule curve for the considered week.
`lvl_low`	Double. Bottom rule curve for the considered week.