In this paper, the concept of convex dynamic programming is presented. Sufficient condition of the convexity is found for a dynamic programming model of reservoir dispatching. Based on the convexity property, an algorithm is proposed and implemented for the Zhexi Hydropower Station in Hunan Province, People's Republic of China. As a result, annual power output in Zhexi Hydropower Station is increased by 5.6%. The result on convex dynamic programming is extended to two other dynamic programming models of hydro- electric power station operation.
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Zhang et al. (1985) studied this question.
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