A selective improvement technique for fastening neuro-dynamic programming in water resources network management

An approach to the integrated water resources management based on Neuro-Dynamic Programming (NDP) with an improved technique for fastening its Artificial Neural Network (ANN) training phase will be presented. When dealing with networks of water resources, Stochastic Dynamic Programming provides an effective solution methodology but suffers from the so-called "curse of dimensionality", that rapidly leads to the problem intractability. NDP can sensibly mitigate this drawback by approximating the solution with ANNs. However in the real world applications NDP shows to be considerably slowed just by this ANN training phase. To overcome this limit a new training architecture (SIEVE: Selective Improvement by Evolutionary Variance Extinction) has been developed. In this paper this new approach is theoretically introduced and some preliminary results obtained on a real world case study are presented.