Inexact two-stage stochastic partial programming: application to water resources management under uncertainty |
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| Authors: | Y R Fan G H Huang P Guo A L Yang |
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| Institution: | (1) MOE Key Laboratory of Regional Energy Systems Optimization, S&C Academy of Energy and Environmental Research, North China Electric Power University, Beijing, 102206, China;(2) College of Water Conservancy and Civil Engineering, China Agricultural University, Beijing, 100083, China; |
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| Abstract: | In this study, an inexact two-stage stochastic partial programming (ITSPP) method is developed for tackling uncertainties
presented as intervals and partial probability distributions. A scenario-based interactive algorithm is proposed to solve
the ITSPP model. This algorithm is implemented through: (i) obtaining extreme points of the linear partial information (LPI);
(ii) generating an inexact two-stage stochastic programming (ITSP) model under each extreme point; (iii) solving ITSP models
through interactive algorithm proposed by Huang and Loucks (Civil Eng Environ Syst 17:95–118, 2000); (iv) acquiring the interval solutions under each extreme point and the final optimal interval for the objective function.
The developed method is applied to a case study for water-resources planning. The modelling results can generate a series
of decision alternatives under various system conditions, and thus help decision makers identify the desired water-resources
management policies under uncertainty. |
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