Interval-parameter Two-stage Stochastic Semi-infinite Programming: Application to Water Resources Management under Uncertainty

P. Guo, G. Huang (), L. He and H. Zhu

Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), 2009, vol. 23, issue 5, 1023 pages

Abstract: In this study, an interval-parameter two-stage stochastic semi-infinite programming (ITSSP) method was developed for water resources management under uncertainty. As a new extension of mathematical programming methods, the developed ITSSP approach has advantages in uncertainty reflection and policy analysis. In order to better account for uncertainties, the ITSSP approach is expressed with discrete intervals, functional intervals and probability density functions. The ITSSP method integrates the two-stage stochastic programming (TSP), interval programming (IP) and semi-infinite programming (SIP) within a general optimization framework. The ITSSP has an infinite number of constraints because it uses functional intervals with time (t) being an independent variable. The different t values within the range [0, 90] lead to different constraints. At same time, ITSSP also includes probability distribution information. The ITSSP method can incorporate pre-defined water resource management policies directly into its optimization process to analyze various policy scenarios having different economic penalties when the promised amounts are not delivered. The model is applied to a water resource management system with three users and four periods (corresponding to winter, spring, summer and fall, respectively). Solutions of the ITSSP model provide desired water allocation patterns, which maximize both the system’s benefits and feasibility. The results indicate that reasonable interval solutions were generated for objective function values and decision variables, thus a number of decision alternatives can be generated under different levels of stream flow. The obtained solutions are useful for decision makers to obtain insight regarding the tradeoffs between environmental, economic and system reliability criteria. Copyright Springer Science+Business Media B.V. 2009

Keywords: Decision making; Functional interval; Semi-infinite; Two-stage; Uncertainty; Water resources (search for similar items in EconPapers)
Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (13)

Downloads: (external link)
http://hdl.handle.net/10.1007/s11269-008-9311-3 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:waterr:v:23:y:2009:i:5:p:1001-1023

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/11269

DOI: 10.1007/s11269-008-9311-3

Access Statistics for this article

Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA) is currently edited by G. Tsakiris

More articles in Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA) from Springer, European Water Resources Association (EWRA)
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().