A fuzzy-Markov-chain-based analysis method for reservoir operation

In this study, a fuzzy-Markov-chain-based stochastic dynamic programming (FM-SDP) method is developed for tackling uncertainties expressed as fuzzy sets and distributions with fuzzy probability (DFPs) in reservoir operation. The concept of DFPs used in Markov chain is presented as an extended form for expressing uncertainties including both stochastic and fuzzy characteristics. A fuzzy dominance index analysis approach is proposed for solving multiple fuzzy sets and DPFs in the proposed FM-SDP model. Solutions under a set of α-cut levels and fuzzy dominance indices can be generated by solving a series of deterministic submodels. The developed method is applied to a case study of a reservoir operation system. Solutions from FM-SDP provide a range of desired water-release policies under various system conditions for reservoir operation decision makers, reflecting dynamic and dual uncertain features of water availability simultaneously. The results indicate that the FM-SDP method could be applicable to practical problems for decision makers to obtain insight regarding the tradeoffs between economic and system reliability criteria. Willingness to obtain a lower benefit may guarantee meeting system-constraint demands; conversely, a desire to acquire a higher benefit could run into a higher risk of violating system constraints.