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Inexact two-stage stochastic partial programming:...
Journal article

Inexact two-stage stochastic partial programming: application to water resources management under uncertainty

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 …

Authors

Fan YR; Huang GH; Guo P; Yang AL

Journal

Stochastic Environmental Research and Risk Assessment, Vol. 26, No. 2, pp. 281–293

Publisher

Springer Nature

Publication Date

2 2012

DOI

10.1007/s00477-011-0504-6

ISSN

1436-3240