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
February 2012
DOI
10.1007/s00477-011-0504-6
ISSN
1436-3240