Inexact Copula-Based Stochastic Programming Method for Water Resources Management under Multiple Uncertainties
Publication: Journal of Water Resources Planning and Management
Volume 144, Issue 11
Abstract
Extensive uncertainties exist in many resources and environmental management problems, which can be interrelated and thus amplify the complexity and nonlinearity of study systems. The interactions from dependent random variables pose significant impacts on the potential management strategies. In this study, an inexact copula-based stochastic programming (ICSP) method was developed to deal with interactive uncertainties with interval and stochastic characteristics as well as to address nonlinear dependence among multiple random variables. Specifically, the impacts of their interactions among random variables were revealed based on the concept of copula. ICSP can also reflect the risk of violating system constraints with linear and nonlinear dependences. The developed ICSP method was then applied to planning water resources management problems; results (i.e., system benefit, economic penalty, water allocation, and flood diversion) under a variety of risk levels have been generated. Results are useful for generating desired strategies for water allocation and flood diversion under various individual and joint probabilities. Compared with the conventional joint-probabilistic chance-constrained programming (JCCP) approach, ICSP can better reveal multiple uncertainties and their interrelationships under nonlinear conditions and generate more robust solutions.
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Acknowledgments
This research was supported by the Natural Key Research and Development Plan (2016YFC0502800), the National Natural Science Foundation of China (51520105013), the Training Programme Foundation for the Beijing Municipal Excellent Talents (2017000020124G179), the Natural Key Research and Development Plan (2016YFA0601502), the National Natural Science Foundation (51679087), the 111 Program (B14008), the Technological Major Projects of Beijing Polytechnic (2017Z006-002-KXB, 2017Z015-001-SXTX), and the Natural Science of Engineering Research Council of Canada. The authors are grateful to the editors and the anonymous reviewers for their insightful comments and suggestions.
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Published In
Journal of Water Resources Planning and Management
Volume 144 • Issue 11 • November 2018
Copyright
©2018 American Society of Civil Engineers.
History
Received: Sep 2, 2017
Accepted: May 8, 2018
Published online: Aug 24, 2018
Published in print: Nov 1, 2018
Discussion open until: Jan 24, 2019
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