干旱区生态环境知识资源中心(Arid): A multistage distributionally robust optimization approach to water allocation under climate uncertainty

Arid

DOI	10.1016/j.ejor.2022.06.049
	A multistage distributionally robust optimization approach to water allocation under climate uncertainty
	Park, Jangho; Bayraksan, Guezin
通讯作者	Bayraksan, G
来源期刊	EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
ISSN	0377-2217
EISSN	1872-6860
出版年	2023
卷号	306 期号:2 页码:849-871
英文摘要	This paper investigates a Multistage Distributionally Robust Optimization (MDRO) approach to water al-location under climate uncertainty. The MDRO is formed by creating sets of conditional distributions (called conditional ambiguity sets ) on a finite scenario tree. The distributions in the conditional ambiguity sets remain close to a nominal conditional distribution according a 0-divergence (e.g., Kullback-Leibler di-vergence, Hellinger distance, Burg entropy, etc.). The paper discusses a decomposition algorithm to solve the resulting MDRO with 0-divergences, which uses the dual formulation and solves only linear subprob-lems instead of convex ones. Some properties of the algorithm such as generating feasible policies and valid upper/lower bounds are established. The paper then applies the modeling and solution techniques to allocate water in a rapidly-developing area of Tucson, Arizona. Tucson, like many arid and semi-arid regions around the world, faces considerable uncertainty in its ability to provide water for its citizens in the future. The primary sources of uncertainty in the Tucson region include (1) unpredictable population growth, (2) the availability of water from the Colorado River, and (3) the effects of climate variability on water consumption. This paper integrates forecasts for all these sources of uncertainty into a single opti-mization model for robust and sustainable water allocation. Then, it uses this model to analyze the value of constructing additional treatment facilities to reduce future water shortages. The results indicate that the MDRO approach can be very valuable for water managers by providing insights to minimize their risks and help them plan for the future.(c) 2022 Elsevier B.V. All rights reserved.
英文关键词	OR in environment and climate change Multistage distributionally robust optimization Phi-divergences Water resources Nested benders decomposition
类型	Article
语种	英语
开放获取类型	Green Submitted, Bronze
收录类别	SCI-E
WOS记录号	WOS:000954318600001
WOS关键词	DECOMPOSITION METHODS ; STOCHASTIC PROGRAMS ; RISK ; MODEL ; CONVERGENCE ; MARKETS
WOS类目	Management ; Operations Research & Management Science
WOS研究方向	Business & Economics ; Operations Research & Management Science
资源类型	期刊论文
条目标识符	http://119.78.100.177/qdio/handle/2XILL650/396329
推荐引用方式 GB/T 7714	Park, Jangho,Bayraksan, Guezin. A multistage distributionally robust optimization approach to water allocation under climate uncertainty[J],2023,306(2):849-871.
APA	Park, Jangho,&Bayraksan, Guezin.(2023).A multistage distributionally robust optimization approach to water allocation under climate uncertainty.EUROPEAN JOURNAL OF OPERATIONAL RESEARCH,306(2),849-871.
MLA	Park, Jangho,et al."A multistage distributionally robust optimization approach to water allocation under climate uncertainty".EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 306.2(2023):849-871.