Skip to main content
Log in

Factorial two-stage stochastic programming for water resources management

  • Original Paper
  • Published:
Stochastic Environmental Research and Risk Assessment Aims and scope Submit manuscript

Abstract

This study presents a factorial two-stage stochastic programming (FTSP) approach for supporting water resource management under uncertainty. FTSP is developed through the integration of factorial analysis and two-stage stochastic programming (TSP) methods into a general modeling framework. It can handle uncertainties expressed as probability distributions and interval numbers. This approach has two advantages in comparison to conventional inexact TSP methods. Firstly, FTSP inherits merits of conventional inexact two-stage optimization approaches. Secondly, it can provide detailed effects of uncertain parameters and their interactions on the system performance. The developed FTSP method is applied to a hypothetical case study of water resources systems analysis. The results indicate that significant factors and their interactions can be identified. They can be further analyzed for generating water allocation decision alternatives in municipal, industrial and agricultural sectors. Reasonable water allocation schemes can thus be formulated based on the resulting information of detailed effects from various impact factors and their interactions. Consequently, maximized net system benefit can be achieved.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8
Fig. 9
Fig. 10

Similar content being viewed by others

Notes

  1. NB is the abbreviation of net benefit. For example, Municipal NB represents municipal net benefit.

  2. R is the abbreviation of reduction. For example, Industrial R represents industrial demand reduction.

References

  • Birge JR, Louveaux FV (1988) A multicut algorithm for two-stage stochastic linear programs. Eur J Oper Res 34:384–392

    Article  Google Scholar 

  • Box GEP, Hunter WG, Hunter JS (1978) Statistics for experimenters. Wiley, New York

    Google Scholar 

  • Huang GH (1998) A hybrid inexact-stochastic water management model. Eur J Oper Res 107:137–158

    Article  Google Scholar 

  • Huang GH, Loucks DP (2000) An inexact two-stage stochastic programming model for water resources management under uncertainty. Civ Eng Environ Syst 17:95–118

    Article  Google Scholar 

  • Li YP, Huang GH (2008) Interval-parameter two-stage stochastic nonlinear programming for water resources management under uncertainty. Water Resour Manag 22:681–698

    Article  Google Scholar 

  • Li YP, Huang GH, Nie XH, Nie SL (2008) A two-stage fuzzy robust integer programming approach for capacity planning of environmental management systems. Eur J Oper Res 189:399–420

    Article  Google Scholar 

  • Li YP, Huang GH, Chen X (2009) Multistage scenario-based interval-stochastic programming for planning water resources allocation. Stoch Environ Res Risk Assess 23:781–792

    Article  Google Scholar 

  • Lin QS, Huang GH, Bass B, Qin XS (2009) IFTEM: an interval-fuzzy two-stage stochastic optimization model for regional energy systems planning under uncertainty. Energy Policy 37:868–878

    Google Scholar 

  • Loucks DP, Stedinger JR, Haith DA (1981) Water resource systems planning and analysis. Prentice Hall, Englewood Cliffs

    Google Scholar 

  • Lu HW, Huang GH, Zeng GM, Maqsood I, He L (2008) An inexact two-stage fuzzy-stochastic programming model for water resources management. Water Resour Manag 22:991–1016

    Article  Google Scholar 

  • Lu HW, Huang GH, He L (2009) A semi-infinite analysis-based inexact two-stage stochastic fuzzy linear programming approach for water resources management. Eng Optim 41:73–85

    Article  Google Scholar 

  • Maqsood I, Huang GH, Huang YF, Chen B (2005) ITOM: an interval-parameter two-stage optimization model for stochastic planning of water resources systems. Stoch Environ Res Risk Assess 19:125–133

    Article  Google Scholar 

  • Montgomery DC (2001) Design and analysis of experiments, 5 edn. Wiley, New York

    Google Scholar 

  • Montgomery DC, Runger GC (2003) Applied statistics and probability for engineers, 3rd edn. Wiley, New York

    Google Scholar 

  • Pereira MVF, Pinto LMVG (1985) Stochastic optimization of a multireservoir hydroelectric system—a decomposition approach. Water Resour Res 21:779–792

    Article  Google Scholar 

  • Qin XS, Huang GH, Chakma A (2008) Modeling groundwater contamination under uncertainty: a factorial-design-based stochastic approach. J Environ Inform 11:11–20

    Article  Google Scholar 

  • Ruszczynski A (1993) Parallel decomposition of multistage stochastic programming problems. Math Program 58:201–228

    Article  Google Scholar 

  • Wang D, Adams BJ (1986) Optimization of real-time reservoir operations with Markov decision processes. Water Resour Res 22:345–352

    Article  Google Scholar 

Download references

Acknowledgements

This research was supported by the Major State Basic Research Development Program of MOST (2006CB403307 and 2005CB724200), the Canadian Water Network under the Networks of Centers of Excellence (NCE), the Natural Science and Engineering Research Council of Canada, the Special Research Grant for University Doctoral Programs (20070027029) and Beijing Municipal Commission of Education.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Y. Zhou.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Zhou, Y., Huang, G.H. Factorial two-stage stochastic programming for water resources management. Stoch Environ Res Risk Assess 25, 67–78 (2011). https://doi.org/10.1007/s00477-010-0409-9

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00477-010-0409-9

Keywords

Navigation