TWO-STAGE LIKELIHOOD ROBUST LINEAR PROGRAM WITH APPLICATION TO WATER ALLOCATION UNDER UNCERTAINTY

被引：0

作者：

Love, David ^{[1
]}

Bayraksan, Guezin ^{[2
]}

机构：

[1] Univ Arizona, Program Appl Math, Tucson, AZ 85721 USA

[2] Ohio State Univ, Instegrated Syst Engn, Columbus, OH 43210 USA

来源：

2013 WINTER SIMULATION CONFERENCE (WSC) | 2013年

基金：

美国国家科学基金会;

关键词：

OPTIMIZATION PROBLEMS; COLORADO RIVER; CLIMATE;

D O I：

暂无

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

We adapt and extend the likelihood robust optimization method recently proposed by Wang, Glynn, and Ye for the newsvendor problem to a more general two-stage setting. We examine the value of collecting additional data and the cost of finding a solution robust to an ambiguous probability distribution. A decomposition-based solution algorithm to solve the resulting model is given. We apply the model to examine a long-term water allocation problem in the southeast area of Tucson, AZ under ambiguous distribution of future available supply and demand and present computational results.

引用

页码：77 / +

页数：3

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