Design and operation of engineering systems using regularized stochastic decomposition

W. E. Elshorbagy, Kevin E Lansey, D. S. Yakowitz

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

Many engineering systems are affected by uncertainty in future demands or inputs. Decisions regarding their design, however, typically must be made in the present. Two-stage stochastic programming can consider this type of problem but, in the past, procedures to fully incorporate the uncertainty have come with a high computational cost. New algorithmic developments, such as Regularized Stochastic Decomposition (RSD), now allow more complex systems to be considered. This paper provides an overview of the RSD method and its extensions and demonstrates the application of two-stage stochastic programming to two water resources problems with different problem structures and types of uncertainty.

Original languageEnglish (US)
Title of host publicationStochastic hydraulics. Proc. symposium, Mackay, Australia, 1996
EditorsK.S. Tickle
PublisherBalkema
Pages145-152
Number of pages8
StatePublished - 1996
Externally publishedYes

Fingerprint

decomposition
engineering
water resource
cost
method
decision
demand

ASJC Scopus subject areas

  • Earth and Planetary Sciences(all)
  • Environmental Science(all)

Cite this

Elshorbagy, W. E., Lansey, K. E., & Yakowitz, D. S. (1996). Design and operation of engineering systems using regularized stochastic decomposition. In K. S. Tickle (Ed.), Stochastic hydraulics. Proc. symposium, Mackay, Australia, 1996 (pp. 145-152). Balkema.

Design and operation of engineering systems using regularized stochastic decomposition. / Elshorbagy, W. E.; Lansey, Kevin E; Yakowitz, D. S.

Stochastic hydraulics. Proc. symposium, Mackay, Australia, 1996. ed. / K.S. Tickle. Balkema, 1996. p. 145-152.

Research output: Chapter in Book/Report/Conference proceedingChapter

Elshorbagy, WE, Lansey, KE & Yakowitz, DS 1996, Design and operation of engineering systems using regularized stochastic decomposition. in KS Tickle (ed.), Stochastic hydraulics. Proc. symposium, Mackay, Australia, 1996. Balkema, pp. 145-152.
Elshorbagy WE, Lansey KE, Yakowitz DS. Design and operation of engineering systems using regularized stochastic decomposition. In Tickle KS, editor, Stochastic hydraulics. Proc. symposium, Mackay, Australia, 1996. Balkema. 1996. p. 145-152
Elshorbagy, W. E. ; Lansey, Kevin E ; Yakowitz, D. S. / Design and operation of engineering systems using regularized stochastic decomposition. Stochastic hydraulics. Proc. symposium, Mackay, Australia, 1996. editor / K.S. Tickle. Balkema, 1996. pp. 145-152
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