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Cybernetics And Systems Analysis
International Theoretical Science Journal
UDC 519.8
Yu. Ermoliev1, T. Ermolieva2, T. Kahil3, M. Obersteiner4,
V. Gorbachuk5, P. Knopov6



1 International Institute for Applied Systems Analysis, Laxenburg, Austria

ermoliev@iiasa.ac.at

2 International Institute for Applied Systems Analysis, Laxenburg, Austria

ermol@iiasa.ac.at

3 International Institute for Applied Systems Analysis, Laxenburg, Austria

kahil@iiasa.ac.at

4 International Institute for Applied Systems Analysis, Laxenburg, Austria

oberstei@iiasa.ac.at

5 V.M. Glushkov Institute of Cybernetics of National Academy of Sciences of Ukraine, Kyiv, Ukraine

GorbachukVasyl@netscape.net

6 V.M. Glushkov Institute of Cybernetics of National Academy of Sciences
of Ukraine, Kyiv, Ukraine

Knopov1@gmail.com

ON STOCHASTIC OPTIMIZATION MODEL FOR RISK-BASED RESERVOIR MANAGEMENT

Abstract. The paper provides an overview of publications on reservoir management and formulates a novel stochastic dynamic optimization model for controlling the water mass balances in the area affected. The proposed stochastic optimization approach allows multiple key performance indicators such as agriculture and energy production, wetland water and flood protection, biodiversity preservation, and reservoir storage. A two-stage feature of the proposed model induces the safety constraints on water supply known as chance conditions in stochastic optimization – safety constraints in nuclear energy, stability constraints in insurance business, or constraints on the Conditional Value-at-Risk (CVaR) in finance. The original nonlinear, nonconvex and often discontinuous model can be reduced to linear programming problems.

Keywords: stochastic optimization, risk, water resource management, two-stage problem, extreme events.



FULL TEXT

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