In this paper, we consider optimization problems under probabilistic constraints which are defined by two-sided inequalities for the underlying normally distributed random vector. As a main step for an algorithmic solution of such problems, we prove a derivative formula for (normal)...

In this paper, we consider optimization problems under probabilistic constraints which are defined by two-sided inequalities for the underlying normally distributed random vector. As a main step for an algorithmic solution of such problems, we prove a derivative formula for (normal)...

We propose a new scenario tree reduction algorithm for multistage stochastic programs, which integrates the reduction of a scenario tree into the solution process of the stochastic program. This allows to construct a scenario tree that is highly adapted on the optimization problem. The algorithm...

We propose a new scenario tree reduction algorithm for multistage stochastic programs, which integrates the reduction of a scenario tree into the solution process of the stochastic program. This allows to construct a scenario tree that is highly adapted on the optimization problem. The algorithm...

Ongoing climate change will increase competition for water. Diversified demand for water-in contrast with the rigid design of water systems, institutions and infrastructure-could hinder the implementation of adaptation policies in water management for Latin American countries. In this context,...

The purpose of this study is to evaluate the impact of climate change (CC) on the management of the three reservoirs in the Lièvre River watershed and to investigate adaptation strategies to CC. To accomplish this objective, a reservoir management tool was developed. The tool integrates:...

An integrated Rough Set approach is proposed and implemented to discover the historical operating rules of a Sicilian irrigation purpose reservoir. Operating rules are derived by expressing monthly releases from the reservoir as functions of stored volume, inflow and release during a 35-years...

Alluvial channels undergo continuous morphological changes caused by relationships between entrained sediment, variable flows and movable boundaries. Excess changes that occur through sediment degradation and deposition, however, tend to threaten the stability of bridges, hydraulic control...

River flow forecasting is an essential procedure that is necessary for proper reservoir operation. Accurate forecasting results in good control of water availability, refined operation of reservoirs and improved hydropower generation. Therefore, it becomes crucial to develop forecasting models...