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...

The climatic conditions of the Iberian Peninsula result in an imbalance between water availability and demand, which is largely managed through the many dams that were built during the 20th century. However, dam operations modify the natural functioning of rivers and related subsystems. In this...

This study investigated the sensitivity of a dynamic downscaling atmospheric model system coupled with a rainfall-runoff model to hindcast an example of reservoir water management in the semi-arid region of Northeast Brazil (NEB). A regional atmospheric spectral model (RSM) is driven by the...

Surface water is critical for meeting water needs in British Columbia’s Okanagan Basin, but the timing and magnitude of its availability is being altered through climate and land use changes and growing water demand. Greater attention needs to be given to the multiple, interacting factors...

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:...