On fuzzy stochastic optimization
Fuzzy Sets and Systems - Special issue on fuzzy optimization
Chance constrained programming with fuzzy parameters
Fuzzy Sets and Systems
Convergence properties of two-stage stochastic programming
Journal of Optimization Theory and Applications
Parallel algorithms to solve two-stage stochastic linear programs with robustness constraints
Parallel Computing - special issue on parallel computing for irregular applications
Redefining chance-constrained programming in fuzzy environment
Fuzzy Sets and Systems - Theme: Decision and optimization
A finite branch-and-bound algorithm for two-stage stochastic integer programs
Mathematical Programming: Series A and B
Fuzzy random programming with equilibrium chance constraints
Information Sciences—Informatics and Computer Science: An International Journal
A Possibilistic and Stochastic Programming Approach to Fuzzy Random MST Problems*
IEICE - Transactions on Information and Systems
Environmental Modelling & Software
Environmental Modelling & Software
Fuzzy random dependent-chance programming
IEEE Transactions on Fuzzy Systems
Environmental Modelling & Software
Limited multi-stage stochastic programming for managing water supply systems
Environmental Modelling & Software
Integration of reclamation and tailings management in oil sands surface mine planning
Environmental Modelling & Software
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In this study, a fuzzy stochastic two-stage programming (FSTP) approach is developed for water resources management under uncertainty. The concept of fuzzy random variable expressed as parameters' uncertainties with both stochastic and fuzzy characteristics was used in the method. FSTP has advantages in uncertainty reflection and policy analysis. FSTP integrates the fuzzy robust programming, chance-constrained programming and two-stage stochastic programming (TSP) within a general optimization framework. FSTP can incorporate pre-regulated water resources management policies directly into its optimization process. Thus, various policy scenarios with different economic penalties (when the promised amounts are not delivered) can be analyzed. FSTP is applied to a water resources management system with three users. The results indicate that reasonable solutions were generated, thus a number of decision alternatives can be generated under different levels of stream flows, @a-cut levels and different levels of constraint-violation probability. The developed FSTP was also compared with TSP to exhibit its advantages in dealing with multiple forms of uncertainties.