基于模糊条件风险价值的水资源系统规划模型  

FCITSP:an Fuzzy Random Conditional Value-at-Risk Based Water Resources Management Model

作　　者：孔祥铭[1] 郝振达 曾雪婷[3] 黄国和[1] 

机构地区：[1]华北电力大学区域能源系统优化教育部重点实验室,北京102206 [2]中央财经大学资产管理处,北京100081 [3]里贾纳大学能源环境可持续研究中心

出　　处：《人民黄河》2016年第2期51-55,58,共6页Yellow River

基　　金：中央高校基本科研业务费专项资金资助项目(2015XS98)

摘　　要：针对水资源系统的不确定性和复杂性,开发了一种基于模糊条件风险价值的交互式两阶段随机规划模型,并将其应用于水资源系统规划问题。该模型在解决参数不确定性问题的同时,能将系统损失的风险定量化,最终得到不同约束可信度α和风险置信水平β下的系统收益和水资源分配量,使决策者可以根据风险偏好和可信度需求对配置方案进行调节;城市用水和农业用水的最优分配量对α和β的敏感度不高,但是工业用水的最优分配量会随着α或β的增大而减小。A method of fuzzy random conditional value?at?risk based interactive two?stage programming ( FCITSP ) model was proposed to deal with water resources system planning problems which are associated with kinds of complexities and uncertainties. FCITSP can solve uncertainties exist in the parameters and quantify the risk of system loss. The optimal system benefits and water resources allocations under various feasibilitiesαand risk levelsβwere generated to help the decision makers to adjust the plans according to the risk preference and the reliability requirement. The results indicate that optimal water allocations to municipality and agricultural sector are not sensitive toαandβ, but optimal allocations to industrial sector decrease as the parameterαorβincrease.

关 键 词：模糊条件风险价值 交互式两阶段随机规划模型 风险分析 不确定性 水资源 

分 类 号：TV213.4[水利工程—水文学及水资源]