메뉴 건너뛰기




Volumn 30, Issue 3, 2007, Pages 641-664

Two-stage decision-making under uncertainty and stochasticity: Bayesian Programming

Author keywords

Adaptive management; Bayesian analysis; Decision analysis; Decision making under uncertainty; Monte Carlo; Optimization; Stochastic modeling; Value of information (VOI)

Indexed keywords

DECISION THEORY; MANAGEMENT; MONTE CARLO METHODS; OPTIMIZATION; POLLUTION CONTROL; STATISTICAL METHODS; STOCHASTIC PROGRAMMING; WATER QUALITY;

EID: 33846397516     PISSN: 03091708     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.advwatres.2006.03.006     Document Type: Article
Times cited : (25)

References (37)
  • 1
    • 1342309210 scopus 로고    scopus 로고
    • Parallel metropolis coupled Markov chain Monte Carlo for Bayesian phylogenetic inference
    • Altekar G., Dwarkadas S., Huelsenbeck J.P., and Ronquist F. Parallel metropolis coupled Markov chain Monte Carlo for Bayesian phylogenetic inference. Bioinformatics 20 (2004) 407-415
    • (2004) Bioinformatics , vol.20 , pp. 407-415
    • Altekar, G.1    Dwarkadas, S.2    Huelsenbeck, J.P.3    Ronquist, F.4
  • 2
    • 0016153482 scopus 로고
    • Environmental preservation, uncertainty, and irreversibility
    • Arrow K.J., and Fisher A.C. Environmental preservation, uncertainty, and irreversibility. Quart J Econ 88 1 (1974) 312-319
    • (1974) Quart J Econ , vol.88 , Issue.1 , pp. 312-319
    • Arrow, K.J.1    Fisher, A.C.2
  • 4
    • 38249003815 scopus 로고
    • A parallel simulated annealing algorithm
    • Boissin N., and Lutton J.L. A parallel simulated annealing algorithm. Parallel Comput 19 8 (1993) 859-872
    • (1993) Parallel Comput , vol.19 , Issue.8 , pp. 859-872
    • Boissin, N.1    Lutton, J.L.2
  • 5
    • 0030619304 scopus 로고    scopus 로고
    • Decision analysis of shoreline protection under climate change uncertainty
    • Chao P.T., and Hobbs B.F. Decision analysis of shoreline protection under climate change uncertainty. Water Resour Res 33 4 (1997) 817-829
    • (1997) Water Resour Res , vol.33 , Issue.4 , pp. 817-829
    • Chao, P.T.1    Hobbs, B.F.2
  • 6
    • 8544236407 scopus 로고
    • Inspection, maintenance, and repair with partial observability
    • Ellis H., Jiang M., and Corotis R.B. Inspection, maintenance, and repair with partial observability. J Infrastruc Syst 1 2 (1995) 92-99
    • (1995) J Infrastruc Syst , vol.1 , Issue.2 , pp. 92-99
    • Ellis, H.1    Jiang, M.2    Corotis, R.B.3
  • 7
    • 0011754461 scopus 로고
    • The quasi-option value of irreversible development
    • Freeman A.M. The quasi-option value of irreversible development. J Environ Econ Manage 11 (1984) 292-295
    • (1984) J Environ Econ Manage , vol.11 , pp. 292-295
    • Freeman, A.M.1
  • 10
    • 0002517089 scopus 로고    scopus 로고
    • Introducing Markov chain Monte Carlo
    • Gilks W.R., Richardson S., and Spiegelhalter D.J. (Eds), Chapman & Hall
    • Gilks W.R., Richardson S., and Spiegelhalter D.J. Introducing Markov chain Monte Carlo. In: Gilks W.R., Richardson S., and Spiegelhalter D.J. (Eds). Markov chain Monte Carlo in practice (1996), Chapman & Hall
    • (1996) Markov chain Monte Carlo in practice
    • Gilks, W.R.1    Richardson, S.2    Spiegelhalter, D.J.3
  • 11
    • 77956890234 scopus 로고
    • Monte Carlo sampling methods using Markov chains and their applications
    • Hastings W.K. Monte Carlo sampling methods using Markov chains and their applications. Biometrika 57 (1970) 97-109
    • (1970) Biometrika , vol.57 , pp. 97-109
    • Hastings, W.K.1
  • 12
    • 0030620401 scopus 로고    scopus 로고
    • Bayesian methods for analysing climate change and water resource uncertainties
    • Hobbs B.F. Bayesian methods for analysing climate change and water resource uncertainties. J Environ Manage 49 (1997) 53-72
    • (1997) J Environ Manage , vol.49 , pp. 53-72
    • Hobbs, B.F.1
  • 14
    • 0028159653 scopus 로고
    • When enough is enough: the worth of monitoring data in aquifer remediation design
    • James B., and Gorelick S.M. When enough is enough: the worth of monitoring data in aquifer remediation design. Water Resour Res 30 12 (1994) 3499-3513
    • (1994) Water Resour Res , vol.30 , Issue.12 , pp. 3499-3513
    • James, B.1    Gorelick, S.M.2
  • 15
    • 0027010149 scopus 로고
    • Bayesian stochastic optimization of reservoir operation using uncertain forecasts
    • Karamouz M., and Vasiliadis H.V. Bayesian stochastic optimization of reservoir operation using uncertain forecasts. Water Resour Res 28 5 (1992) 1221-1232
    • (1992) Water Resour Res , vol.28 , Issue.5 , pp. 1221-1232
    • Karamouz, M.1    Vasiliadis, H.V.2
  • 16
    • 0031280545 scopus 로고    scopus 로고
    • Value of seasonal flow forecasts in Bayesian Stochastic Programming
    • Kim Y., and Palmer R.N. Value of seasonal flow forecasts in Bayesian Stochastic Programming. J Water Resour Plann Manage 123 6 (1997) 327-335
    • (1997) J Water Resour Plann Manage , vol.123 , Issue.6 , pp. 327-335
    • Kim, Y.1    Palmer, R.N.2
  • 19
    • 85047696144 scopus 로고
    • Random variables versus uncertain values: stochastic modeling and design
    • Lund J.R. Random variables versus uncertain values: stochastic modeling and design. J Water Resour Planning Manage 117 2 (1991) 179-193
    • (1991) J Water Resour Planning Manage , vol.117 , Issue.2 , pp. 179-193
    • Lund, J.R.1
  • 22
    • 0027386559 scopus 로고
    • Aquifer remediation design under uncertainty using a new chance-constrained programming technique
    • Morgan D.R. Aquifer remediation design under uncertainty using a new chance-constrained programming technique. Water Resour Res 29 3 (1993) 551-561
    • (1993) Water Resour Res , vol.29 , Issue.3 , pp. 551-561
    • Morgan, D.R.1
  • 26
    • 0037438981 scopus 로고    scopus 로고
    • On Monte Carlo methods for Bayesian inference
    • Qian S.S., Stow C.A., and Borsuk M.E. On Monte Carlo methods for Bayesian inference. Ecol Modell 159 (2003) 269-277
    • (2003) Ecol Modell , vol.159 , pp. 269-277
    • Qian, S.S.1    Stow, C.A.2    Borsuk, M.E.3
  • 27
    • 0031076688 scopus 로고    scopus 로고
    • Formulating and solving sequential decision analysis models with continuous variables
    • Stonebraker J.S., and Kirkwood C.W. Formulating and solving sequential decision analysis models with continuous variables. IEEE Trans Eng Manage 44 1 (1997)
    • (1997) IEEE Trans Eng Manage , vol.44 , Issue.1
    • Stonebraker, J.S.1    Kirkwood, C.W.2
  • 28
    • 0032892902 scopus 로고    scopus 로고
    • Surface water quality management using a multiple-realization chance-constraint method
    • Takyi A.K., and Lence B.J. Surface water quality management using a multiple-realization chance-constraint method. Water Resour Res 35 5 (1999) 1657-1670
    • (1999) Water Resour Res , vol.35 , Issue.5 , pp. 1657-1670
    • Takyi, A.K.1    Lence, B.J.2
  • 29
    • 0029413833 scopus 로고
    • The value of hydrologic information in stochastic dynamic programming models of a multireservoir system
    • Tejada-Guibert J.A., Johnson S.A., and Stedinger J.R. The value of hydrologic information in stochastic dynamic programming models of a multireservoir system. Water Resour Res 31 10 (1995) 2571-2579
    • (1995) Water Resour Res , vol.31 , Issue.10 , pp. 2571-2579
    • Tejada-Guibert, J.A.1    Johnson, S.A.2    Stedinger, J.R.3
  • 30
    • 0028854750 scopus 로고
    • Uncertainty and irreversibility in ground-water resource management
    • Tsur Y., and Zemel A. Uncertainty and irreversibility in ground-water resource management. J Environ Econ Manage 29 2 (1995) 149
    • (1995) J Environ Econ Manage , vol.29 , Issue.2 , pp. 149
    • Tsur, Y.1    Zemel, A.2
  • 31
    • 0006210687 scopus 로고
    • An analytic technique for stochastic analysis in environmental models
    • Tumeo M.A., and Orlob G.T. An analytic technique for stochastic analysis in environmental models. Water Resour Res 25 12 (1989) 2417-2422
    • (1989) Water Resour Res , vol.25 , Issue.12 , pp. 2417-2422
    • Tumeo, M.A.1    Orlob, G.T.2
  • 32
    • 0030867593 scopus 로고    scopus 로고
    • Global warming, irreversibility and learning
    • Ulph A., and Ulph D. Global warming, irreversibility and learning. Econ J 107 442 (1997) 636
    • (1997) Econ J , vol.107 , Issue.442 , pp. 636
    • Ulph, A.1    Ulph, D.2
  • 33
    • 0032951060 scopus 로고    scopus 로고
    • Analyzing investments for managing Lake Erie levels under climate change uncertainty
    • Venkatesh B.N., and Hobbs B.F. Analyzing investments for managing Lake Erie levels under climate change uncertainty. Water Resour Res 35 5 (1999) 1671-1683
    • (1999) Water Resour Res , vol.35 , Issue.5 , pp. 1671-1683
    • Venkatesh, B.N.1    Hobbs, B.F.2
  • 34
    • 0027010156 scopus 로고
    • Groundwater quality management under uncertainty: stochastic programming approaches and the value of information
    • Wagner J.M., Shamir U., and Nemati H.R. Groundwater quality management under uncertainty: stochastic programming approaches and the value of information. Water Resour Res 28 5 (1992) 1233-1246
    • (1992) Water Resour Res , vol.28 , Issue.5 , pp. 1233-1246
    • Wagner, J.M.1    Shamir, U.2    Nemati, H.R.3
  • 35
    • 0000670055 scopus 로고
    • Ecological optimization and adaptive management
    • Walters C.J., and Hilborn R. Ecological optimization and adaptive management. Ann Rev Ecol Syst 9 (1978) 157-188
    • (1978) Ann Rev Ecol Syst , vol.9 , pp. 157-188
    • Walters, C.J.1    Hilborn, R.2
  • 37
    • 0027642146 scopus 로고
    • Stochastic programming models for air quality management
    • Watanabe T., and Ellis H. Stochastic programming models for air quality management. Comput Operat Res 20 6 (1993) 651-663
    • (1993) Comput Operat Res , vol.20 , Issue.6 , pp. 651-663
    • Watanabe, T.1    Ellis, H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.