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Risk management for sulfur dioxide abatement under multiple uncertainties

机译:多重不确定性下二氧化硫减排的风险管理

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摘要

In this study, interval-parameter programming, two-stage stochastic programming (TSP), and conditional value-at-risk (CVaR) were incorporated into a general optimization framework, leading to an interval-parameter CVaR-based two-stage programming (ICTP) method. The ICTP method had several advantages: (i) its objective function simultaneously took expected cost and risk cost into consideration, and also used discrete random variables and discrete intervals to reflect uncertain properties; (ii) it quantitatively evaluated the right tail of distributions of random variables which could better calculate the risk of violated environmental standards; (iii) it was useful for helping decision makers to analyze the trade-offs between cost and risk; and (iv) it was effective to penalize the second-stage costs, as well as to capture the notion of risk in stochastic programming. The developed model was applied to sulfur dioxide abatement in an air quality management system. The results indicated that the ICTP method could be used for generating a series of air quality management schemes under different risk-aversion levels, for identifying desired air quality management strategies for decision makers, and for considering a proper balance between system economy and environmental quality.
机译:在这项研究中,将间隔参数编程,两阶段随机规划(TSP)和条件风险值(CVaR)纳入了一般优化框架,从而导致了基于间隔参数CVaR的两阶段编程( ICTP)方法。 ICTP方法具有以下优点:(i)其目标函数同时考虑了预期成本和风险成本,并且还使用离散随机变量和离散区间来反映不确定性; (ii)量化评估随机变量分布的右尾,以更好地计算违反环境标准的风险; (iii)有助于决策者分析成本与风险之间的权衡; (iv)惩罚第二阶段的成本,并抓住随机规划中的风险概念是有效的。所开发的模型应用于空气质量管理系统中的二氧化硫减排。结果表明,ICTP方法可用于在不同的风险规避级别下生成一系列空气质量管理方案,为决策者确定所需的空气质量管理策略,并考虑系统经济与环境质量之间的适当平衡。

著录项

  • 来源
    《Frontiers of earth science》 |2016年第1期|87-107|共21页
  • 作者单位

    Peking Univ, Coll Environm Sci & Engn, Beijing 100871, Peoples R China;

    Univ Regina, Inst Energy Environm & Sustainable Commun, Regina, SK S4S 7H9, Canada;

    Univ Regina, Inst Energy Environm & Sustainable Commun, Regina, SK S4S 7H9, Canada|China Agr Univ, Coll Water Resources & Civil Engn, Beijing 100083, Peoples R China;

    Peking Univ, Coll Environm Sci & Engn, Beijing 100871, Peoples R China;

    Peking Univ, Coll Environm Sci & Engn, Beijing 100871, Peoples R China;

    Peking Univ, Coll Environm Sci & Engn, Beijing 100871, Peoples R China;

  • 收录信息
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

    risk management; conditional value-at-risk; interval optimization; two-stage programming; uncertainty; air quality management;

    机译:风险管理;有条件的风险价值;间隔优化;两阶段规划;不确定性;空气质量管理;

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