An agricultural investment problem subject to probabilistic constraints

Kawtar El Karfi; René Henrion; Driss Mentagui

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An agricultural investment problem subject to probabilistic constraints

机译：An agricultural investment problem subject to probabilistic constraints

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Abstract Motivated by a model introduced by Moiseev, we consider a problem of optimal investment into agricultural infrastructure (irrigation, storage) under uncertainty (demand, yield coefficients of soil). Unlike the risk-neutral approach of Moiseev, we formulate a risk-averse model based on joint probabilistic or chance constraints. We assume the random vector to obey a continuous Gaussian distribution. The probabilities of satisfying the demand of cereals and of not wasting excess harvest up to some given thresholds are calculated in dependence on the investment decisions in a multiperiod setting. Numerical results are presented for a small-dimensional example.

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来源
《Computational management science》 |2022年第4期|149-167|共19页
作者
Kawtar El Karfi; René Henrion; Driss Mentagui;
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作者单位

Faculty of Sciences, Ibn Tofail University;

Weierstrass Institute for Applied Analysis and Stochastics;

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原文格式 PDF
正文语种英语
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关键词
Reservoir management; Probabilistic constraints; Agricultural investment; Optimization with chance constraints;

An agricultural investment problem subject to probabilistic constraints

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