Robust Stochastic Optimization for Reservoir Operation

This article has been accepted for publication and undergone full peer review but has not been through the copyediting, typesetting, pagination and proofreading process which may lead to differences between this version and the Version of Record. Please cite this article as an ‘Accepted Article’, doi: 10.1002/2014WR015380 This article is protected by copyright. All rights reserved. X- 2 PAN ET AL.: ROBUST STOCHASTIC OPTIMIZATION FOR RESERVOIR OPERATION Abstract. Optimal reservoir operation under uncertainty is a challeng-ing engineering problem. Application of classic stochastic optimization meth-ods to large-scale problems is limited due to computational difficulty. More-over, classic stochastic methods assume that the estimated distribution func-tion or the sample inflow data accurately represents the true probability dis-tribution, which may be invalid and the performance of the algorithms ma