Comparison of Stochastic Dynamic Programming and Sequential Decision-Dependent Operational Rules
摘要
This study compares implicit stochastic optimization (ISO) and explicit stochastic optimization (ESO) for deriving operational rules for conjunctive use of surface water and groundwater, and proposes an improved ISO formulation that accounts for capturing interdependence among sequential decisions. In the present formulation, previously determined decision variables are introduced as additional inputs to the rule model. The analysis is carried out using the example of the conjunctive use system of the Qazvin Plain, Iran. ESO-based operational rules are derived using stochastic dynamic programming (SDP), whereas ISO-based rules are extracted from the analysis of optimization results using the M5 decision tree algorithm. The derived rules are evaluated in a simulation model driven by the historical inflow record and 14 synthetic inflow series. Incorporating previously determined decisions substantially improves the accuracy of ISO-based rules, increasing the correlation coefficient by up to 40.5% relative to the conventional ISO formulation. Nevertheless, ESO-based rules provide better overall system performance across all inflow scenarios, producing lower agricultural water deficits and better groundwater control. Under ESO-based operation, groundwater storage remains close to the prescribed bounds (0–80 ± 10 MCM), whereas ISO-based rules produce substantial deviations. These results show that the proposed ISO modification improves rule accuracy, but ESO remains the more reliable framework for conjunctive operation when groundwater sustainability is a primary objective.