Sequential explicitly stochastic linear programing models: A proposed method for design and management of multipurpose reservoir systems

A sequential explicitly stochastic linear programing model (SESLP) which consists of a nonlinear program and an algorithm for obtaining an approximate solution is presented. The SESLP model can be used either to determine for a multipurpose multiple‐reservoir system both a design and a management policy or to determine only a management policy. A discrete lag‐one Markov process is explicitly included in the model as the streamflow description. The approximate solution to the nonlinear program is obtained by sequentially solving two linear programs which are subsets of the nonlinear program. A method of significantly reducing the computational burden and data requirements of the SESLP model is also presented. The method (system coordinated performance‐individual operation (Scorpio)) is effective because within the SESLP/Scorpio model, although the operating rules for each reservoir are dependent on events occurring only at that reservoir site, system‐wide performance levels are measured and the operation of each reservoir is coordinated with all other reservoirs.