Author(s)

David W. Watkins, Jr, David P. Morton & Daene C. McKinney

Abstract

Monte Carlo techniques for estimating solution quality in stochastic groundwater management models David W. Watkins, Jr * , David P. Morton^ & Daene C. McKinney* * Department of Civil Engineering, University of Texas at fm; mew af //z^ TTydro/og/c EA7g. * Department of Mechanical Engineering, University of r^^^^^/m^^/m, 7% 7^77 2, morton@mail. utexas. edu 7% 7^772, daene mckinney@mail utexas. edu Abstract For computational purposes, a stochastic groundwater management model with minimizing value z* is often approximately solved by randomly sampling n realizations of the model's stochastic parameters, and then solving the resulting "approximating problem" for ( x% , Zn ). It can be shown that, in expectation, ^ is a lower bound on z* and that this lower bound monotonically improves as n increases. Using this result, an approach based on Monte Carlo sampling and solution of multiple instances of the ^-scenario approximating problem is applied to construc

Keywords