Two-stage problem of quantile optimization of an investment project

被引：0
|
作者：
Naumov, A. V. [1 ]
机构：
[1] State Univ Aerosp Technol, Moscow Aviat Inst, Moscow 125993, Russia
来源：
JOURNAL OF COMPUTER AND SYSTEMS SCIENCES INTERNATIONAL | 2010年 / 49卷 / 02期
基金：
俄罗斯基础研究基金会;
关键词：
Linear Programming Problem; Stochastic Program; System Science International; Investment Project; Planning Period;
D O I：
10.1134/S106423071002005X
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
The problem of optimization of investments into a business project of some enterprise whose activity is planned during a certain number of time periods is considered. The mathematical formulation of the problem in the form of a two-stage problem of quantile optimization is proposed. Two algorithms of finding the guaranteeing solution to the problem are described, and their comparative analysis is performed using the results of numerical experiment.
引用
收藏
页码：199 / 206
页数：8
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