A NEW APPROACH TO STOCHASTIC-PROGRAMMING PROBLEMS - DISCRETE MODEL

被引：4

作者：

JOSHI, RR ^{[1
]}

机构：

[1] INDIAN INST TECHNOL,SCH BIOMED ENGN,BOMBAY 400076,INDIA

来源：

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 1995年 / 83卷 / 03期

关键词：

CENTER OF GRAVITY; HEURISTICS; STOCHASTIC PROGRAMMING;

D O I：

10.1016/0377-2217(93)E0218-M

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

A new heuristic approach for Stochastic Programming Problems (SPP) is presented. Here the heuristic idea is based on an analogy of SPP with the problem of determination of the centre of gravity in certain physical systems. A general purpose algorithm is presented for SPPs with discrete random coefficients. An analysis of the efficiency and reliability of this heuristic approach is presented along with computational results on some test problems.

引用

页码：514 / 529

页数：16

共 50 条

[1] DISCRETE STABILITY OF STOCHASTIC-PROGRAMMING PROBLEMS WITH RECOURSE
LEPP, R
LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, 1986, 84 : 529 - 534
[2] SEQUENTIAL OPTIMIZATION ALGORITHMS IN PROBLEMS OF DISCRETE STOCHASTIC-PROGRAMMING
ZAK, YA
YAKHNO, VN
ENGINEERING CYBERNETICS, 1980, 18 (01): : 6 - 13
[3] A NOTE ON THE MINIMAX APPROACH TO THE STOCHASTIC-PROGRAMMING PROBLEMS
KANKOVA, V
EKONOMICKO-MATEMATICKY OBZOR, 1990, 26 (01): : 64 - 70
[4] A STOCHASTIC-PROGRAMMING MODEL
KATAOKA, S
ECONOMETRICA, 1963, 31 (1-2) : 181 - 196
[5] A STOCHASTIC APPROACH TO STABILITY IN STOCHASTIC-PROGRAMMING
VOGEL, S
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1994, 56 (1-2) : 65 - 96
[6] A VARIATIONAL APPROACH TO STOCHASTIC-PROGRAMMING
NASLUND, B
WHINSTON, A
OPERATIONS RESEARCH, 1962, 10 : B24 - B25
[7] STOCHASTIC-PROGRAMMING - AN INTERACTIVE MULTICRITERIA APPROACH
LECLERCQ, JP
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1982, 10 (01) : 33 - 41
[8] STABILITY IN DISTRIBUTION PROBLEMS OF NONLINEAR STOCHASTIC-PROGRAMMING
WANG, JD
ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH, 1991, 8 (02) : 128 - 134
[9] PARALLEL DECOMPOSITION OF MULTISTAGE STOCHASTIC-PROGRAMMING PROBLEMS
RUSZCZYNSKI, A
MATHEMATICAL PROGRAMMING, 1993, 58 (02) : 201 - 228
[10] A STOCHASTIC-PROGRAMMING MODEL FOR MONEY MANAGEMENT
GOLUB, B
HOLMER, M
MCKENDALL, R
POHLMAN, L
ZENIOS, SA
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1995, 85 (02) : 282 - 296

← 1 2 3 4 5 →