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 16 条

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KENNEDY, D
[J]. MATHEMATICAL PROGRAMMING, 1988, 42 (01) : 147 - 157
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