کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5111722 1483659 2017 27 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Two-stage stochastic mixed-integer linear programming: The conditional scenario approach
ترجمه فارسی عنوان
برنامه ریزی خطی تلفیقی عددی دو مرحله ای: رویکرد سناریو شرطی
کلمات کلیدی
برنامه ریزی خطی مخلوط عدد صحیح، انتظارات شرطی، سناریو، سناریوی شرطی،
موضوعات مرتبط
علوم انسانی و اجتماعی مدیریت، کسب و کار و حسابداری استراتژی و مدیریت استراتژیک
چکیده انگلیسی
In this paper we consider the two-stage stochastic mixed-integer linear programming problem with recourse, which we call the RP problem. A common way to approximate the RP problem, which is usually formulated in terms of scenarios, is to formulate the so-called Expected Value (EV) problem, which only considers the expectation of the random parameters of the RP problem. In this paper we introduce the Conditional Scenario (CS) problem which represents a midpoint between the RP and the EV problems regarding computational tractability and ability to deal with uncertainty. In the theoretical section we have analyzed some useful bounds related to the RP, EV and CS problems. In the numerical example here presented, the CS problem has outperformed both the EV problem in terms of solution quality, and the RP problem with the same number of scenarios as in the CS problem, in terms of solution time.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Omega - Volume 70, July 2017, Pages 31-42
نویسندگان
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