A two-level system with stochastic parameter constraints

Общая информация

 Аннотация

    A development of branch planning problem is presented for the case with randomized information for some of the parameters. The described formulation belongs to the class of the so-called two-level problems of stochastic programming problem. Method of the solution of the equivalent deterministic problem is a decomposition algorithm using aggregation of variables. The main result is the proof of local monotonicity of iterative process with respect to functional, which was formulated for initial problem as a hypothesis.

 Ключевые слова

    two-level system; stochastic parameter constraints; stochastic information; industry planning; two-stage stochastic programming; decomposition algorithm; local monotonicity
 

Home page
Наш адрес:
119991 ГСП-1 Москва В-71, Ленинский просп., 14
Телефон: 938-0309 (Справ. бюро)
Факс: (495)954-3320 (Лен.пр.,14), (495)938-1844 (Лен.пр.,32а)
Назад