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 |