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A two-level system with stochastic parameter constraints

 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
 


Последние изменения: 26.02.2001


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