| 两阶段随机线性规划的费用型鲁棒模型 |
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| 引用本文： | 韩伯顺,秦成林.两阶段随机线性规划的费用型鲁棒模型[J].应用数学与计算数学学报,1999,13(2):1-8. |
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| 作者姓名： | 韩伯顺 秦成林 |
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| 作者单位： | 上海大学理学院数学系!上海，201800，上海大学理学院数学系!上海，201800 |
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| 摘 要： | Vladmiron和Zenios曾引进了限制补偿的概念，给出了关于具有补偿的两阶段随机线性规划的鲁棒优化的新的表述。为适应决策者对补偿在技术操作上的稳定性与经费预算上的稳定性的需求，我们提出了费用型鲁棒模型以及混合型鲁棒模型，并转化为序列修正的线性规划的求解问题．
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| 关 键 词： | 决策分析 随机规划 鲁棒性 满意解 算法 |
A Cost-Based Robust Model for for Two-stage Stochastic Linear Programming |
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| BOSHUN HAN, CHENGLIN QIN.A Cost-Based Robust Model for for Two-stage Stochastic Linear Programming[J].Communication on Applied Mathematics and Computation,1999,13(2):1-8. |
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| Authors: | BOSHUN HAN CHENGLIN QIN |
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| Abstract: | VladimiIilrou and Zenios illtroduced the concept of restricted recourse, and gave anew formulation for the robust optimization of twrvstage stochastic linear programming. Inorder to satisfy the demand of decision makers for their tedrilogical operation stabilityand recou-rse cost budget stability, we presellt a cost-based robust model and a Injxd robustmodel, respectively and transform them into the solution problem of seqbelltial modiliedlinear programming. |
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| Keywords: | Decision analysis Stochastic programming Robust Satisficing Algorithm |
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