通过随机规划优化资源获取决策

Optimizing Resource Acquisition Decisions by Stochastic Programming

Management Science · 1988
被引 84
人大 A+FT50UTD24ABS 4*

中文导读

提出一种资源导向分解方法,结合随机规划和混合整数规划,用于优化电力公司的燃料合同和电厂建设决策,并给出计算经验。

Abstract

This paper reports on the application of stochastic programming with recourse to strategic planning decisions regarding resource acquisition. A resource directed decomposition method, which simultaneously exploits stochastic programming and mixed integer programming model structures, is proposed. Computational experience with the method applied to fuel contract and plant construction decisions faced by an electric utility is presented.

随机规划资源获取混合整数规划分解算法