求解简单补偿随机规划问题的最小-最大-最大-最小方法

A Min-Max-Max-Min Approach to Solving a Stochastic Programming Problem with Simple Recourse

Management Science · 1992
被引 4
人大 A+FT50UTD24ABS 4*

中文导读

研究在不确定事件发生前做决策、事后补充资源的问题,先建模为最大最小问题,再转化为更易求解的最小最大问题,并利用后者的解辅助前者求解。

Abstract

This paper studies a problem of determining the level of certain decisions, taken prior to certain events taking place, and the subsequent additional resource procurement decisions needed to implement the initial program once these events have materialised. The problem is formulated first of all as a max-min problem, and then as an equivalent min-max problem. The min-max problem is easier to solve than the max-min problem. The information provided in solving the min-max problem may be used to facilitate the solution of the max-min problem.

随机规划简单补偿最小最大问题最大最小问题