Optimization of stochastic planning models
نویسندگان
چکیده
This paper considers stochastic linear programming models for pvoduttkmpla^ cost coefficient and RHS term uncertainties arc represented by finite discrete probability distribution functions. The sedation of the two-stage fixed recourse problem is considered, for which a sensitivity-based successive disaggregatkm algorithm is outlined. The bounding properties of the aggregate sub-problems are examined in the rontext of the disaggregatton algorithm. Illustrative examples of the two-stage algorithm are presented.
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