Study on Stochastic Programming Methods Based on Synthesizing Effect
نویسندگان
چکیده
Stochastic programming is a well-known optimization problem in resource allocation, optimization decision, etc. In this paper, we first analyze the essential features of stochastic programming and the deficiencies of the existing methods. To systematically process the objective function and constraints, we give the principles we should obey in seeking for the optimal decision, and further we give an axiomatic system for synthesis effect function. Based on synthesis effect function, we establish a general solution model (simply denoted as BSE-SGM) for stochastic programming problem, discuss the concavity of BSE-SGM, and analyze the effectiveness of BSE-SGM by an example. The results indicate that our method includes the existing stochastic programming methods, which can integrate the decision consciousness into the solution process effectively.
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