• 제목/요약/키워드: two Stage problem with recourse

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STABILITY OF THE MULTIPLE OBJECTIVE LINEAR STOCHASTIC PROGRAMMING PROBLEMS

  • Cho, Gyeong-Mi
    • 대한수학회보
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    • 제32권2호
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    • pp.287-296
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    • 1995
  • Wets ([4],[5],[6]) considered single objective linear two-stage programming problem under uncertainty with complete recourse. Artstein, Dupacova, Romisch, Schultz and Wets studied stability of this problem id depth. But in many real world problems to make best decision, we need multiple objective functions. So we consider the following multiple objective two-stage programming problems with complete fixed recourse.

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L-SHAPED ALGORITHM FOR TWO STAGE PROBLEMS OF STOCHASTIC CONVEX PROGRAMMING

  • Tang, Hengyong;Zhao, Yufang
    • Journal of applied mathematics & informatics
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    • 제13권1_2호
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    • pp.261-275
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    • 2003
  • In this paper we study two stage problems of stochastic convex programming. Solving the problems is very hard. A L-shaped method for it is given. The implement of the algorithm is simple, so less computation work is needed. The result of computation shows that the algorithm is effective.