POSTOPTIMALITY FOR MULTISTAGE STOCHASTIC LINEAR-PROGRAMS

被引：17

作者：

DUPACOVA, J ^{[1
]}

机构：

[1] CHARLES UNIV,PRAGUE,CZECH REPUBLIC

来源：

ANNALS OF OPERATIONS RESEARCH | 1995年 / 56卷

关键词：

MULTISTAGE STOCHASTIC LINEAR PROGRAMS; SCENARIOS; CONTAMINATION TECHNIQUE; POSTOPTIMALITY; BOUNDS; WORST CASE ANALYSIS;

D O I：

10.1007/BF02031700

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

The contamination technique is presented as a flexible and relatively easily tractable tool to postoptimality analysis for scenario based multistage stochastic linear programs. It is promising especially in cases when the influence of additional or out-of-sample scenarios on the already solved problem is to be explored.

引用

页码：65 / 78

页数：14

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