Beberapa Metode pada Masalah Pemrograman Stokastik

Mantik: Jurnal Matematika

Ihda Hasbiyati¹  Hasriati Hasriati¹ 

[1] Universitas Riau, Pekanbaru;

关键词: Stochastic programming problems;    Robust optimization;    Chance-constrained programming;    Recourse stochastic programming;   

DOI  :  10.15642/mantik.2017.3.2.83-86

来源: DOAJ

【 摘 要 】

Stochastic programming problem is mathematical problem (linear, integer, mixed integer, and nonlinier) with stochastic element lies data. To get reasonable solution and optimal with its stochastic data is needed several method.  Applicable method in trouble stochastic programming are L-Shape decomposition and lagrange decomposition. Each method can determine optimal solution to troubleshoots stochastic programming

【 授权许可】

Unknown