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A NEW APPROACH TO STOCHASTIC-PROGRAMMING PROBLEMS - DISCRETE MODEL

DSpace at IIT Bombay

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Title A NEW APPROACH TO STOCHASTIC-PROGRAMMING PROBLEMS - DISCRETE MODEL
 
Creator JOSHI, RR
 
Subject center of gravity
heuristics
stochastic programming
 
Description A new heuristic approach for Stochastic Programming Problems (SPP) is presented. Here the heuristic idea is based on an analogy of SPP with the problem of determination of the centre of gravity in certain physical systems. A general purpose algorithm is presented for SPPs with discrete random coefficients. An analysis of the efficiency and reliability of this heuristic approach is presented along with computational results on some test problems.
 
Publisher ELSEVIER SCIENCE BV
 
Date 2011-07-22T18:44:22Z
2011-12-26T12:52:31Z
2011-12-27T05:38:30Z
2011-07-22T18:44:22Z
2011-12-26T12:52:31Z
2011-12-27T05:38:30Z
1995
 
Type Article
 
Identifier EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 83(3), 514-529
0377-2217
http://dx.doi.org/10.1016/0377-2217(93)E0218-M
http://dspace.library.iitb.ac.in/xmlui/handle/10054/6323
http://hdl.handle.net/10054/6323
 
Language en