TITLE

Study on Quasi-Linear Stochastic Programming Model and Its Solution

AUTHOR(S)
Ji Xiangjun; Jin Chenxia
PUB. DATE
February 2013
SOURCE
International Journal of Digital Content Technology & its Applic;Feb2013, Vol. 7 Issue 4, p320
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
In this paper, we first analyze the features and shortcomings of existing stochastic programming methods. For the bottleneck of higher computational complexity, we give the concept of reliability coefficient and a quasi-linear processing pattern for chance-constrain based on mathematic expectation and variance, analyze the relationship between reliability coefficient and reliability (probability), and give the selecting strategy of reliability coefficient. Then, we establish the quasi-linear stochastic programming model, and discuss the performance of this model by an example.
ACCESSION #
98892836

 

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