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البرمجة الخطية العشوائية×البرمجة الديناميكية العشوائية×
المجالالمحاكاةالمحاكاة
العائلةProcess / pipelineProcess / pipeline
سنة النشأة19551957
صاحب الطريقةGeorge B. DantzigBellman, R.; formalized for stochastic settings by Puterman, M. L.
النوعStochastic optimization modelSequential optimization under uncertainty
المصدر التأسيسيDantzig, G. B., & Madansky, A. (1961). On the solution of two-stage linear programs under uncertainty. Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability, 1, 165–176. link ↗Bellman, R. (1957). Dynamic Programming. Princeton University Press, Princeton, NJ. ISBN: 9780486428093
الأسماء البديلةSLP, Stochastic LP, Linear Programming under Uncertainty, Two-Stage SLPSDP, Markov Decision Process, MDP, Stochastic DP
ذات صلة56
الملخصStochastic Linear Programming (SLP) extends classical linear programming to settings where some model parameters — costs, demands, resource availability — are uncertain and modeled as random variables. By optimizing expected costs over a probability distribution of scenarios, SLP produces decisions that remain feasible and near-optimal across a range of possible futures rather than for a single assumed state of the world.Stochastic Dynamic Programming (SDP) is a mathematical optimization framework for sequential decision problems where outcomes are partly random. It extends Bellman's principle of optimality to stochastic environments, representing problems as Markov Decision Processes (MDPs) and computing optimal policies by solving recursive value equations over states and time periods.
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ScholarGateقارن الطرق: Stochastic Linear Programming · Stochastic Dynamic Programming. استُرجع بتاريخ 2026-06-15 من https://scholargate.app/ar/compare