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البرمجة الصحيحة المختلطة العشوائية×محاكاة مونت كارلو×
المجالالمحاكاةاتخاذ القرار
العائلةProcess / pipelineMCDM
سنة النشأة1990s–2000s1949
صاحب الطريقةBirge, J. R.; Louveaux, F.; Sen, S.Metropolis, N., Ulam, S.
النوعStochastic optimization modelRobustness wrapper — Monte Carlo uncertainty propagation
المصدر التأسيسيBirge, J. R., & Louveaux, F. (1997). Introduction to Stochastic Programming. Springer Series in Operations Research. New York: Springer. ISBN: 9780387982175Metropolis, N., Ulam, S. (1949). The Monte Carlo method. Journal of the American Statistical Association DOI ↗
الأسماء البديلةSMIP, Stochastic MIP, Mixed-Integer Stochastic Programming, SMILP
ذات صلة50
الملخصStochastic Mixed-Integer Programming (SMIP) is an optimization framework that finds the best mix of binary, integer, and continuous decisions when key parameters — costs, demands, capacities — are uncertain and modeled as probability distributions over a set of scenarios. It extends classical MIP by embedding scenario trees or expected-value objectives that hedge against uncertainty while respecting combinatorial constraints.MONTE-CARLO-SIMULATION (Monte Carlo Simulation — Stochastic uncertainty propagation through MCDM model) is a ranking multi-criteria decision-making (MCDM) method introduced by Metropolis, N., Ulam, S. in 1949. It turns a decision matrix of alternatives scored on multiple criteria into a structured, reproducible result.
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ScholarGateقارن الطرق: Stochastic Mixed-Integer Programming · MONTE-CARLO-SIMULATION. استُرجع بتاريخ 2026-06-15 من https://scholargate.app/ar/compare