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Programació Estocàstica d'Enter mixts×Simulació Monte Carlo×
CampSimulacióPresa de decisions
FamíliaProcess / pipelineMCDM
Any d'origen1990s–2000s1949
Autor originalBirge, J. R.; Louveaux, F.; Sen, S.Metropolis, N., Ulam, S.
TipusStochastic optimization modelRobustness wrapper — Monte Carlo uncertainty propagation
Font seminalBirge, 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 ↗
ÀliesSMIP, Stochastic MIP, Mixed-Integer Stochastic Programming, SMILP
Relacionats50
ResumStochastic 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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ScholarGateCompara mètodes: Stochastic Mixed-Integer Programming · MONTE-CARLO-SIMULATION. Recuperat el 2026-06-15 de https://scholargate.app/ca/compare