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Stochastické programování se smíšenými celočíselnými proměnnými×Stochastické lineární programování×
OborSimulaceSimulace
RodinaProcess / pipelineProcess / pipeline
Rok vzniku1990s–2000s1955
TvůrceBirge, J. R.; Louveaux, F.; Sen, S.George B. Dantzig
TypStochastic optimization modelStochastic optimization model
Původní zdrojBirge, J. R., & Louveaux, F. (1997). Introduction to Stochastic Programming. Springer Series in Operations Research. New York: Springer. ISBN: 9780387982175Dantzig, 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 ↗
Další názvySMIP, Stochastic MIP, Mixed-Integer Stochastic Programming, SMILPSLP, Stochastic LP, Linear Programming under Uncertainty, Two-Stage SLP
Příbuzné55
ShrnutíStochastic 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.Stochastic 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.
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ScholarGatePorovnat metody: Stochastic Mixed-Integer Programming · Stochastic Linear Programming. Získáno 2026-06-15 z https://scholargate.app/cs/compare