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حوزهشبیه‌سازیشبیه‌سازی
خانوادهProcess / pipelineProcess / pipeline
سال پیدایش1999–20041955
پدیدآورBen-Tal, A. and Nemirovski, A.; further developed by Bertsimas, D. and Sim, M.George B. Dantzig
نوعUncertainty-robust linear optimizationStochastic optimization model
منبع بنیادینBertsimas, D., Sim, M. (2004). The price of robustness. Operations Research, 52(1), 35–53. DOI ↗Dantzig, 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 ↗
نام‌های دیگرRLP, Robust LP, Tractable Robust LP, Uncertainty-Set LPSLP, Stochastic LP, Linear Programming under Uncertainty, Two-Stage SLP
مرتبط55
خلاصهRobust Linear Programming (RLP) extends classical linear programming to handle uncertainty in problem data — cost coefficients, constraint coefficients, or right-hand sides — by requiring solutions to remain feasible and near-optimal across all realizations of uncertain parameters within a defined uncertainty set. It replaces probabilistic assumptions with worst-case guarantees, making it practical when distributional knowledge is limited.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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  3. PUBLISHED

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ScholarGateمقایسهٔ روش‌ها: Robust Linear Programming · Stochastic Linear Programming. بازیابی‌شده در 2026-06-15 از https://scholargate.app/fa/compare