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حوزهشبیه‌سازیشبیه‌سازی
خانوادهProcess / pipelineProcess / pipeline
سال پیدایش19681955
پدیدآورContini, B. (building on Charnes & Cooper's chance-constrained programming)Dantzig, G. B.; Beale, E. M. L.
نوعStochastic multi-goal optimizationOptimization under uncertainty with discrete decisions
منبع بنیادینContini, B. (1968). A stochastic approach to goal programming. Operations Research, 16(3), 576–586. DOI ↗Birge, J. R., & Louveaux, F. (1997). Introduction to Stochastic Programming. Springer, New York. ISBN: 978-1-4614-0237-4
نام‌های دیگرSGP, Stochastic GP, Chance-Constrained Goal Programming, Probabilistic Goal ProgrammingSIP, Stochastic IP, Integer Stochastic Programming, Mixed-Integer Stochastic Programming
مرتبط66
خلاصهStochastic Goal Programming (SGP) extends classical goal programming to handle uncertainty in goal targets, constraint coefficients, or right-hand-side parameters. By incorporating probabilistic constraints and stochastic objective components, it finds solutions that satisfy multiple goals at acceptable probability levels, making it suitable for decision problems where data are inherently uncertain or variable.Stochastic Integer Programming (SIP) is an optimization framework that combines integer (discrete) decision variables with explicit probabilistic modeling of uncertainty. It seeks the best here-and-now decision that minimizes expected cost (or maximizes expected benefit) across a distribution of future scenarios, accounting for the fact that some decisions must be made before uncertainty is resolved.
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ScholarGateمقایسهٔ روش‌ها: Stochastic Goal Programming · Stochastic Integer Programming. بازیابی‌شده در 2026-06-15 از https://scholargate.app/fa/compare