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برنامه‌ریزی عدد صحیح مختلط تصادفی×برنامه‌ریزی پویا تصادفی×
حوزهشبیه‌سازیشبیه‌سازی
خانوادهProcess / pipelineProcess / pipeline
سال پیدایش1990s–2000s1957
پدیدآورBirge, J. R.; Louveaux, F.; Sen, S.Bellman, R.; formalized for stochastic settings by Puterman, M. L.
نوعStochastic optimization modelSequential optimization under uncertainty
منبع بنیادینBirge, J. R., & Louveaux, F. (1997). Introduction to Stochastic Programming. Springer Series in Operations Research. New York: Springer. ISBN: 9780387982175Bellman, R. (1957). Dynamic Programming. Princeton University Press, Princeton, NJ. ISBN: 9780486428093
نام‌های دیگرSMIP, Stochastic MIP, Mixed-Integer Stochastic Programming, SMILPSDP, Markov Decision Process, MDP, Stochastic DP
مرتبط56
خلاصهStochastic 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 Dynamic Programming (SDP) is a mathematical optimization framework for sequential decision problems where outcomes are partly random. It extends Bellman's principle of optimality to stochastic environments, representing problems as Markov Decision Processes (MDPs) and computing optimal policies by solving recursive value equations over states and time periods.
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ScholarGateمقایسهٔ روش‌ها: Stochastic Mixed-Integer Programming · Stochastic Dynamic Programming. بازیابی‌شده در 2026-06-15 از https://scholargate.app/fa/compare