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Programmation Linéaire en Nombres Entiers Stochastique×Programmation stochastique à variables mixtes entières×
DomaineSimulationSimulation
FamilleProcess / pipelineProcess / pipeline
Année d'origine19551990s–2000s
Auteur d'origineDantzig, G. B.; Beale, E. M. L.Birge, J. R.; Louveaux, F.; Sen, S.
TypeOptimization under uncertainty with discrete decisionsStochastic optimization model
Source fondatriceBirge, J. R., & Louveaux, F. (1997). Introduction to Stochastic Programming. Springer, New York. ISBN: 978-1-4614-0237-4Birge, J. R., & Louveaux, F. (1997). Introduction to Stochastic Programming. Springer Series in Operations Research. New York: Springer. ISBN: 9780387982175
AliasSIP, Stochastic IP, Integer Stochastic Programming, Mixed-Integer Stochastic ProgrammingSMIP, Stochastic MIP, Mixed-Integer Stochastic Programming, SMILP
Apparentées65
RésuméStochastic 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.Stochastic 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.
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ScholarGateComparer des méthodes: Stochastic Integer Programming · Stochastic Mixed-Integer Programming. Consulté le 2026-06-15 sur https://scholargate.app/fr/compare