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Programmation Linéaire Stochastique×Simulation de Monte-Carlo×
DomaineSimulationPrise de décision
FamilleProcess / pipelineMCDM
Année d'origine19551949
Auteur d'origineGeorge B. DantzigMetropolis, N., Ulam, S.
TypeStochastic optimization modelRobustness wrapper — Monte Carlo uncertainty propagation
Source fondatriceDantzig, 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 ↗Metropolis, N., Ulam, S. (1949). The Monte Carlo method. Journal of the American Statistical Association DOI ↗
AliasSLP, Stochastic LP, Linear Programming under Uncertainty, Two-Stage SLP
Apparentées50
RésuméStochastic 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.MONTE-CARLO-SIMULATION (Monte Carlo Simulation — Stochastic uncertainty propagation through MCDM model) is a ranking multi-criteria decision-making (MCDM) method introduced by Metropolis, N., Ulam, S. in 1949. It turns a decision matrix of alternatives scored on multiple criteria into a structured, reproducible result.
ScholarGateJeu de données
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ScholarGateComparer des méthodes: Stochastic Linear Programming · MONTE-CARLO-SIMULATION. Consulté le 2026-06-15 sur https://scholargate.app/fr/compare