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Stohastično mješovito cjelobrojno programiranje×Stohastično dinamičko programiranje×
PodručjeSimulacijaSimulacija
ObiteljProcess / pipelineProcess / pipeline
Godina nastanka1990s–2000s1957
TvoracBirge, J. R.; Louveaux, F.; Sen, S.Bellman, R.; formalized for stochastic settings by Puterman, M. L.
VrstaStochastic optimization modelSequential optimization under uncertainty
Temeljni izvorBirge, 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
Drugi naziviSMIP, Stochastic MIP, Mixed-Integer Stochastic Programming, SMILPSDP, Markov Decision Process, MDP, Stochastic DP
Srodne56
SažetakStochastic 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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ScholarGateUsporedite metode: Stochastic Mixed-Integer Programming · Stochastic Dynamic Programming. Preuzeto 2026-06-15 s https://scholargate.app/hr/compare