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Stochastická analýza scenárov×Stochastické lineárne programovanie×
OdborSimuláciaSimulácia
RodinaProcess / pipelineProcess / pipeline
Rok vzniku1955–1980s1955
TvorcaDantzig, G. B.; Birge, J. R.; and others in stochastic programming traditionGeorge B. Dantzig
TypProbabilistic scenario enumeration and evaluationStochastic optimization model
Pôvodný zdrojBirge, J. R., Louveaux, F. (2011). Introduction to Stochastic Programming (2nd ed.). Springer. ISBN: 9781461402374Dantzig, 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 ↗
Ďalšie názvyProbabilistic Scenario Analysis, SSA, Stochastic What-If Analysis, Monte Carlo Scenario AnalysisSLP, Stochastic LP, Linear Programming under Uncertainty, Two-Stage SLP
Príbuzné45
ZhrnutieStochastic Scenario Analysis evaluates a system or decision across multiple explicitly defined scenarios, each assigned a probability of occurrence. Unlike deterministic scenario analysis, it propagates uncertainty through probability distributions and computes expected outcomes, variance, and risk metrics across the scenario space, giving decision-makers a structured view of what could happen and how likely each outcome is.Stochastic 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.
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ScholarGatePorovnať metódy: Stochastic Scenario Analysis · Stochastic Linear Programming. Získané 2026-06-17 z https://scholargate.app/sk/compare