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随机情景分析 — 不确定性下的概率性多情景评估

随机情景分析通过评估多个明确定义的情景下的系统或决策,并为每个情景分配发生概率。与确定性情景分析不同,它通过概率分布传播不确定性,并计算整个情景空间中的预期结果、方差和风险指标,从而为决策者提供对可能发生的情况及其发生概率的结构化视图。

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来源

  1. Birge, J. R., Louveaux, F. (2011). Introduction to Stochastic Programming (2nd ed.). Springer. ISBN: 9781461402374
  2. Lempert, R. J., Popper, S. W., Bankes, S. C. (2003). Shaping the Next One Hundred Years: New Methods for Quantitative, Long-Term Policy Analysis. RAND Corporation. link

如何引用本页

ScholarGate. (2026, June 3). Stochastic Scenario Analysis — Probabilistic multi-scenario evaluation under uncertainty. ScholarGate. https://scholargate.app/zh/simulation/stochastic-scenario-analysis

Which method?

Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.

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被引用于

ScholarGateStochastic Scenario Analysis (Stochastic Scenario Analysis — Probabilistic multi-scenario evaluation under uncertainty). 于 2026-06-15 检索自 https://scholargate.app/zh/simulation/stochastic-scenario-analysis · 数据集: https://doi.org/10.5281/zenodo.20539026