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- Title
An approximating algorithm for compensated bi-level stochastic programming.
- Authors
HE Yun; FENG Chun-qiang
- Abstract
For the purpose of transforming a bi-level compensated stochastic programming to a deterministic optimization problem, the experience mean approximation method is used in this paper. A numerical example and its solution analysis show that this method do d not require to understand the distribution of the related random variable, thereby reducing the solving difficulty.
- Subjects
APPROXIMATION theory; STOCHASTIC analysis; DETERMINISTIC algorithms; NUMERICAL analysis; PROBLEM solving; RANDOM variables
- Publication
Basic Sciences Journal of Textile Universities / Fangzhi Gaoxiao Jichu Kexue Xuebao, 2013, Vol 26, Issue 1, p110
- ISSN
1006-8341
- Publication type
Article