摘要
Vladmiron和Zenios曾引进了限制补偿的概念，给出了关于具有补偿的两阶段随机线性规划的鲁棒优化的新的表述。为适应决策者对补偿在技术操作上的稳定性与经费预算上的稳定性的需求，我们提出了费用型鲁棒模型以及混合型鲁棒模型，并转化为序列修正的线性规划的求解问题．
VladimiIilrou and Zenios illtroduced the concept of restricted recourse, and gave anew formulation for the robust optimization of twrvstage stochastic linear programming. Inorder to satisfy the demand of decision makers for their tedrilogical operation stabilityand recou-rse cost budget stability, we presellt a cost-based robust model and a Injxd robustmodel, respectively and transform them into the solution problem of seqbelltial modiliedlinear programming.
出处
《应用数学与计算数学学报》
1999年第2期1-8,共8页
Communication on Applied Mathematics and Computation
