全球智库信息集成服务系统(G2TT): Scenarios and Policy Aggregation in Optimization under Uncertainty.

G2TT

来源类型	Monograph (IIASA Working Paper)
规范类型	论文
	Scenarios and Policy Aggregation in Optimization under Uncertainty.
	Rockafellar RT; Wets RJ-B
发表日期	1987
出版者	IIASA, Laxenburg, Austria: WP-87-119
出版年	1987
语种	英语
摘要	A common approach in coping with multiperiod optimization problems under uncertainty where statistical information is not really strong enough to support a stochastic programming model, has been to set up and analyze a number of scenarios. The aim then is to identify trends and essential features on which a robust decision policy can be based. This paper develops for the first time a rigorous algorithmic procedure for determining such a policy in response to any weighting of the scenarios. The scenarios are bundled at various levels to reflect the availability of information, and iterative adjustments are made to the decision policy to adapt to this structure and remove the dependence on hindsight.
主题	Adaption and Optimization (ADO)
URL	http://pure.iiasa.ac.at/id/eprint/2933/
来源智库	International Institute for Applied Systems Analysis (Austria)
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/123388
推荐引用方式 GB/T 7714	Rockafellar RT,Wets RJ-B. Scenarios and Policy Aggregation in Optimization under Uncertainty.. 1987.