| 来源类型 | Article |
| 规范类型 | 其他 |
| DOI | 10.1007/BF02680569 |
| A branch and bound method for stochastic global optimization. | |
| Pflug GC; Norkin VI; Ruszczynski A | |
| 发表日期 | 1998 |
| 出处 | Mathematical Programming : 425-450 |
| 出版年 | 1998 |
| 语种 | 英语 |
| 摘要 | A stochastic branch and bound method for solving stochastic global optimization problems is proposed. As in the deterministic case, the feasible set is partitioned into compact subsets. To guide the partitioning process the method uses stochastic upper and lower estimates of the optimal value of the objective function in each subset. Convergence of the method is proved and random accuracy estimates derived. Methods for constructing stochastic upper and lower bounds are discussed. The theoretical considerations are illustrated with an example of a facility location problem. |
| 主题 | Risk, Modeling, Policy (RMP) |
| URL | http://pure.iiasa.ac.at/id/eprint/5410/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/127766 |
| 推荐引用方式 GB/T 7714 | Pflug GC,Norkin VI,Ruszczynski A. A branch and bound method for stochastic global optimization.. 1998. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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