Stochastic programming methods based on synthesizing effect function and its application for the measures program of oilfield
In this paper, by analyzing the essential characteristic of stochastic programming and the deficiencies of the existing methods, we propose the concept of synthesizing effect function for processing the objective function and constraints, and further we give an axiomatic system for synthesizing effect function. Finally, we establish a general solution model based on synthesizing effect function for stochastic programming problem, and analyze the model through an example. All the results indicate that our method not only includes the existing methods for stochastic programming, but also effectively merge the decision preferences into the solution, so it can be widely used in many fields such as complicated system optimization and artificial intelligence etc.
Stochastic programming Stochastic decisionmaking Synthesizing effect function Mathematical expectation
Fa-Chao Li Xian-Lei Liu Chen-Xia Jin
School of Economics and Management Hebei University of Science and Technology Shijiazhuang, China School of Science Hebei University of Science and Technology Shijiazhuang, China
国际会议
长沙
英文
3634-3637
2009-10-10(万方平台首次上网日期,不代表论文的发表时间)