Sample Average Approximation method for Chance Constrained Stochastic Programming in Transportation Model of Emergency Management

摘要：

In this paper, an optimal model for the transportation of emergency resource is established on chance constrained stochastic programming. We use Conditional Value at Risk (CVaR) to approximate the chance constraint, and we get the approximation problem of the chance constrained stochastic programming by using the sample average approximation (SAA) method. For a given sample, the SAA problem is a deterministic nonlinear programming (NLP) and any appropriate NLP code can be applied to solve the problem. The model and method provide a new way for the emergency logistics management engineering .

关键词： emergency management chance constraint Conditional Value-at-Risk sample average approximation transportation model

作者: Deng Chunlin Yang Liu

作者单位: Department of Public Management, Xiangtan University, Xiangtan 411105. P.R.China Department! of Mathematics and Computational Science. Xiangtan University, Xiangtan 411105, P. R. China

会议类型: 国际会议

会议名称: International Symposium on Emergency Management 2011(ISEM‘2011)(第六届国际应急管理论坛暨中国(双法)应急管理专业委员会第七届年会)

会议地点: 北京

会议语种:英文

页码: 189-194

在线出版日期: 2011-11-19（万方平台首次上网日期，不代表论文的发表时间）