Study on Stochastic Programming Methods Based on Synthesizing Effect

  • Authors:

  • Fachao Li;Xianlei Liu;Chenxia Jin

  • Affiliations:

  • School of Economics and Management, Hebei University of Science and Technology, Shijiazhuang, China 050018 and School of Science, Hebei University of Science and Technology, Shijiazhuang, China 05 ...;School of Science, Hebei University of Science and Technology, Shijiazhuang, China 050018;School of Economics and Management, Hebei University of Science and Technology, Shijiazhuang, China 050018 and School of Science, Hebei University of Science and Technology, Shijiazhuang, China 05 ...

  • Venue:
  • AICI '09 Proceedings of the International Conference on Artificial Intelligence and Computational Intelligence
  • Year:
  • 2009

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Abstract

Stochastic programming is a well-known optimization problem in resource allocation, optimization decision etc. 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 (denoted by BSE-SGM for short) 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.