Algorithms and model management for stochastic programming

随机规划的算法和模型管理

• 批准号: 36872-2006
• 负责人: Gassmann, Horand
• 金额: $ 0.73万
• 依托单位: Dalhousie University
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2007
• 资助国家: 加拿大
• 起止时间: 2007-01-01 至 2008-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=366113
• 关键词: Algorithms; model; management; stochastic; programming

This research concerns decision making under uncertainty. I will develop tools that will allow researchers to develop and solve mathematical models and algorithms in situations that are affected by random events. Since the models are often large and difficult to solve, there may well be several algorithms that have to be tried, perhaps by different researchers. In order to share the models, a common recording mechanism is necessary. Designing this format is another important aspect of my research.

这项研究涉及不确定性下的决策。我将开发工具，使研究人员能够在受随机事件影响的情况下开发和解决数学模型和算法。由于模型通常很大且难以求解，因此很可能需要尝试多种算法，也许需要由不同的研究人员进行尝试。为了共享模型，需要一个通用的记录机制。设计这种格式是我研究的另一个重要方面。