A genetic algorithm is used to solve this stochastic programming model 采用遺傳算法對該隨機(jī)規(guī)劃模型進(jìn)行求解。
Multistage stochastic programming model for the portfolio problem of a property - liability insurance company 財產(chǎn)保險公司投資組合問題的多階段隨機(jī)規(guī)劃模型
Study on the stochastic programming model of ocean shipping container slot allocation problem based on revenue management 基于收益管理的海運(yùn)集裝箱艙位分配隨機(jī)規(guī)劃模型
The computational results imply that a genetic algorithm is effective to solve complicated stochastic programming models 同時證實了遺傳算法能夠有效地解決復(fù)雜的隨機(jī)規(guī)劃模型。
A stochastic programming model of domestic commercial bank asset and liability management based on liquidity risk constraints 基于流動性風(fēng)險約束的我國商業(yè)銀行資產(chǎn)負(fù)債隨機(jī)規(guī)劃模型
In this paper , we develop an asset and liability management model suited to the domestic circumstances according to the current situation in china based on the stochastic programming model for asset and liability management , in which we improve the subject restraints of the model 摘要在資產(chǎn)負(fù)債管理隨機(jī)規(guī)劃模型的基礎(chǔ)上,根據(jù)國內(nèi)實際情況,改進(jìn)了模型的約束條件,建立了適合國內(nèi)情況的資產(chǎn)負(fù)債管理模型。
Thus , according to mechanics of dealing with stochastic phenomena in programming theory , multi - objective stochastic programming model is developed to dispose parameter uncertainty . as a heuristic monte carlo approach with powerful global searching , genetic algorithm based on stochastic programming is utilized 為了更好的處理實際生產(chǎn)中參數(shù)的不確定性,根據(jù)數(shù)學(xué)規(guī)劃論中處理隨機(jī)現(xiàn)象的機(jī)理,建立多目標(biāo)隨機(jī)規(guī)劃模型,模型求解采用基于隨機(jī)規(guī)劃的遺傳算法。