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Stochastic Programming Model Based on Compound Quantification and Its Application in Transportation Problems

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Author(s): Fachao Li | Li Wang

Journal: Journal of Software
ISSN 1796-217X

Volume: 6;
Issue: 8;
Start page: 1603;
Date: 2011;
Original page

Keywords: stochastic programming | expectation | stochastic transportation problem | compound quantification model | reliability coefficient

ABSTRACT
As a kind of particular programming problem, transportation problem attracts much attention in many fields, such as energy development, materials management, etc. In this paper, after analyzing the essence of stochastic programming and the deficiencies of existing methods, propose a quasi-linear pattern based on expectation and variance for the satisfaction of the random constraints. Give a stochastic programming model (compound quantification model) with good operability, and establish its corresponding model in stochastic transportation problem. Its performance is discussed through an example. All these indicate the compound quantification model generalizes existing methods, and can solve the stochastic transportation problems with unknown distribution of the random variable under random environment. It is worthy to point out the solution reflects the consciousness of the decision maker, so it enriches methods of stochastic programming.
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