A branch and bound method for stochastic integer problems under probabilistic constraints
نویسندگان
چکیده
Stochastic integer programming problems under probabilistic constraints are considered. Deterministic equivalent formulations of the original problem are obtained by using p-eecient points of the probability distribution function. A branch and bound solution method is proposed based on a partial enumeration of the set of these points. The numerical experience with the probabilistic lot-sizing problem shows the potential of the solution approach and the eeciency of the algorithms implemented.
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عنوان ژورنال:
- Optimization Methods and Software
دوره 17 شماره
صفحات -
تاریخ انتشار 2002