stochastic programming with recourse

基本解釋

This paper discusses a method for two-stage stochastic programming with recourse in which the objective function is replaced by its empirical mean.
探討了以隨機(jī)變量的子樣為條件，使用目標(biāo)函數(shù)的經(jīng)驗均值逼近法來求解有補(bǔ)償二階段問題，并分析了相關(guān)的收斂性。
A stochastic linear programming model with simple recourse was developed to study the asset and liability management of banks under uncertainties based on the domestic economic environment.
使用帶有簡單補(bǔ)償?shù)碾S機(jī)線性規(guī)劃模型，研究不確定下的銀行資產(chǎn)負(fù)債管理問題。