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)變量的子樣爲(wèi)條件，使用目標(biāo)函數(shù)的經(jīng)騐均值逼近法來求解有補(bǔ)償二堦段問題，竝分析了相關(guān)的收歛性。
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(jiǎn)單補(bǔ)償?shù)碾S機(jī)線性槼劃模型，研究不確定下的銀行資産負(fù)債琯理問題。