Updated-Absolute Expected Value Solution Approach for multistage stochastic programming�problems
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| Název: | Updated-Absolute Expected Value Solution Approach for multistage stochastic programming�problems |
|---|---|
| Autoři: | Yasuhiro Shoji, Selen Cremaschi |
| Zdroj: | Systems and Control Transactions. 4:1275-1280 |
| Informace o vydavateli: | PSE Press, 2025. |
| Rok vydání: | 2025 |
| Popis: | This paper introduces the Updated Absolute Expected Value Solution, U-AEEV, a heuristic for solving multi-stage stochastic programming (MSSP) problems with type 2 endogenous uncertainty. U-AEEV is an evolution of the Absolute Expected Value Solution, AEEV [1]. This paper aims to show how U-AEEV overcomes the drawbacks of AEEV and performs better than AEEV. To demonstrate the performance of U-AEEV, we solve 6 MSSP problems with type 2 endogenous uncertainty and compare the solutions and computational resource requirements. |
| Druh dokumentu: | Article |
| ISSN: | 2818-4734 |
| DOI: | 10.69997/sct.188893 |
| Přístupové číslo: | edsair.doi...........762f37a5fd80c97a36fe7fd5ff1e4e31 |
| Databáze: | OpenAIRE |
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