Quasi-linear stochastic programming model based on expectation and variance and its application in transportation problem

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• 作者：Fachao Li^a ; ^{lifachao@tsinghua.org.cn" class="auth_mail} ; Chenxia Jin^a ; ^{jinchenxia2005@126.com" class="auth_mail} ; Li Wang^b
• 关键词：Stochastic programming ; Quasi-linear programming ; Transportation problem ; Decision ; Reliability coefficient
• 刊名：Applied Mathematical Modelling
• 出版年：1 April, 2014
• 年：2014
• 卷：38
• 期：7-8
• 页码：1919-1928
• 全文大小：395 K

文摘

The stochastic transportation problem involves in many areas such as production scheduling, facility location, resource allocation, logistics management. Constructing an operable solving method has important theoretical and practical value. In this paper, we first analyze the characteristic and deficiencies of the existing stochastic programming methods, such as higher computation complexity. We then give the concept of reliability coefficient and a quasi-linear processing pattern based on expectation and variance. We further analyze the relationship between reliability coefficient and reliability degree, also give the selecting strategy of reliability coefficient. Based on that, we establish a quasi-linear programming model for stochastic transportation problem, and we analyze its performance by a case-based example. The results indicate that this model has good interpretability and operability. It can effectively solve the transportation problem under complex stochastic environment or with incomplete information.