A Robust optimization model for resource allocation problem with different time cycles

被引：0
|
作者：
Nikoofal, Mohammad E. [1 ]
Sadjadi, Seyed J. [1 ]
机构：
[1] Department of Industrial Engineering, Iran University of Science and Technology, Narmak, Tehran, Iran
来源：
Journal of Applied Sciences | 2008年 / 8卷 / 13期
关键词：
Numerical methods - Stochastic systems - Linear programming - Stochastic models;
D O I：
10.3923/jas.2008.2462.2467
中图分类号：
学科分类号：
摘要：
In this study, we consider a new robust resource allocation problem. The proposed method of this study consider an investment strategy where different investment alternatives may return in various time cycles and resources can be allocated only at the beginning of each period. We develop a mathematical formulation for the problem of robust resource allocation. The implementation of the proposed method is discussed through a numerical example. © 2008 Asian Network for Scientific Information.
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页码：2462 / 2467
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