Beberapa Metode pada Masalah Pemrograman Stokastik

  • Ihda Hasbiyati Universitas Riau, Pekanbaru
  • Hasriati Hasriati Universitas Riau, Pekanbaru
Keywords: Stochastic programming problems; Robust optimization; Chance-constrained programming; Recourse stochastic programming


Stochastic programming problem is mathematical problem (linear, integer, mixed integer, and nonlinier) with stochastic element lies data. To get reasonable solution and optimal with its stochastic data is needed several method.  Applicable method in trouble stochastic programming are L-Shape decomposition and lagrange decomposition. Each method can determine optimal solution to troubleshoots stochastic programming


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How to Cite
Hasbiyati, I., & Hasriati, H. (2017). Beberapa Metode pada Masalah Pemrograman Stokastik. Jurnal Matematika "MANTIK", 3(2), 83-86.