Stochastic programming: equivalent deterministic model and its implementation in the software environment R

In this work we have developed and implemented in the software R aspecific algorithm for solving certain linear stochastic systems. We obtain thesolution of the equivalent deterministic resulting problem by using probabilisticinequalities. To solve the deterministic problems we have used the lpSolve...

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Autores principales: Ferreira, Fabián Andrés, Redchuk, Andrés
Formato: Artículo revista
Lenguaje:Español
Publicado: Escuela de Perfeccionamiento en Investigación Operativa 2018
Materias:
programación estocástica
software R
lpSolver
stochastic programming
Acceso en línea:https://revistas.unc.edu.ar/index.php/epio/article/view/20340
Aporte de:
Revista de la Escuela de Perfeccionamiento en Investigación Operativa de Universidad Nacional de Córdoba
id I10-R359-article-20340
record_format ojs
spelling I10-R359-article-203402018-06-18T15:15:55Z Stochastic programming: equivalent deterministic model and its implementation in the software environment R Programación estocástica: modelo determinista equivalente y su implementación en el entorno del software R Ferreira, Fabián Andrés Redchuk, Andrés programación estocástica software R lpSolver stochastic programming software R lpSolver In this work we have developed and implemented in the software R aspecific algorithm for solving certain linear stochastic systems. We obtain thesolution of the equivalent deterministic resulting problem by using probabilisticinequalities. To solve the deterministic problems we have used the lpSolver. Theprocess is completely automatised, and we provide an extensive graphicsupport. En este trabajo se desarrolla e implementa en el software R un algoritmo específico para resolver ciertos sistemas lineales estocásticos. Se utilizandesigualdades probabilísticas y se obtiene la solución del problema deterministaequivalente resultante. Para la resolución de los problemas deterministas seutiliza el lpSolver. Se automatiza todo el proceso, y se brinda un amplio soportegráfico. Escuela de Perfeccionamiento en Investigación Operativa 2018-06-18 info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion application/pdf https://revistas.unc.edu.ar/index.php/epio/article/view/20340 Revista de la Escuela de Perfeccionamiento en Investigación Operativa; Vol. 20 Núm. 33 (2012): Octubre; 20-38 1853-9777 0329-7322 spa https://revistas.unc.edu.ar/index.php/epio/article/view/20340/19973
institution Universidad Nacional de Córdoba
institution_str I-10
repository_str R-359
container_title_str Revista de la Escuela de Perfeccionamiento en Investigación Operativa
language Español
format Artículo revista
topic programación estocástica
software R
lpSolver
stochastic programming
software R
lpSolver
spellingShingle programación estocástica
software R
lpSolver
stochastic programming
software R
lpSolver
Ferreira, Fabián Andrés
Redchuk, Andrés
Stochastic programming: equivalent deterministic model and its implementation in the software environment R
topic_facet programación estocástica
software R
lpSolver
stochastic programming
software R
lpSolver
author Ferreira, Fabián Andrés
Redchuk, Andrés
author_facet Ferreira, Fabián Andrés
Redchuk, Andrés
author_sort Ferreira, Fabián Andrés
title Stochastic programming: equivalent deterministic model and its implementation in the software environment R
title_short Stochastic programming: equivalent deterministic model and its implementation in the software environment R
title_full Stochastic programming: equivalent deterministic model and its implementation in the software environment R
title_fullStr Stochastic programming: equivalent deterministic model and its implementation in the software environment R
title_full_unstemmed Stochastic programming: equivalent deterministic model and its implementation in the software environment R
title_sort stochastic programming: equivalent deterministic model and its implementation in the software environment r
description In this work we have developed and implemented in the software R aspecific algorithm for solving certain linear stochastic systems. We obtain thesolution of the equivalent deterministic resulting problem by using probabilisticinequalities. To solve the deterministic problems we have used the lpSolver. Theprocess is completely automatised, and we provide an extensive graphicsupport.
publisher Escuela de Perfeccionamiento en Investigación Operativa
publishDate 2018
url https://revistas.unc.edu.ar/index.php/epio/article/view/20340
work_keys_str_mv AT ferreirafabianandres stochasticprogrammingequivalentdeterministicmodelanditsimplementationinthesoftwareenvironmentr
AT redchukandres stochasticprogrammingequivalentdeterministicmodelanditsimplementationinthesoftwareenvironmentr
AT ferreirafabianandres programacionestocasticamodelodeterministaequivalenteysuimplementacionenelentornodelsoftwarer
AT redchukandres programacionestocasticamodelodeterministaequivalenteysuimplementacionenelentornodelsoftwarer
first_indexed 2024-09-03T22:23:16Z
last_indexed 2024-09-03T22:23:16Z
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