Implementation of stochastic programming model in asset-liability management.
第三章:随机规划理论在资产负债管理中的应用。
参考来源 - 保险投资的风险管理理论与方法研究According to stochastic programming theory, a Chance Constrained Programming (CCP) model is used to tackle such optimization problem containing random variables.
而为了解决这样一个含随机变量的数学优化问题,又引入了随机规划理论,建立了基于机会约束规划的数学模型。
参考来源 - 随机规划理论在风电并网系统分析中的应用研究·2,447,543篇论文数据,部分数据来源于NoteExpress
以上来源于: WordNet
A stochastic programming model with fuzzy chance constraint is presented which has stochastic and fuzzy parameters.
提出一类模糊机会约束的随机期望值规划模型,该模型同时含有随机和模糊参数。
According to lineation stochastic programming, an effective algorithm is put forward for searching structure principal failure mode.
根据线性随机规划法,提出了一种寻找结构主要失效模式的有效算法。
In this paper we give a survey of several stochastic programming models and algorithms for unit commitment problem under uncertainty load demands.
文章给出在不确定的荷载需求下机组组合问题的一些常见的随机规划模型和算法的综述。
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