A Practical Approach to Choosing Alternate Solutions to Complex Optimization Problems under Uncertainty

Belyaev LS (1977). A Practical Approach to Choosing Alternate Solutions to Complex Optimization Problems under Uncertainty. IIASA Research Memorandum. IIASA, Laxenburg, Austria: RM-77-007

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Abstract

This paper describes methods for solving optimization problems under uncertainty -- when for non-deterministic (stochastic) input, data distribution functions are not precisely known or are not known at all. The methods have been elaborated for large-scale static and dynamic problems. They generalize certain known approaches which deal with decision-making under uncertainty.

Since under uncertain conditions the decision maker plays the decisive role, the methods here described are not strictly mathematical. Rather, they provide a general scheme for problem solution and possible ways to implement individual stages of a solution.

The paper generalizes the results of studies carried out in the USSR (mainly at the Siberian Power Institute of the Siberian Department of the USSR Academy of Sciences) in the last decade and also contains new information. Though there are some other approaches to these problems and they, as well as the approach described herein, might continuously be improved, this paper may nevertheless be considered as a completed study, ready for practical use. In particular, this approach is tried in the study of long-term prospective energy development that is currently being made by the IIASA Energy Program for some typical regions of the world, taking into account global conditions and constraints.

Item Type: Monograph (IIASA Research Memorandum)
Research Programs: Energy Program (ENP)
System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:44
Last Modified: 07 Nov 2016 01:52
URI: http://pure.iiasa.ac.at/808

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