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

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RM-77-007.pdf

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RM-77-007.pdf

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/827 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/827 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/827 archive 351 disk0/00/00/08/08 2016-01-15 01:44:34 2021-08-27 17:08:46 2016-01-15 01:44:34 monograph show 2 Belyaev L.S. AL1664 A Practical Approach to Choosing Alternate Solutions to Complex Optimization Problems under Uncertainty pub iis_met iis_ene iis_mnt prog_enp prog_sds 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. 1977-01 published RM-77-007 RM-77-007 2702 public research_memorandum IIASA, Laxenburg, Austria 50 FALSE info:eu-repo/semantics/book