THE HIERARCHICAL MODEL OF BRANCH PLANNING WITH RANDOM-COEFFICIENTS

Authors
SILVA GN TRESKOV YP TSURKOV VI
Citation
Gn. Silva et al., THE HIERARCHICAL MODEL OF BRANCH PLANNING WITH RANDOM-COEFFICIENTS, Journal of computer & systems sciences international, 37(4), 1998, pp. 622-630
Citations number
11
Categorie Soggetti
Computer Science Theory & Methods","Computer Science Artificial Intelligence","Computer Science Cybernetics","Computer Science Theory & Methods","Computer Science Artificial Intelligence","Computer Science Cybernetics
Journal title
Journal of computer & systems sciences international → ACNP
ISSN journal
10642307
Volume
37
Issue
4
Year of publication
1998
Pages
622 - 630
Database
ISI
SICI code
1064-2307(1998)37:4<622:THMOBP>2.0.ZU;2-8
Abstract
We consider the management branch model where the random resources of the subsystem are given by the exponential distributions. The determin ate equivalent is a block structure problem of quadratic programming. It is solved effectively by means of the decomposition method, which i s based on iterative aggregation. The aggregation problem of the upper level is resolved analytically. This overcomes all difficulties conce rning the large dimension of the main problem.