This paper generalizes the classic resource allocation problem to the resource planning and allocation problem, in which the resource itself is a decision variable and the cost of each activity is uncertain when the r...This paper generalizes the classic resource allocation problem to the resource planning and allocation problem, in which the resource itself is a decision variable and the cost of each activity is uncertain when the resource is determined. The authors formulate this problem as a two-stage stochastic programming. The authors first propose an efficient algorithm for the case with finite states. Then, a sudgradient method is proposed for the general case and it is shown that the simple algorithm for the unique state case can be used to compute the subgradient of the objective function. Numerical experiments are conducted to show the effectiveness of the model.展开更多
基金supported by in part by the National Natural Science Foundation of China under Grant Nos.71390334 and 71132008the MOE Project of Key Research Institute of Humanities and Social Sciences at Universities under Grant No.11JJD630004Program for New Century Excellent Talents in University under Grant No.NCET-13-0660
文摘This paper generalizes the classic resource allocation problem to the resource planning and allocation problem, in which the resource itself is a decision variable and the cost of each activity is uncertain when the resource is determined. The authors formulate this problem as a two-stage stochastic programming. The authors first propose an efficient algorithm for the case with finite states. Then, a sudgradient method is proposed for the general case and it is shown that the simple algorithm for the unique state case can be used to compute the subgradient of the objective function. Numerical experiments are conducted to show the effectiveness of the model.
基金Supported by the National Natural Science Foundation of China (11071001)Anhui Provincial Natural Science Foundation (1208085MA13)+1 种基金the 211 Project of Anhui University (KJTD002B)the Key Project of Anhui Provincial Education Department (KJZ2009A2005Z)
