Computation of three-stage stochastic transportation planning under an uncertain environment
Author(s):
Article Type:
Research/Original Article (بدون رتبه معتبر)
Abstract:
Stochastic programming is often used to solve optimization problems where parameters are uncertain. In this article, we have proposed a mathematical model for a three-stage transportation problem, where the parameters, namely transport costs, demand, unload capacity and external purchasing costs are uncertain. In order to remove the uncertainty, we have proposed a new transformation technique to reformulate the uncertain model deterministically with the help of Essen inequality. The obtained equivalent deterministic model is nonlinear. Furthermore, we have provided a theorem to ensure that the deterministic model gives a feasible solution. Finally, a numerical example, following uniform random variables, is presented to illustrate the model and methodology.
Language:
English
Published:
Annals of Optimization Theory and Practice, Volume:3 Issue: 3, Autumn 2020
Pages:
93 to 115
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