目标与机会平衡规划法  

Balanced programming between target and chance

作　　者：鲁刚[1] 文福拴[2] 赵学顺[3] 钟志勇[4] 黄杰波[4] 

机构地区：[1]国网能源研究院,北京100761 [2]浙江大学电气工程学院,杭州310027 [3]国家电力监管委员会,北京100031 [4]香港理工大学电机系

出　　处：《控制与决策》2009年第11期1641-1646,共6页Control and Decision

基　　金：国家973计划项目(2004CB217905);教育部新世纪优秀人才支持计划项目(NCET-04-0818)

摘　　要：提出一种目标与机会平衡规划法.基于待决策问题的有效决策前沿曲线形状的全局信息,通过权衡决策目标收益和实现机会两个因素的数值关系以及二者沿有效决策前沿曲线变化速度的对比关系,最大限度地提高决策效用.该方法能以更合理、更全面、更灵活的方式分析处理随机优化问题,有效解决期望值模型、机会约束规划法和相关机会规划法之间的矛盾.最后通过算例表明了所提出方法的主要特点和有效性.A programming method, termed as balanced programming between target and chance, is developed. Based on the all-around information about the effective decision front curve （EDFC） of the problems concerned, this method can maximize the utility of a decision-making problem through weighing the quantity relationships and comparing the changing velocity along the EDFC between the target profit and the realization chance. The method can solve stochastic optimization problems in a more rational, flexible, and easy-to-use way, and avoid conflicts among the expected value model, chance-constrained programming and dependent chance programming. A numerical example shows the effectiveness and main features of the proposed method.

关 键 词：目标与机会平衡规划法 期望值模型 机会约束规划法 相关机会规划法 报价策略 

分 类 号：O221[理学—运筹学与控制论]