On optimal allocation of indivisibles under uncertainty
成果类型：
Article
署名作者：
Norkin, VI; Ermoliev, YM; Ruszczynski, A
署名单位：
International Institute for Applied Systems Analysis (IIASA)
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.46.3.381
发表日期：
1998
页码：
381-395
关键词：
摘要：
The optimal allocation of indivisible resources is formalized as a stochastic optimization problem involving discrete decision variables. A general stochastic search procedure is proposed, which develops the concept of the branch-and-bound method. The main idea is to process large collections of possible solutions and to devote more attention to the most promising groups. By gathering more information to reduce the uncertainty and by narrowing the search area, the optimal solution can be found with probability one. Special techniques for calculating stochastic lower and upper bounds are discussed. The results are illustrated by a computational experiment.