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Journal of Systems Science and Complexity

, Volume 28, Issue 5, pp 1115–1127 | Cite as

Resource planning and allocation problem under uncertain environment

  • Juliang ZhangEmail author
Article
  • 148 Downloads

Abstract

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.

Keywords

Convex programming resource allocation problem resource planning and allocation problem stochastic programming 

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Copyright information

© Institute of Systems Science, Academy of Mathematics and Systems Science, CAS and Springer-Verlag Berlin Heidelberg 2015

Authors and Affiliations

  1. 1.Department of Logistics Management, School of Economics and ManagementBeijing Jiaotong UniversityBeijingChina

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