目录
2 随机路径问题(Stochastic Routing Problems, SRP)
1 什么是SAA?
The sample average approximation (SAA) method is an approach for solving stochastic optimization problems by using Monte Carlo simulation. In this technique the expected objective function of the stochastic problem is approximated by a sample average estimate derived from a random sample. The resulting sample average approximating problem is then solved by deterministic optimization techniques. The process is repeated with different samples to obtain candidate solutions along with statistical estimates of their optimality gaps.
样本平均逼近(SAA)方法是一种利用蒙特卡罗模拟解决随机优化问题的方法。在该技术中,随机问题的预期目标函数近似为从随机样本中得出的样本平均估计值。然后通过