Metode Rata-Rata Sampel Untuk Menyelesaikan Problema Investasi Aset
| Main Author: | Dewi, Rusmini |
|---|---|
| Other Authors: | Mawengkang, Herman, Suwilo, Saib |
| Format: | Masters |
| Bahasa: | ind |
| Subjects: | |
| Online Access: |
http://repository.usu.ac.id/handle/123456789/23145 |
Daftar Isi:
- The proposed approach of real world stochastic programming instances requires sampling to make them practically solvable. In this paper we extend the understanding of how sampling affects the solution quality of multistage stochastic programming problem. We present a new heuristic for determining good feasible solutions for a multistage decision problem. For power and log utility function we address the question of how tree structures, number of stages, number of outcomes and number of assets affect the solution quality. Finally, In this paper we showed that optimization by using Monte Carlo Sampling to approach optimization problems in stochastic programming.
- 087021018