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Resource planning and allocation problem under uncertain environment

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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.

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Correspondence to Juliang Zhang.

Additional information

This research is supported by in part by the National Natural Science Foundation of China under Grant Nos. 71390334 and 71132008, the MOE Project of Key Research Institute of Humanities and Social Sciences at Universities under Grant No. 11JJD630004, and Program for New Century Excellent Talents in University under Grant No. NCET-13-0660.

This paper was recommended for publication by Editor DAI Yuhong.

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Zhang, J. Resource planning and allocation problem under uncertain environment. J Syst Sci Complex 28, 1115–1127 (2015). https://doi.org/10.1007/s11424-014-2183-0

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  • DOI: https://doi.org/10.1007/s11424-014-2183-0

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