| EPSRC Reference: |
GR/S42828/01 |
| Title: |
A review and investigation of stochastic integer programming models and algorithms |
| Principal Investigator: |
Mitra, Professor G |
| Other Investigators: |
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| Researcher Co-Investigators: |
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| Project Partners: |
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| Department: |
Mathematical Sciences |
| Organisation: |
Brunel University London |
| Scheme: |
Standard Research (Pre-FEC) |
| Starts: |
01 March 2003 |
Ends: |
31 May 2003 |
Value (£): |
9,187
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| EPSRC Research Topic Classifications: |
| Mathematical Aspects of OR |
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| EPSRC Industrial Sector Classifications: |
| Communications |
Financial Services |
| Energy |
Retail |
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Summary on Grant Application Form |
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Professor S Son is a world renowned authority in the field of Stochastic Programming in general and Stochastic integer Programming in particular. Stochastic Programming (SP) is a modelling framework that introduces uncertainty within optimisation based planning(decision) problems. The SP models combine the two paradigms of descriptive representation of future(uncertainties) with the optimum resource allocation model. Owing to their large dimensions, these SP models are computationally very challenging. Their discrete variables extensions (known as Stochastic Integer Programs) make these models more realistic but computationally even more intractable. Stochastic Integer Program comprise one of the most difficult(NP-Hard) classes of optimisation problems. Through the visit of Professor S Son ,,ve expect to gain further insights and make a joint contribution in this important and growing field of research into Stochastic Integer programming models and algorithms.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.brunel.ac.uk |