Metode Heuristik untuk Pembentukan Skenario Terhadap Problematika Keputusan dengan Ketidakpastian Tahap Ganda

Abstract

In most applications, the probability distribution of random variables ins unknown or if it is given it would be too expensive to consider the discrete distribution with a huge possible realizations or to handle the continuous distribution with numerical integration. It is common to choose a set of representative realizations with relatively small in number called scenario to present random events. Scenario can be a quartile of a known distribution or historical data, predistion of several trees or constructed using simulation. Each scenario is assigned to a probability value to reflect the likeyhood of the occurrenoe of a random event For multi-stage model the information of scenario can be organized is a tree structure. ln this this we purpose an algorithm for generating efficrently tree decision of multi stage stochastic programming problem. A heuristic method is used to generate discrete probability distribution specified I four first marginal moment and correlation