Dulat N. Shukayev, Ekaterina R. Kim, Malik D. Shukayev, Nasgul O. Ergalieva, and Askhat A. Mereke
Stochastic modeling, Numerical methods, Extension method, Optimal allocation problem
We propose an effective extension method for finding exact stable solutions for problems of optimal allocation of resource or data flows, in which the constraint matrix could be close to degenerate and the basic parameters of the problem could be uncertain. This study generalizes the extension method to a class of allocation problems with a non-linear objective function.
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