STOCHASTIC INVESTMENT PLANNING SYSTEM

摘要

Embodiments relate to stochastic investment planning. One aspect includes receiving a plurality of constraints associated with projects to be performed by a plurality of agencies. The constraints are compared across the projects to identify projects having a spatial overlap and compatible project types. Two or more of the projects are combined based on compatibility of the projects having the spatial overlap. An optimization model is applied to the combined projects to produce an optimization parameter representing a critical attribute based on at least one uncertainty of the combined projects. The comparing, the combining, and the applying of the optimization model are iteratively repeated while varying a threshold for combining the projects until the optimization parameter is determined to be within an acceptable range.

主权项

1. A computer-implemented method for stochastic investment planning, the method comprising:
receiving a plurality of constraints associated with projects to be performed by a plurality of agencies; comparing, by a processor, the constraints across the projects to identify projects having a spatial overlap and compatible project types; combining, by the processor, two or more of the projects based on compatibility of the projects having the spatial overlap; applying, by the processor, an optimization model to the combined projects to produce an optimization parameter representing a critical attribute of the combined projects; and iteratively repeating the comparing, the combining, and the applying of the optimization model while varying a threshold for combining the projects until the optimization parameter is determined to be within an acceptable range.