Linear programming under uncertainty
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(only showing first 100 items - show all)- Simulation-based approach to estimation of latent variable models
- Modeling supplier selection and the use of option contracts for global supply chain design
- Stochastic second-order cone programming in mobile ad hoc networks
- Enhanced-interval linear programming
- Development of a stochastic model for the economic dispatch of electric power
- CORO, a modeling and an algorithmic framework for oil supply, transformation and distribution optimization under uncertainty
- The minimax principle and random programs
- A model-switching criterion for a class of stochastic linear programs
- Stochastic programming
- Certainty equivalents and information measures: Duality and extremal principles
- A recourse certainty equivalent for decisions under uncertainty
- Linear programming with stochastic processes as parameters as applied to production planning
- A new approach to uncertain parameter linear programming
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
- The continuity of the optimum in parametric programming and applications to stochastic programming
- On the use of computers in planning under conditions of uncertainty
- On stochastic programming. I: Static linear programming under risk
- Flexible solutions to systems of linear inequalities
- A stochastic programming model for aggregate production planning
- Stochastic linear programs with restricted recourse
- Modelling and analysis of multistage stochastic programming problems: A software environment
- A simulation-based approach to two-stage stochastic programming with recourse
- A stochastic programming model for scheduling maintenance personnel
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- Robustness in stochastic programming models
- Multi-stage stochastic linear programs for portfolio optimization
- Stochastic programming with simple integer recourse
- Perturbation analysis of linear programming problems with random parameters
- Duality and equilibrium prices in economics of uncertainty
- BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
- A robust optimization model for a cross-border logistics problem with fleet composition in an uncertain environment.
- Newton-type methods for stochastic programming.
- Applications of stochastic programming: Achievements and questions
- Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches
- Piecewise static policies for two-stage adjustable robust linear optimization
- Scenario reduction for stochastic programs with conditional value-at-risk
- Fuzzy decision making for multiobjective stochastic programming problems
- Two-stage non-cooperative games with risk-averse players
- Multi-choice probabilistic linear programming problem
- Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter
- A review on ambiguity in stochastic portfolio optimization
- A unified framework for stochastic optimization
- Multipolar robust optimization
- Copositivity and complete positivity. Abstracts from the workshop held October 29 -- Novermber 4, 2017
- Efficient solution selection for two-stage stochastic programs
- An efficient ranking technique for intuitionistic fuzzy numbers with its application in chance constrained bilevel programming
- A global tolerance approach to sensitivity analysis in linear programming
- Improved bounds in stochastic matching and optimization
- A fuzzy random multiobjective 0--1 programming based on the expectation optimization model using possibility and necessity measures
- Uncertain convex programs: randomized solutions and confidence levels
- A crop planning problem with fuzzy random profit coefficients
- Chance-constrained programming with fuzzy stochastic coefficients
- Multi-objective optimization in uncertain random environments
- The information value and the uncertainties in two-stage uncertain programming with recourse
- Efficient solution of two-stage stochastic linear programs using interior point methods
- Schumann, a modeling framework for supply chain management under uncertainty
- Validation and generalization of DEA and its uses
- Statistical approximations for recourse constrained stochastic programs
- Asset/liability management under uncertainty for fixed-income securities
- SOCRATES: A system for scheduling hydroelectric generation under uncertainty
- On the formulation of stochastic linear programs using algebraic modelling languages
- An integer fuzzy transportation problem
- A cutting plane method from analytic centers for stochastic programming
- A capacitated stochastic linear transshipment problem with prohibited routes
- On the probabilistic min spanning tree problem
- Interactive fuzzy stochastic two-level integer programming through fractile criterion optimization
- Two-stage robust network design with exponential scenarios
- Simulation-based confidence bounds for two-stage stochastic programs
- Multiobjective two-stage stochastic programming problems with interval discrete random variables
- Minimax regret strategies for greenhouse gas abatement: Methodology and application
- Decision-dependent probabilities in stochastic programs with recourse
- Strong convexity in risk-averse stochastic programs with complete recourse
- Developing an integrated hub location and revenue management model considering multi-classes of customers in the airline industry
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
- Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making
- Distributionally robust maximum probability shortest path problem
- Data-driven stochastic optimization for distributional ambiguity with integrated confidence region
- Multiobjective two-level simple recourse programming problems with discrete random variables
- Limit laws for empirical optimal solutions in random linear programs
- Optimal sales and operations planning for integrated steel industries
- An ADMM algorithm for two-stage stochastic programming problems
- Integrated versus hierarchical approach for zone delineation and crop planning under uncertainty
- Distributionally robust optimization with polynomial densities: theory, models and algorithms
- Bilevel programming approaches to production planning for multiple products with short life cycles
- A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization
- Robustness of Farrell cost efficiency measurement under data perturbations: evidence from a US manufacturing application
- A survey of decision making and optimization under uncertainty
- Stochastic vs deterministic programming in water management: the value of flexibility
- Stability and sensitivity-analysis for stochastic programming
- A robust data envelopment analysis model with different scenarios
- Robust supply chain network design with multi-products for a company in the food sector
- The wait-and-judge scenario approach applied to antenna array design
- Solving fuzzy multiproduct aggregate production planning problems based on extension principle
- Possibility/necessity-based probabilistic expectation models for linear programming problems with discrete fuzzy random variables
- Stochastic programming models for air quality management
- On the approximability of adjustable robust convex optimization under uncertainty
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
- Computational strategies for non-convex multistage MINLP models with decision-dependent uncertainty and~gradual uncertainty resolution
- Perfectly competitive capacity expansion games with risk-averse participants
- Approximation algorithms for \(k\)-level stochastic facility location problems
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