A smoothing algorithm for a new two-stage stochastic model of supply chain based on sample average approximation

DOI10.1155/2017/5681502zbMATH Open1426.90037OpenAlexW2766588136MaRDI QIDQ1992874FDOQ1992874

Authors: Yanyan Li 

Publication date: 5 November 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2017/5681502

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Mathematics Subject Classification ID

Stochastic programming (90C15) Inventory, storage, reservoirs (90B05) Transportation, logistics and supply chain management (90B06)

Cites Work

• A stochastic programming approach for supply chain network design under uncertainty
• Optimization with Stochastic Dominance Constraints
• Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
• Optimal path problems with second-order stochastic dominance constraints
• Multicommodity Distribution System Design by Benders Decomposition
• A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset
• Strategic production-distribution models: A critical review with emphasis on global supply chain models
• Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse
• Optimization with multivariate stochastic dominance constraints
• Facility location models for distribution planning
• Improved Portfolio Choice Using Second-Order Stochastic Dominance*
• A non-interior continuation method for generalized linear complementarity problems
• CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE
• Title not available (Why is that?)
• A smoothing penalized sample average approximation method for stochastic programs with second-order stochastic dominance constraints

Cited In (2)

• A two-stage stochastic model for maintenance and rehabilitation planning of pavements
• A new separable piecewise linear learning algorithm for the stochastic empty container repositioning problem

Uses Software

• DDSIP

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