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

DOI10.1155/2017/5681502MaRDI QIDQ1992874zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 5 November 2018

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

Copyright license Creative Commons Attribution 4.0 International

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

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 5733829 (Why is no real title available?)
• A non-interior continuation method for generalized linear complementarity problems
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• A smoothing penalized sample average approximation method for stochastic programs with second-order stochastic dominance constraints
• A stochastic programming approach for supply chain network design under uncertainty
• CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE
• Facility location models for distribution planning
• Improved Portfolio Choice Using Second-Order Stochastic Dominance*
• Multicommodity Distribution System Design by Benders Decomposition
• Optimal path problems with second-order stochastic dominance constraints
• Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
• Optimization with Stochastic Dominance Constraints
• Optimization with multivariate stochastic dominance constraints
• 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

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

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• DDSIP

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