Linear Programming under Uncertainty
From MaRDI portal
Publication:2778540
DOI10.1287/mnsc.1.3-4.197zbMath0995.90589OpenAlexW4251495539WikidataQ88192998 ScholiaQ88192998MaRDI QIDQ2778540
Publication date: 22 October 2002
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.1.3-4.197
Related Items
Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches, Development of a stochastic model for the economic dispatch of electric power, Two-stage stochastic programming problems involving multi-choice parameters, A two-step stochastic approach for operating rooms scheduling in multi-resource environment, Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming, Online makespan minimization with budgeted uncertainty, Approximation algorithms for stochastic combinatorial optimization problems, An arc-exchange decomposition method for multistage dynamic networks with random arc capacities, A two-stage stochastic programming model for scheduling replacements in sow farms, Nonlinear stochastic programming-with a case study in continuous switching, Piecewise static policies for two-stage adjustable robust linear optimization, Perspectives of approximate dynamic programming, Scenario reduction for stochastic programs with conditional value-at-risk, A stochastic optimization model for real-time ambulance redeployment, A new multi-objective stochastic model for a forward/reverse logistic network design with responsiveness and quality level, Duality and equilibrium prices in economics of uncertainty, Interactive multiobjective fuzzy random linear programming through fractile criteria, Smoothing techniques and augmented Lagrangian method for recourse problem of two-stage stochastic linear programming, CORO, a modeling and an algorithmic framework for oil supply, transformation and distribution optimization under uncertainty, A stochastic programming approach to multicriteria portfolio optimization, Fuzzy decision making for multiobjective stochastic programming problems, Two-stage non-cooperative games with risk-averse players, Multi-choice probabilistic linear programming problem, The minimax principle and random programs, Service level robustness in stochastic production planning under random machine breakdowns, An interactive fuzzy satisficing method based on variance minimization under expectation constraints for multiobjective stochastic linear programming problems, Survivable network design with demand 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., 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, The impact of sampling methods on bias and variance in stochastic linear programs, Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms, Sell or hold: A simple two-stage stochastic combinatorial optimization problem, A model-switching criterion for a class of stochastic linear programs, A review on ambiguity in stochastic portfolio optimization, Two-stage fuzzy production planning expected value model and its approximation method, Stochastic programming, Stochastic network optimization models for investment planning, A unified framework for stochastic optimization, Sustainable vegetable crop supply problem with perishable stocks, Application of robust optimization to the Sawmill planning problem, 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, Multipolar robust optimization, A new approach to uncertain parameter linear programming, Copositivity and complete positivity. Abstracts from the workshop held October 29 -- Novermber 4, 2017, Augmented Lagrangian method within L-shaped method for stochastic linear programs, Constrained shortest path with uncertain transit times, Efficient solution selection for two-stage stochastic programs, Two-stage stochastic programming problems involving interval discrete random variables, Multi-objective stochastic linear programming problem when \(b_i\)'s follow Weibull distribution, Interactive fuzzy stochastic two-level linear programming with simple recourse, Partition inequalities for capacitated survivable network design based on directed \(p\)-cycles, 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, Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program, Improved bounds in stochastic matching and optimization, A two-stage stochastic programming model for transportation network protection, The expected value models on Sugeno measure space, Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs, A probability maximization model based on rough approximation and its application to the inventory problem, A fuzzy random multiobjective 0--1 programming based on the expectation optimization model using possibility and necessity measures, Interactive multiobjective fuzzy random programming through the level set-based probability model, Solving a multi periodic stochastic model of the rail-car fleet sizing by two-stage optimization formulation, Solving stochastic transportation network protection problems using the progressive hedging-based method, The continuity of the optimum in parametric programming and applications to stochastic programming, Uncertain convex programs: randomized solutions and confidence levels, On the use of computers in planning under conditions of uncertainty, Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space, A crop planning problem with fuzzy random profit coefficients, Tractable stochastic analysis in high dimensions via robust optimization, On stochastic programming. I: Static linear programming under risk, A dual-response forwarding approach for containerizing air cargoes under uncertainty, based on stochastic mixed 0-1 programming, Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures, Flexible solutions to systems of linear inequalities, Fuzzy decision making for fuzzy random multiobjective linear programming problems with variance covariance matrices, Stochastic programming approach to optimization under uncertainty, Variational Bayesian strategies for high-dimensional, stochastic design problems, A stochastic programming model for aggregate production planning, Simulation-based approach to estimation of latent variable models, Modeling supplier selection and the use of option contracts for global supply chain design, Parallel processors for planning under uncertainty, Stochastic linear programs with restricted recourse, Modelling and analysis of multistage stochastic programming problems: A software environment, Stochastic second-order cone programming in mobile ad hoc networks, A simulation-based approach to two-stage stochastic programming with recourse, Enhanced-interval linear programming, On the resolution of misspecified convex optimization and monotone variational inequality problems, Inexact linear programming with generalized technological matrix sets, A parametric algorithm for convex cost network flow and related problems, A stochastic programming model for scheduling maintenance personnel, Monte Carlo bounding techniques for determinig solution quality in stochastic programs, Newton-type methods for stochastic programming., Robustness in stochastic programming models, Applications of stochastic programming: Achievements and questions, Multi-stage stochastic linear programs for portfolio optimization, Stochastic programming with simple integer recourse, Perturbation analysis of linear programming problems with random parameters, Solving planning and design problems in the process industry using mixed integer and global optimization, The value of the stochastic solution in stochastic linear programs with fixed recourse, A multi-stage stochastic programming approach for production planning with uncertainty in the quality of raw materials and demand, Stochastic programming models for air quality management, A membership function approach for aggregate production planning problems in fuzzy environments, Multiobjective Programming Problems Involving Fuzzy Coefficients, Random Variable Coefficients and Fuzzy Random Variable Coefficients, Discrete approximation of linear two–stage stochastic programming problem, Stochastic programming problems involving Pareto distribution, Multiobjective two-level simple recourse programming problems with discrete random variables, Validation and generalization of DEA and its uses, Statistical approximations for recourse constrained stochastic programs, A dual-response strategy for global logistics under uncertainty: a case study of a third-party logistics company, Submodular Stochastic Probing on Matroids, Asset/liability management under uncertainty for fixed-income securities, SOCRATES: A system for scheduling hydroelectric generation under uncertainty, 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, Limit laws for empirical optimal solutions in random linear programs, 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, Optimal sales and operations planning for integrated steel industries, 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, Stochastic Indefinite Quadratic Programming, An ADMM algorithm for two-stage stochastic programming problems, Integrated versus hierarchical approach for zone delineation and crop planning under uncertainty, Approximation algorithms for \(k\)-level stochastic facility location problems, Transparent structured products for retail investors, A capacitated stochastic linear transshipment problem with prohibited routes, Fuzzy and robust approach for decision-making in disaster situations, Distributionally robust optimization with polynomial densities: theory, models and algorithms, On the probabilistic min spanning tree problem, Bilevel programming approaches to production planning for multiple products with short life cycles, A composite risk measure framework for decision making under uncertainty, A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization, Interactive fuzzy stochastic two-level integer programming through fractile criterion optimization, Two-stage robust network design with exponential scenarios, A redundancy detection algorithm for fuzzy stochastic multi-objective linear fractional programming problems, Simulation-based confidence bounds for two-stage stochastic programs, Multiobjective two-stage stochastic programming problems with interval discrete random variables, Proper Efficiency and Tradeoffs in Multiple Criteria and Stochastic Optimization, Modified chance constrained linear programming under uncertainty, On stochastic linear inequalities, Approximability of the two-stage stochastic knapsack problem with discretely distributed weights, 2-stage robust MILP with continuous recourse variables, Minimax regret strategies for greenhouse gas abatement: Methodology and application, Simulation-Based Optimality Tests for Stochastic Programs, Genetic algorithm based technique for solving chance constrained problems, Linear programming with online learning, Mean absolute negative deviation measure for portfolio selection Problem, Multi-choice multi-objective linear programming problem, Robustness of Farrell cost efficiency measurement under data perturbations: evidence from a US manufacturing application, A survey of decision making and optimization under uncertainty, Solving two-stage stochastic programming problems with level decomposition, A successive convex approximation method for multistage workforce capacity planning problem with turnover, INTERACTIVE FUZZY PROGRAMMING BASED ON FRACTILE CRITERION OPTIMIZATION MODEL FOR TWO-LEVEL STOCHASTIC LINEAR PROGRAMMING PROBLEMS, Interactive multiobjective fuzzy random linear programming: Maximization of possibility and probability, 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, An integer decomposition algorithm for solving a two-stage facility location problem with second-stage activation costs, Stochastic vs deterministic programming in water management: the value of flexibility, Bounds on the value of information in uncertain decision problems II, Robust optimization of contaminant sensor placement for community water systems, Mitigating demand uncertainty across a winery's sales channels through postponement, Assessing solution quality in stochastic programs, Stability and sensitivity-analysis for stochastic programming, Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming, An improvement in possibilistic linear programming approach for imprecise production/transportation planning decisions, Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making, Chance-constrained programming with fuzzy stochastic coefficients, Multi-objective optimization in uncertain random environments, OPTIMAL HARVESTING OF FOREST AGE CLASSES UNDER PRICE UNCERTAINTY AND RISK AVERSION, The information value and the uncertainties in two-stage uncertain programming with recourse, A robust data envelopment analysis model with different scenarios, A scenario-based stochastic programming model for the control or dummy wafers downgrading problem, Efficient solution of two-stage stochastic linear programs using interior point methods, Robust supply chain network design with multi-products for a company in the food sector, Schumann, a modeling framework for supply chain management under uncertainty, Solution theorems in probabilistic programming: A linear programming approach, A note on decision rules for stochastic programs, Tractable algorithms for chance-constrained combinatorial problems, Convex inversion, Estimating the distribution function of a transformed random vector, Modeling and Managing Uncertainty in Process Planning and Scheduling, Interactive Fuzzy Decision Making for Multiobjective Fuzzy Random Linear Programming Problems and Its Application to a Crop Planning Problem, An acceptance region theory for chance-constrained programming, The wait-and-judge scenario approach applied to antenna array design, Distributionally robust maximum probability shortest path problem, A unified approach for different concepts of robustness and stochastic programming via non-linear scalarizing functionals, Data-driven stochastic optimization for distributional ambiguity with integrated confidence region, Solving fuzzy multiproduct aggregate production planning problems based on extension principle, Cutting plane method for multiple objective stochastic integer linear programming, Stochastic analysis of crude oil procurement and processing under uncertain demand for bunker fuel oil, Possibility/necessity-based probabilistic expectation models for linear programming problems with discrete fuzzy random variables, Aggregation bounds in stochastic linear programming, Compromise allocation in multivariate stratified surveys with stochastic quadratic cost function, George B. Dantzig: a legendary life in mathematical programming, Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis, Maximin and Maximal Solutions for Linear Programming Problems with Possibilistic Uncertainty, Efficiency evaluation with cross-efficiency in the presence of undesirable outputs in stochastic environment, Qualitative Aussagen zu einigen Problemen der stochastischen Programmierung, Non-convex multiobjective optimization under uncertainty: a descent algorithm. Application to sandwich plate design and reliability, Stochastic programs with recourse: A basic theorem for multistage problems, Robust network design: Formulations, valid inequalities, and computations, Stochastic programs with recourse: A basic theorem for multistage problems, Semi-infinite relaxation of joint chance constraints in chance-constrained programming Part 1. Zero-order stochastic decision rules†, Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization, Decision rule-based method in solving adjustable robust capacity expansion problem, A hierarchical supply chain model for the sugar–alcohol energy sector with robust optimization analysis, Focus programming: a bi‐level programming approach to static stochastic optimization problems, Configuration balancing for stochastic requests, Robust optimization of composite cylindrical shell by a trigonometric mixed response surface method, Foundations of operations research: from linear programming to data envelopment analysis, On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games, Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I), A robust BFGS algorithm for unconstrained nonlinear optimization problems, Modeling the Emergency Service Network of Police Special Forces Units for High-Risk Law Enforcement Operations, A bi-criteria moving-target travelling salesman problem under uncertainty, Approximation Algorithms for Stochastic and Risk-Averse Optimization, A chance-constrained programming algorithm, Stability of linear programming solutions using regression coefficients, On the application of deterministic and stochastic programming methods to problems of economics;Mathematische Programmierung und ihre Anwendung auf die Wirtschaft, Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function, Unnamed Item, INTERACTIVE DECISION MAKING USING POSSIBILITY AND NECESSITY MEASURES FOR A FUZZY RANDOM MULTIOBJECTIVE 0–1 PROGRAMMING PROBLEM, A New Theoretical Framework for Robust Optimization Under Multi-Band Uncertainty, Optimal power control in a wireless network using a model with stochastic link coefficients, Contributions to the theory of stochastic programming, Augmented Markov Chain Monte Carlo Simulation for Two-Stage Stochastic Programs with Recourse, Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution, Stochastic multi-objective optimization: a survey on non-scalarizing methods, Computation of some stochastic linear programming problems with Cauchy and extreme value distributions, Unnamed Item, An Interactive Fuzzy Satisficing Method for Random Fuzzy Multiobjective Integer Programming Problems through Probability Maximization with Possibility, A Riccati-based primal interior point solver for multistage stochastic programming ‐ extensions, A Practicable Robust Counterpart Formulation for Decomposable Functions: A Network Congestion Case Study, Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity, Robust optimization applied to uncertain production loading problems with import quota limits under the global supply chain management environment, THE SELECTION OF PROJECTS WITHIN CONSTRAINED RESOURCES USING STOCHASTIC DATA ENVELOPMENT ANALYSIS, Convex stochastic programmes with simple recourse, Limited recourse in two-stage stochastic linear programs, Linear Programming with Interval Data: A Two-Level Programming Approach, Parallel implementation of augmented Lagrangian method within L-shaped method for stochastic linear programs, Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs, Technical Note—Two-Stage Sample Robust Optimization