scientific article; zbMATH DE number 663895

MaRDI QIDQ4309474zbMATH OpenFDO

Authors P. Kall, Stein W. Wallace

Publication date 18 October 1994

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Modeling and optimizing of strategic and tactical production planning in the automotive industry under uncertainty
Robust optimal decisions with imprecise forecasts
Robust production planning in a manufacturing environment with random yield: a case in sawmill production planning
Maximizing the net present value of a project under uncertainty
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On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming
Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
A tighter variant of Jensen's lower bound for stochastic programs and separable approximations to recourse functions
A robust transportation signal control problem accounting for traffic dynamics
Duality in stochastic linear and dynamic programming
Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming
Depedent-chance programming: A class of stochastic optimization
Convergence analysis of some methods for minimizing a nonsmooth convex function
Finding robust solutions for product design problems
Stochastic decision making using multiplicative AHP
Stochastic linear programs with restricted recourse
Modelling stochastic decision systems using dependent-chance programming
A cutting-plane approach to mixed 0-1 stochastic integer programs
Stochastic programming, state of the art. 8th international conference, Univ. of British Columbia, Vancouver, Canada, August 8--16, 1998
Computational assessment of distributed decomposition methods for stochastic linear programs
On the Glivenko-Cantelli problem in stochastic programming: mixed-integer linear recourse.
Robust solutions of uncertain linear programs
Improving aggregation bounds for two-stage stochastic programs
Challenges in stochastic programming
A new approach to stochastic programming problems: Discrete model
BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
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Applications of stochastic programming: Achievements and questions
On the connectedness of probabilistic constraint sets
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Chance-constrained stochastic programming under variable reliability levels with an application to humanitarian relief network design
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A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints
Two-stage stochastic variational inequalities: an ERM-solution procedure
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On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints
Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation
Multipolar robust optimization
Dynamic lookahead policies for stochastic-dynamic inventory routing in bike sharing systems
Nonsmooth Levenberg-Marquardt type method for solving a class of stochastic linear complementarity problems with finitely many elements
An effective two-stage stochastic multi-trip location-transportation model with social concerns in relief supply chains
A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
Robust two-stage stochastic linear optimization with risk aversion
The impact of design uncertainty in engineer-to-order project planning
A survey on robustness in railway planning
A branch-and-cluster coordination scheme for selecting prison facility sites under uncertainty
Production planning in furniture settings via robust optimization
An inexact Lagrange-Newton method for stochastic quadratic programs with recourse
Stochastic linear programming. Models, theory, and computation
Applying the minimax criterion in stochastic recourse programs
Facility location problems with uncertainty on the plane
A multi-stage stochastic program for supply chain network redesign problem with price-dependent uncertain demands
Pricing catastrophe bonds with multistage stochastic programming
Pessimistic, optimistic, and minimax regret approaches for linear programs under uncertainty
A new equivalent transformation for interval inequality constraints of interval linear programming
Schumann, a modeling framework for supply chain management under uncertainty
Probabilistic linear programming problems with exponential random variables: a technical note
Short-term robustness of production management systems: A case study.
Post-tax optimization with stochastic programming
A practical implementation of stochastic programming: an application to the evaluation of option contracts in supply chains
A stochastic approach to a case study for product recovery network design
Projection and discretization methods in stochastic programming
A parallel inexact Newton method for stochastic programs with recourse
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Stochastic optimization for real time service capacity allocation under random service demand
Analyzing the quality of the expected value solution in stochastic programming
Convex approximations in stochastic programming by semidefinite programming
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A so-called cluster Benders decomposition approach for solving two-stage stochastic linear problems
A novel algorithm of stochastic chance-constrained linear programming and its application
Stochastic programming and the option of doing it differently
Re-solving stochastic programming models for airline revenue management
Online stochastic optimization under time constraints
On-line optimal control of a class of discrete event systems with real-time constraints
Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty
Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
A fuzzy stochastic model for telecommunications bandwidth brokers under probabilistic QoS measures
Developing an integrated hub location and revenue management model considering multi-classes of customers in the airline industry
Combined pricing and supply chain operations under price-dependent stochastic demand
The decision rule approach to optimization under uncertainty: methodology and applications
Fostering long-term care planning in practice: extending objectives and advancing stochastic treatment within location-allocation modelling

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