Introduction to Stochastic Programming
DOI10.1007/B97617zbMATH Open0892.90142OpenAlexW347166089MaRDI QIDQ4354450FDOQ4354450
Authors: John R. Birge, François V. Louveaux
Publication date: 15 September 1997
Published in: Springer Series in Operations Research and Financial Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/b97617
Recommendations
Stochastic programming (90C15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
Cited In (only showing first 100 items - show all)
- Stochastic vendor selection problem: Chance-constrained model and genetic algorithms
- Approximating Single Machine Scheduling with Scenarios
- Robust and reliable forward-reverse logistics network design under demand uncertainty and facility disruptions
- An interactive fuzzy satisficing method for random fuzzy multiobjective integer programming problems through probability maximization with possibility
- Re-solving stochastic programming models for airline revenue management
- Mathematical programming formulations for approximate simulation of multistage production systems
- A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming
- Multistage scenario-based interval-stochastic programming for planning water resources allocation
- Solving multistage asset investment problems by the sample average approximation method
- Multi-period stochastic portfolio optimization: block-separable decomposition
- Stackelberg solutions for fuzzy random two-level linear programming through probability maximization with possibility
- Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation
- Efficient computer experiment-based optimization through variable selection
- Real options valuation applied to transmission expansion planning
- Best and Worst Optimum for Linear Programs with Interval Right Hand Sides
- Possibilistic bottleneck combinatorial optimization problems with ill-known weights
- Green supply chain network design with stochastic demand and carbon price
- Stochastic set packing problem
- Minimax regret path location on trees
- Solving a class of stochastic mixed-integer programs with branch and price
- Capacity allocation problem with random demands for the rail container carrier
- The value of rolling-horizon policies for risk-averse hydro-thermal planning
- A model for optimal execution of atomic orders
- Stackelberg solutions for fuzzy random two-level linear programming through level sets and fractile criterion optimization
- Interactive fuzzy random two-level linear programming based on level sets and fractile criterion optimization
- Interactive fuzzy stochastic two-level linear programming with simple recourse
- On the approximability of robust spanning tree problems
- Two-stage fuzzy production planning expected value model and its approximation method
- FUZZY PROGRAMMING WITH RECOURSE
- On reduction of the two-stage problem of quantile optimization to the problem of convex programming
- Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management
- Solving a multi periodic stochastic model of the rail-car fleet sizing by two-stage optimization formulation
- A stochastic program to evaluate disruption mitigation investments in the supply chain
- Pricing American options with uncertain volatility through stochastic linear complementarity models
- A preliminary set of applications leading to stochastic semidefinite programs and chance-constrained semidefinite programs
- The stochastic \(p\)-median problem with unknown cost probability distribution
- Convergent bounds for stochastic programs with expected value constraints
- An inventory-theory-based inexact multistage stochastic programming model for water resources management
- Application of robust optimization to the Sawmill planning problem
- Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse
- Stochastic programming for vendor portfolio selection and order allocation under delivery uncertainty
- Interactive fuzzy programming based on fractile criterion optimization model for two-level stochastic linear programming problems
- Informed production optimization in hydrocarbon reservoirs
- A practical implementation of stochastic programming: an application to the evaluation of option contracts in supply chains
- A sample-path approach to optimal position liquidation
- Optimal security liquidation algorithms
- A decomposition approach for commodity pickup and delivery with time-windows under uncertainty
- An optimization algorithm based on chaotic behavior and fractal nature
- Multistage quadratic stochastic programming
- A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties
- A factor \(\frac {1}{2}\) approximation algorithm for two-stage stochastic matching problems
- Forestry management under uncertainty
- Mathematical programming models for joint simulation-optimization applied to closed queueing networks
- Two-stage stochastic programming problems involving interval discrete random variables
- Robust and reliable portfolio optimization formulation of a chance constrained problem
- Stochastic optimization model of locomotive assignment to freight trains
- Levinson's type generalization of the Edmundson-Lah-Ribarič inequality
- Confidence level solutions for stochastic programming
- The Karush-Kuhn-Tucker optimality conditions for the optimization problem with fuzzy-valued objective function
- Stochastic optimization models for a single-sink transportation problem
- Challenges and Advances in A Priori Routing
- LP-based heuristics for the capacitated lot-sizing problem: The interaction of model formulation and solution algorithm
- Minimum cardinality non-anticipativity constraint sets for multistage stochastic programming
- Application of stochastic programming to reduce uncertainty in quality-based supply planning of slaughterhouses
- Data-driven chance constrained stochastic program
- Impact of productivity on cross-training configurations and optimal staffing decisions in hospitals
- A multicut L-shaped based algorithm to solve a stochastic programming model for the mobile facility routing and scheduling problem
- An arc-exchange decomposition method for multistage dynamic networks with random arc capacities
- Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
- Location-allocation approaches for hospital network planning under uncertainty
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
- Minimizing conditional-value-at-risk for stochastic scheduling problems
- Production scheduling with uncertain supply: a new solution to the open pit mining problem
- Accelerating Benders stochastic decomposition for the optimization under uncertainty of the petroleum product supply chain
- A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: application to natural gas markets
- A new multi-objective stochastic model for a forward/reverse logistic network design with responsiveness and quality level
- Generalized decision rule approximations for stochastic programming via liftings
- Cost/risk balanced management of scarce resources using stochastic programming
- R\&D pipeline management: task interdependencies and risk management
- Real options valuation of forest plantation investments in Brazil
- Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse
- Distribution-dependent robust linear optimization with applications to inventory control
- Integrating intermittent renewable wind generation -- a stochastic multi-market electricity model for the European electricity market
- Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
- Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account
- A stochastic bi-objective location model for strategic reverse logistics
- A stochastic programming model for scheduling call centers with global service level agreements
- On the cutting stock problem under stochastic demand
- A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
- Stochastic air freight hub location and flight routes planning
- Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations
- Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach
- Finding reliable solutions: event-driven probabilistic constraint programming
- Mathematical programming for network revenue management revisited
- A lagrangean based branch-and-cut algorithm for global optimization of nonconvex mixed-integer nonlinear programs with decomposable structures
- A generic stochastic model for supply-and-return network design
- A robust approach to the chance-constrained knapsack problem
- An optimization model for the design of a capacitated multi-product reverse logistics network with uncertainty
- Integrated chance constraints: reduced forms and an algorithm
- A stochastic model for risk management in global supply chain networks
This page was built for publication: Introduction to Stochastic Programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4354450)