Introduction to Stochastic Programming
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Publication:4354450
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
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- Optimal savings management for individuals with defined contribution pension plans
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- The discrete time window assignment vehicle routing problem
- Quantitative models for managing supply chain risks: a review
- Supply chain design for unlocking the value of remanufacturing under uncertainty
- A sample average approximation method for disassembly line balancing problem under uncertainty
- Stackelberg solutions for fuzzy random bilevel linear programming through level sets and probability maximization
- Gradient-based simulation optimization under probability constraints
- Service level robustness in stochastic production planning under random machine breakdowns
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
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- Stochastic and semidefinite optimization for scheduling in orthogonal frequency division multiple access networks
- New bounding and decomposition approaches for MILP investment problems: multi-area transmission and generation planning under policy constraints
- Hybrid robust and stochastic optimization for closed-loop supply chain network design using accelerated Benders decomposition
- Robust transmission network expansion planning in energy systems: improving computational performance
- Humanitarian logistics network design under mixed uncertainty
- Decomposition approaches for recoverable robust optimization problems
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- Risk induced resource dependency in capacity investments
- Logistics capacity planning: a stochastic bin packing formulation and a progressive hedging meta-heuristic
- KKT optimality conditions in interval valued multiobjective programming with generalized differentiable functions
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- Supplier selection in the processed food industry under uncertainty
- Stochastic network models for logistics planning in disaster relief
- A branch-cut-and-price algorithm for the vehicle routing problem with stochastic demands
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- Dynamic asset allocation for varied financial markets under regime switching framework
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- On capacity allocation for operating rooms
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