Introduction to Stochastic Programming
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(only showing first 100 items - show all)- Accelerating the Benders decomposition method: application to stochastic network design problems
- Solving the multi-objective stochastic interval-valued linear fractional integer programming problem
- Γ-robust linear complementarity problems
- A stochastic programming approach for shelter location and evacuation planning
- A hierarchy of bounds for stochastic mixed-integer programs
- A two-step stochastic approach for operating rooms scheduling in multi-resource environment
- On the number of stages in multistage stochastic programs
- The stochastic opportunistic replacement problem. III: Improved bounding procedures
- Characterizations of robust optimality conditions via image space analysis
- Stochastic programming for nurse assignment
- Workforce planning at USPS mail processing and distribution centers using stochastic optimization
- Short-term electricity procurement: a rolling horizon stochastic programming approach
- On capacity allocation for operating rooms
- On deviation measures in stochastic integer programming
- Job scheduling and management of wearing tools with stochastic tool lifetimes
- Polymatroids and mean-risk minimization in discrete optimization
- Observational data-based quality assessment of scenario generation for stochastic programs
- Addressing capacity uncertainty in resource-constrained assignment problems
- Combined pricing and supply chain operations under price-dependent stochastic demand
- Stochastic vendor selection problem: Chance-constrained model and genetic algorithms
- scientific article; zbMATH DE number 4081303 (Why is no real title available?)
- Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs
- Reverse logistics network design and planning utilizing conditional value at risk
- scientific article; zbMATH DE number 686898 (Why is no real title available?)
- A stochastic disaster relief game theory network model
- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
- On solving strong multistage nonsymmetric stochastic mixed 0-1 problems
- Robust and reliable forward-reverse logistics network design under demand uncertainty and facility disruptions
- A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs
- Approximating Single Machine Scheduling with Scenarios
- Challenges and Advances in A Priori Routing
- The mixed capacitated general routing problem under uncertainty
- Simultaneous Optimal Control and Discrete Stochastic Sensor Selection
- Analysis of stochastic problem decomposition algorithms in computational grids
- Two-stage stochastic hierarchical multiple risk problems: Models and algorithms
- A sampling-based stochastic winner determination model for truckload service procurement
- Large-scale optimization with the primal-dual column generation method
- PySP: modeling and solving stochastic programs in Python
- Re-solving stochastic programming models for airline revenue management
- Optimization of real asset portfolio using a coherent risk measure: Application to oil and energy industries
- On the implementation of a log-barrier progressive hedging method for multistage stochastic programs
- Multiobjective land–water allocation model for sustainable agriculture with predictive stochastic yield response
- Risk-averse two-stage stochastic program with distributional ambiguity
- Stochastic programming: potential hazards when random variables reflect market interaction
- Does marginal VaR lead to improved performance of managed portfolios: a study of S\&P BSE 100 and S\&P BSE 200
- Coping with shortages caused by disruptive events in automobile supply chains
- Minimizing value-at-risk in single-machine scheduling
- An interactive fuzzy satisficing method for random fuzzy multiobjective integer programming problems through probability maximization with possibility
- The power of recourse for online MST and TSP
- Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations
- A two-stage stochastic programming model for electric energy producers
- A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse
- Process optimization under insufficient experimental information in the phase of service
- A long-term capacity expansion planning model for an electric power system integrating large-size renewable energy technologies
- A scenario-based stochastic programming approach for technology and capacity planning
- Mean utility in the assurance region model
- Dynamic oligopolistic games under uncertainty: A stochastic programming approach
- On the random 2-stage minimum spanning tree
- Modeling uncertainties with chance constraints
- Stochastic uncapacitated hub location
- The optimality conditions for optimization problems with convex constraints and multiple fuzzy-valued objective functions
- Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties
- A stochastic goal programming model to derive stable cash management policies
- Exact solutions to a class of stochastic generalized assignment problems
- Large-scale unit commitment under uncertainty: an updated literature survey
- Stochastic multi-site supply chain planning in textile and apparel industry under demand and price uncertainties with risk aversion
- Planning hydroelectric resources with recourse-based multistage interval-stochastic programming
- A numerical method for two-stage stochastic programs under uncertainty
- Tight second stage formulations in two-stage stochastic mixed integer programs
- Mathematical programming formulations for approximate simulation of multistage production systems
- Robust supply chain network design with multi-products for a company in the food sector
- Evasive flow capture: a multi-period stochastic facility location problem with independent demand
- Integrated production planning and order acceptance under uncertainty: a robust optimization approach
- Decision space robustness for multi-objective integer linear programming
- Determining controller benefits via probabilistic optimization
- Optimal portfolio selection and dynamic benchmark tracking
- New exact algorithm for the integrated train timetabling and rolling stock circulation planning problem with stochastic demand
- Short-term trading for electricity producers
- Decomposition algorithm for large-scale two-stage unit-commitment
- Multiperiod transshipment location–allocation problem with flow synchronization under stochastic handling operations
- A scalable solution framework for stochastic transmission and generation planning problems
- scientific article; zbMATH DE number 4089327 (Why is no real title available?)
- Combined Monte Carlo sampling and penalty method for stochastic nonlinear complementarity problems
- Optimal retirement planning with a focus on single and joint life annuities
- A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming
- Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball
- Hybrid stochastic and robust optimization model for lot-sizing and scheduling problems under uncertainties
- Integrated network capacity expansion and traffic signal optimization problem: Robust bi-level dynamic formulation
- A family of stochastic programming test problems based on a model for tactical manpower planning
- A polynomial oracle-time algorithm for convex integer minimization
- Data envelopment analysis with outputs uncertainty
- Recent advances in nonconvex semi-infinite programming: applications and algorithms
- A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach
- Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations
- Duality theory in interval-valued linear programming problems
- Supplier selection and order allocation in CLSC configuration with various supply strategies under disruption risk
- Optimal deterministic algorithm generation
- Robust two-stage stochastic linear optimization with risk aversion
- Dynamic portfolio allocation in goals-based wealth management
- New linearizations of quadratic assignment problems
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