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
- Workforce planning at USPS mail processing and distribution centers using stochastic optimization
- On deviation measures in stochastic integer programming
- 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
- The mixed capacitated general routing problem under uncertainty
- EFFICIENT NEIGHBORHOOD SEARCH FOR THE PROBABILISTIC MULTI-VEHICLE PICKUP AND DELIVERY PROBLEM
- What you should know about approximate dynamic programming
- Uplink scheduling for joint wireless orthogonal frequency and time division multiple access networks
- A comment on ``Computational complexity of stochastic programming problems
- Optimal savings management for individuals with defined contribution pension plans
- A parallelised distributed implementation of a branch and fix coordination algorithm
- An integrated approach for planning a long-term care network with uncertainty, strategic policy and equity considerations
- 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
- Title not available (Why is that?)
- Sustainable vegetable crop supply problem with perishable stocks
- 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
- Bi-objective robust optimisation
- 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
- An empirical analysis of scenario generation methods for stochastic optimization
- 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
- Optimizing designs and operations of a single network or multiple interdependent infrastructures under stochastic arc disruption
- Optimal booking and scheduling in outpatient procedure centers
- Supply chain networks with global outsourcing and quick-response production under demand and cost uncertainty
- Two-stage stochastic lot-sizing problem under cost uncertainty
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)