Stochastic nonlinear resource allocation problem

DOI10.1016/J.ENDM.2016.03.022MaRDI QIDQ325428zbMATHOpenAlexFDO

Authors Jinqiang Cheng, Abdel Lisser, Janny Leung

Publication date 18 October 2016

Full work available at URL https://doi.org/10.1016/j.endm.2016.03.022

zbMATH Keywords

quadratic programmingstochastic programmingjoint probabilistic constraintscompletely positive programpiecewise tangent approximationresource allocation problems

Mathematics Subject Classification ID

Quadratic programming (90C20) Deterministic network models in operations research (90B10)

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Cites work

• scientific article; zbMATH DE number 772850 (Why is no real title available?)
• A completely positive representation of \(0\)-\(1\) linear programs with joint probabilistic constraints
• A second-order cone programming approach for linear programs with joint probabilistic constraints
• An integer programming approach for linear programs with probabilistic constraints
• Chance Constrained Programming with Joint Constraints
• Chance-Constrained Programming with Joint Constraints
• Convexity of chance constraints with independent random variables
• On the copositive representation of binary and continuous nonconvex quadratic programs
• Some NP-complete problems in quadratic and nonlinear programming
• Stochastic frequency assignment problem
• Upper bounds for the 0-1 stochastic knapsack problem and a B\&B algorithm

Cited in

(6)

• Problems with resource allocation constraints and optimization over the efficient set
• The Nonlinear Resource Allocation Problem
• Resource allocation with stochastic optimal control approach
• Allocation of limited resources under quadratic constraints
• The stochastic single resource service-provision problem
• COMPUTING OPTIMAL ALLOCATIONS FOR DISCRETE‐TIME NONLINEAR NATURAL RESOURCE MODELS

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