Journal: Annals of Operations Research

Found 3339 papers in total
Statistical verification of optimality conditions for stochastic programs with recourse
Statistical verification of optimality conditions for stochastic programs with recourse
1991,
Statistically motivated algorithms for the solution of stochastic programming problems...
Stability analysis for stochastic programs
Stability analysis for stochastic programs
1991,
For stochastic programs with recourse and with (several joint) probabilistic...
An upper bound for SLP using first and total second moments
An upper bound for SLP using first and total second moments
1991,
In 1987, J. Dulá considered the problem of finding an upper bound for the...
Bounding separable recourse functions with limited distribution information
Bounding separable recourse functions with limited distribution information
1991,
The recourse function in a stochastic program with recourse can be approximated by...
On the evaluation of strategies for branching bandit processes
On the evaluation of strategies for branching bandit processes
1991,
Glazebrook has given an account of improved procedures for strategy evaluation for...
A numerical method for solving stochastic programming problems with moment constraints on a distribution function
A numerical method for solving stochastic programming problems with moment constraints on a distribution function
1991,
The stochastic programming problem is considered in the case of a distribution...
Approximate nonlinear programming algorithms for solving stochastic programs with recourse
Approximate nonlinear programming algorithms for solving stochastic programs with recourse
1991,
This paper summarizes the main results on approximate nonlinear programming algorithms...
Extended scenario analysis
Extended scenario analysis
1991,
Scenario analysis, as proposed by Rockafellar and Wets, in a stochastic programming...
Applying the progressive hedging algorithm to stochastic generalized networks
Applying the progressive hedging algorithm to stochastic generalized networks
1991,
The introduction of uncertainty to mathematical programs greatly increases the size of...
Approximate scenario solutions in the progressive hedging algorithm: A numerical study with an application to fisheries management
Approximate scenario solutions in the progressive hedging algorithm: A numerical study with an application to fisheries management
1991,
This paper describes how the scenario aggregation principle can be combined with...
Structural properties of the progressive hedging algorithm
Structural properties of the progressive hedging algorithm
1991,
This short note discusses some structural properties of the progressive hedging...
Investments in stochastic maximum flow networks
Investments in stochastic maximum flow networks
1991,
Each arc ( i,j) of the network has capacity ξ ij where ξ ij is a non-negative...
Use of change-constrained programming to account for stochastic variation in the A-matrix or large-scale linear programs: A forestry application
Use of change-constrained programming to account for stochastic variation in the A-matrix or large-scale linear programs: A forestry application
1991,
Linear programming (LP) is widely used to select the manner in which forest lands are...
A single facility stochastic location problem under A-distance
A single facility stochastic location problem under A-distance
1991,
In this paper the authors consider a stochastic facility location model in which the...
Recent trends in random number and random vector generation
Recent trends in random number and random vector generation
1991,
A survey of recent work in the areas of uniform pseudorandom number and uniform...
On the complexity of dynamic programming for sequencing problems with precedence constraints
On the complexity of dynamic programming for sequencing problems with precedence constraints
1990,
Dynamic programming has been successfully used in the past to solve a large class of...
A dynamic programming algorithm for preemptive scheduling of a single machine to minimize the number of late jobs
A dynamic programming algorithm for preemptive scheduling of a single machine to minimize the number of late jobs
1990,
The scheduling problem 1ℝ pmtn,r j ℝΣw j U j calls for n jobs with...
A theory of rolling horizon decision making
A theory of rolling horizon decision making
1991,
In this paper, the authors develop a theoretical framework for the common business...
Increasing Lipschitz continuous maximizers of some dynamic programs
Increasing Lipschitz continuous maximizers of some dynamic programs
1991,
Conditions are presented for the existence of increasing and Lipschitz continuous...
Sensitivity analysis in geometric programming: Theory and computations
Sensitivity analysis in geometric programming: Theory and computations
1990,
This paper surveys the main developments the area of sensitivity analysis for...
The plant layout problem in automated manufacturing systems
The plant layout problem in automated manufacturing systems
1990,
The plant layout problem is usually formulated as a quadratic assignment problem...
Parametric methods in integer linear programming
Parametric methods in integer linear programming
1990,
In contrast to methods of parametric linear programming which were developed soon...
Approaches to sensitivity analysis in linear programming
Approaches to sensitivity analysis in linear programming
1990,
A continuing priority in sensitivity and parametric analysis is to develop approaches...
Suggested research topics in sensitivity and stability analysis for semi-infinite programming problems
Suggested research topics in sensitivity and stability analysis for semi-infinite programming problems
1990,
The authors suggest several important research topics for semi-infinite programs whose...
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