Keyword: programming: probabilistic

Found 475 papers in total
A generalization of the weighted set covering problem
2005,
We study a generalization of the weighted set covering problem where every element...
Robust capacity planning in semiconductor manufacturing
2005,
We present a stochastic programming approach to capacity planning under demand...
Integrating stochastic programming and decision tree techniques in land conversion problems
2006,
This paper is concerned with gradual land conversion problems, placing the main focus...
Simulation-based optimization of social security systems under uncertainty
2005,
This paper analyzes optimization-based approaches for a social security simulation...
An interval-parameter fuzzy two-stage stochastic program for water resources management under uncertainty
2005,
This study presents an interval-parameter fuzzy two-stage stochastic programming...
Integration of stochastic programming and factorial design for optimal reservoir operation
2003,
In this study, the reservoir operating rules for satisfying reliable water releases...
Adaption to climate change through water trading under uncertainty – An inexact two-stage nonlinear programming approach
2003,
Shifting hydrological phenomenon under changing climate would lead to decreased water...
The abridged nested decomposition method for multistage stochastic linear programs with relatively complete recourse
2006,
This paper considers large-scale multistage stochastic linear programs. Sampling is...
Evolving Economy Bank Asset–Liability and Risk Management Under Uncertainty with Hierarchical Objectives and Nonlinear Pricing
2002,
Quantitative modelling of the asset–liability management (ALM) problem faced by...
A 1-center problem on the plane with uniformly distributed demand points
2006,
Center problems or minimax facility location problems are among the most active...
A stochastic programming approach for supply chain network design under uncertainty
2005,
This paper proposes a stochastic programming model and solution algorithm for solving...
Simple probability models for project contracting
2005,
There are two aspects to the process of price setting using sealed bids. The project...
Multiobjective path finding in stochastic dynamic networks, with application to routing hazardous materials shipments
2005,
We describe a method for finding nondominated paths for multiple routing objectives in...
Hydro energy management optimization in a deregulated electricity market
2006,
When electricity prices were regulated, hydropower optimization often considered only...
Tax impact on multi-stage mean-variance portfolio allocation
2004,
We investigate the sensitivity to tax change of multi-stage portfolio allocation over...
A scenario aggregation-based approach for determining a robust airline fleet composititon for dynamic capacity allocation
2005,
Recently, airlines and aircraft manufacturers have realized the benefits of the...
A new transition rule for ant colony optimization algorithms: application to pipe network optimization problems
2005,
Ant algorithms are now being used more and more to solve optimization problems other...
Novel orthogonal simulated annealing with fractional factorial analysis to solve global optimization problems
2005,
A classical simulated annealing (SA) method is a generic probabilistic and heuristic...
Innovation diffusion uncertainty, advertising and pricing policies
2005,
We develop and analyze a normative and structurally stochastic model of innovation...
On complexity of multistage stochastic programs
2006,
In this paper we derive estimates of the sample sizes required to solve a multistage...
A family of stochastic programming test problems based on a model for tactical manpower planning
2005,
Ariyawansa and Felt have recently created a test problem collection for testing...
Applying possibilistic linear programming to aggregate production planning
2005,
This work presents a novel interactive possibilistic linear programming (PLP) approach...
Stochastic resource-constrained scheduling for repetitive construction projects with uncertain supply of resources and funding
2005,
In this paper, we schedule construction projects that are repetitively performed by...
A multiobjective fuzzy stochastic program for water resources optimization: the case of lake management
2004,
In many real decision situations more than one objective has to be considered and...
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