Keyword: programming: probabilistic

Found 475 papers in total
Modeling and solving real-time scheduling problems by stochastic integer programming
Modeling and solving real-time scheduling problems by stochastic integer programming
2004,
This contribution deals with scheduling problems of flexible chemical batch processes...
Multiperiod portfolio optimization with terminal liability: Bounds for the convex case
Multiperiod portfolio optimization with terminal liability: Bounds for the convex case
2005,
This paper is concerned with an investor trading in multiple securities over many time...
The role of stochastic programming in communication network design
The role of stochastic programming in communication network design
2005,
Conventional design and optimization methods are being challenged by the rapid...
Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach
Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach
2005,
We study a dynamic portfolio management problem over a finite horizon with transaction...
Decision-maker's preferences modeling in the stochastic goal programming
Decision-maker's preferences modeling in the stochastic goal programming
2005,
Generally we assume that the decision-maker is able to delimit with precision and...
A semidefinite optimization approach for the single-row layout problem with unequal dimensions
A semidefinite optimization approach for the single-row layout problem with unequal dimensions
2005,
The facility layout problem is concerned with the arrangement of a given number of...
A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment
A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment
2005,
We develop a two-stage stochastic integer programming model for the simultaneous...
Designing robust emergency medical service via stochastic programming
Designing robust emergency medical service via stochastic programming
2004,
This paper addresses the problem of designing robust emergency medical services. Under...
Stochastic approach versus multiobjective approach for obtaining efficient solutions in stochastic multiobjective programming problems
Stochastic approach versus multiobjective approach for obtaining efficient solutions in stochastic multiobjective programming problems
2004,
In this work, we deal with obtaining efficient solutions for stochastic multiobjective...
An application of multi-objective stochastic optimisation to structural design
An application of multi-objective stochastic optimisation to structural design
2005,
An application to structural design of an innovative method for optimising stochastic...
Managing demand risk in tactical supply chain planning for a global consumer electronics company
Managing demand risk in tactical supply chain planning for a global consumer electronics company
2005,
We consider the problem of managing demand risk in tactical supply chain planning for...
A two-stage stochastic programming with recourse model for cross-border distribution with fleet management
A two-stage stochastic programming with recourse model for cross-border distribution with fleet management
2005,
One of the significant effects of the implementation of an open-door policy in China...
A method of staffing large call centers based on stochastic fluid models
A method of staffing large call centers based on stochastic fluid models
2005,
We consider a call center model with m input flows and r pools of agents; the m...
A stochastic approach to a case study for product recovery network design
A stochastic approach to a case study for product recovery network design
2005,
Uncertainty is one of the characteristics of product recovery networks. In particular...
Post-tax optimization with stochastic programming
Post-tax optimization with stochastic programming
2004,
In this paper, we consider a stochastic programming approach to multistage post-tax...
Mixed integer programming for the 0–1 maximum probability model
Mixed integer programming for the 0–1 maximum probability model
2004,
In this paper we study the 0–1 maximum probability model that consists in...
Deployment of mobile switching centers in a telecommunications network: A stochastic programming approach
Deployment of mobile switching centers in a telecommunications network: A stochastic programming approach
2004,
We consider a network design problem arising in mobile communications. At the core of...
PROMISE/scenarios: An interactive method for multiobjective stochastic linear programming under partial uncertainty
PROMISE/scenarios: An interactive method for multiobjective stochastic linear programming under partial uncertainty
2004,
In many real contexts where the multiobjective stochastic linear programming can be...
Chance constrained programming approaches to congestion in stochastic data envelopment analysis
Chance constrained programming approaches to congestion in stochastic data envelopment analysis
2004,
The models described in this paper for treating congestion in DEA are extended by...
Time restrictions in natural resource management: A dynamic and stochastic analysis
Time restrictions in natural resource management: A dynamic and stochastic analysis
2004,
This paper provides a theoretical analysis of time restrictions in the context of...
Better optimization of nonlinear uncertain systems (BONUS): A new algorithm for stochastic programming using reweighting through kernel density estimation
Better optimization of nonlinear uncertain systems (BONUS): A new algorithm for stochastic programming using reweighting through kernel density estimation
2004,
A new nonlinear programming algorithm is proposed for stochastic programming problems....
Lagrangian relaxation method for price-based unit commitment problem
Lagrangian relaxation method for price-based unit commitment problem
2004,
The unit commitment problem consists of determining the schedules for power generating...
Better optimization of nonlinear uncertain systems (BONUS) for vehicle structural design
Better optimization of nonlinear uncertain systems (BONUS) for vehicle structural design
2004,
With the continuous improvement of computational performance, vehicle structural...
A robust optimization model for stochastic aggregate production planning
A robust optimization model for stochastic aggregate production planning
2004,
The aggregate production planning (APP) problem considers the medium-term production...
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