Keyword: programming: probabilistic

Found 475 papers in total
Aggregated scheduling of a multiproduct batch plant by two-stage stochastic integer programming
Aggregated scheduling of a multiproduct batch plant by two-stage stochastic integer programming
2004,
We consider the mid-term scheduling of a multiproduct batch plant. Market requirements...
Power allocation in a wireless network using scheduling and stochastic programming with penalty functions
Power allocation in a wireless network using scheduling and stochastic programming with penalty functions
2004,
This paper studies the optimal allocation of transmit power in a wireless...
An inexact two-stage mixed integer linear programming model for waste management under uncertainty
An inexact two-stage mixed integer linear programming model for waste management under uncertainty
2004,
This paper introduces a hybrid optimization approach, an inexact two-stage mixed...
Lower and upper bounds for the expected time to failure of systems
Lower and upper bounds for the expected time to failure of systems
2004,
In large series-parallel systems the exact calculation of the expected time to failure...
Financial planning via a multi-stage stochastic optimization
Financial planning via a multi-stage stochastic optimization
2004,
This paper describes a framework for modeling significant financial planning problems...
Management of non-maturing deposits by multistage stochastic programming
Management of non-maturing deposits by multistage stochastic programming
2003,
The management of non-maturing account positions in a bank's balance like savings and...
A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0–1 programs
A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0–1 programs
2003,
We present a framework for solving some types of 0–1 multi-stage...
Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations
Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations
2003,
Agricultural nitrate emissions within a river catchment are, due to rainfall and other...
The valuation of European options in uncertain environment
The valuation of European options in uncertain environment
2003,
A new model on European options with uncertainty of both randomness and fuzziness in...
A two-stage stochastic programming framework for transportation planning in disaster response
A two-stage stochastic programming framework for transportation planning in disaster response
2004,
This study proposes a two-stage stochastic programming model to plan the...
A co-evolutionary method for pursuit–evasion games with non-zero lethal radii
A co-evolutionary method for pursuit–evasion games with non-zero lethal radii
2004,
This study suggests a co-evolutionary method for solving pursuit–evasion games...
Application of chance-constrained programming based on multi-objective simulated annealing to solve a mineral blending problem
Application of chance-constrained programming based on multi-objective simulated annealing to solve a mineral blending problem
2003,
This paper addresses the optimal blending of different available ores in such a way...
Policies for multi-echelon supply: decomposable requirements planning systems with probabilistic time-varying demands
Policies for multi-echelon supply: decomposable requirements planning systems with probabilistic time-varying demands
2003,
This paper develops rolling planning horizon policies to manage material flows in...
Dynamic shortest path in stochastic dynamic networks: ship routing problem
Dynamic shortest path in stochastic dynamic networks: ship routing problem
2003,
In this paper, we apply the stochastic dynamic programming to find the dynamic...
Using ranking and selection to “clean up” after simulation optimization
Using ranking and selection to “clean up” after simulation optimization
2003,
In this paper we address the problem of finding the simulated system with the best...
Technological progress and technology acquisition: strategic decision under uncertainty
Technological progress and technology acquisition: strategic decision under uncertainty
2003,
We develop a stochastic programming model to aid manufacturing firms in making...
On convergence of an augmented Lagrangian decomposition method for sparse convex-optimization
On convergence of an augmented Lagrangian decomposition method for sparse convex-optimization
1995,
A decomposition method for large-scale convex optimization problems with block-angular...
Constraint aggregation in infinite-dimensional spaces and applications
Constraint aggregation in infinite-dimensional spaces and applications
2001,
An aggregation technique for constraints with values in Hilbert spaces is suggested....
Inventory processes: Quasi-regenerative property, performance evaluation, and sensitivity estimation via simulation
Inventory processes: Quasi-regenerative property, performance evaluation, and sensitivity estimation via simulation
2002,
We consider a single–commodity, discrete-time, multiperiod (s,S)- policy...
Using different dominance criteria in stochastic fuzzy linear multiobjective programming: A case of fuzzy weighted objective function
Using different dominance criteria in stochastic fuzzy linear multiobjective programming: A case of fuzzy weighted objective function
2003,
In this paper, a stochastic fuzzy linear multiobjective programming problem is...
Global optimization in problems with uncertainties: The gamma algorithm
Global optimization in problems with uncertainties: The gamma algorithm
2002,
Problems with uncertainties can be viewed and formalized making use of multifunctions...
Analysis on upper and lower bounds of stochastic Linear Programming problems
Analysis on upper and lower bounds of stochastic Linear Programming problems
2002,
Business managers are often required to use LP problems to deal with uncertainty...
A best-choice problem with multiple selectors
A best-choice problem with multiple selectors
2000,
Consider a situation where a known number, n , of objects appear sequentially in a...
Capacitated network design with uncertain demand
Capacitated network design with uncertain demand
2002,
We consider a capacity-expansion problem arising in the design of telecommunication...
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