Keyword: programming: probabilistic

Found 475 papers in total
New stochastic models for capacitated location–allocation problem
New stochastic models for capacitated location–allocation problem
2003,
Capacitated location–allocation problem with stochastic demands is originally...
Timber harvesting as a part of the portfolio management: A multiperiod stochastic optimisation approach
Timber harvesting as a part of the portfolio management: A multiperiod stochastic optimisation approach
2003,
A multiperiod stochastic optimization model is formulated for a land owner who can...
The effect of randomized low discrepancy sequences in option pricing
The effect of randomized low discrepancy sequences in option pricing
2002,
New derivative products usually have complex payoff structures depending on multiple...
Modeling farmers' response to uncertain rainfall in Burkina Faso: A stochastic programming approach
Modeling farmers' response to uncertain rainfall in Burkina Faso: A stochastic programming approach
2002,
Farmers on the Central Plateau of Burkina Faso in West Africa cultivate under...
An adaptive, distribution-free algorithm for the newsvendor problem with censored demands, with applications to inventory and distribution
An adaptive, distribution-free algorithm for the newsvendor problem with censored demands, with applications to inventory and distribution
2001,
We consider the problem of optimizing inventories for problems where the demand...
A bicriteria stochastic programming model for capacity expansion in telecommunications
A bicriteria stochastic programming model for capacity expansion in telecommunications
2002,
We consider capacity expansion of a telecommunications network in the face of...
Locating a waste treatment facility by using stochastic multicriteria acceptability analysis with ordinal criteria
Locating a waste treatment facility by using stochastic multicriteria acceptability analysis with ordinal criteria
2002,
In this paper we describe a real-life application of an ordinal multicriteria method...
An approach to solve the minimum expected makespan flow-shop problem subject to breakdowns
An approach to solve the minimum expected makespan flow-shop problem subject to breakdowns
2002,
Daily, there are multiple situations where machines or workers must execute certain...
The performance of stochastic dynamic and fixed mix portfolio models
The performance of stochastic dynamic and fixed mix portfolio models
2002,
The purpose of this paper is to demonstrate how to evaluate stochastic programming...
An interactive genetic algorithm for multiobjective stochastic programming
An interactive genetic algorithm for multiobjective stochastic programming
2001,
The increasing complexity in decision making process has brought new problems...
A branch and bound method for stochastic integer problems under probabilistic constraints
A branch and bound method for stochastic integer problems under probabilistic constraints
2002,
Stochastic integer programming problems under probabilistic constraints are...
On a dual method for a specially structured linear programming problem with application to stochastic programming
On a dual method for a specially structured linear programming problem with application to stochastic programming
2002,
This article revises and improves on a Dual Type Method, developed by Prékopa,...
Stochastic programming, cooperation, and risk exchange
Stochastic programming, cooperation, and risk exchange
2002,
Stochastic programming offers handy instruments to analyze exchange of goods and...
Application of stochastic optimisation algorithms (metaheuristics) to the placement of non-convex objects in the plane
Application of stochastic optimisation algorithms (metaheuristics) to the placement of non-convex objects in the plane
2001,
The placement of convex objects in the plane, especially rectangular objects, has been...
A heuristic search approach for a nonstationary stochastic shortest path problem with terminal cost
A heuristic search approach for a nonstationary stochastic shortest path problem with terminal cost
2002,
We present a best-first heuristic search approach for determining an optimal policy...
An adaptive dynamic programming algorithm for the heterogeneous resource allocation problem
An adaptive dynamic programming algorithm for the heterogeneous resource allocation problem
2002,
We consider an aggregated version of a large-scale driver scheduling problem, derived...
A scenario-based stochastic programming approach for technology and capacity planning
A scenario-based stochastic programming approach for technology and capacity planning
2002,
In response to market pressures resulting in increased competition, product...
Applying variance reduction ideas in queuing simulations
Applying variance reduction ideas in queuing simulations
2001,
Variance reduction techniques are often underused in simulation studies. In this...
A linear two-stage stochastic programming problem with quantile criterion: Its discrete approximation
A linear two-stage stochastic programming problem with quantile criterion: Its discrete approximation
2001,
Algorithms for solving a linear two-stage stochastic programming problem with quantile...
Prescribing product upgrades, prices and production levels over time in a stochastic environment
Prescribing product upgrades, prices and production levels over time in a stochastic environment
2002,
Competitive pressures cause the price of high-technology products to erode over time....
Optimal irrigation allocation: A multilevel approach
Optimal irrigation allocation: A multilevel approach
2000,
Optimal resources allocation strategies for a canal command in the semiarid region of...
Robust path choice in networks with failures
Robust path choice in networks with failures
2000,
The problem of adaptive routing in a network with failures is considered. The network...
Language constructs for modeling stochastic linear programs
Language constructs for modeling stochastic linear programs
2001,
This paper introduces two tokens of syntax for algebraic modeling langauges that are...
Efficient management of multiple sets to extract complex structures from mathematical programs
Efficient management of multiple sets to extract complex structures from mathematical programs
2001,
Most of the applied models written with an algebraic modeling language involve...
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