Keyword: programming: probabilistic

Found 475 papers in total
Restless bandits, linear programming relaxations, and a primal–dual index heuristic
Restless bandits, linear programming relaxations, and a primal–dual index heuristic
2000,
We develop a mathematical programming approach for the classical PSPACE-hard restless...
Genetic algorithm in uncertain environments for solving stochastic programming problem
Genetic algorithm in uncertain environments for solving stochastic programming problem
2000,
Many real problems with uncertainties may often be formulated as Stochastic...
On the implementation of stochastic quasigradient methods to some facility location problems
On the implementation of stochastic quasigradient methods to some facility location problems
2000,
In this paper we consider the facility location problem in a stochastic environment....
Incorporating fuel constraints and electricity spot prices into the stochastic unit commitment problem
Incorporating fuel constraints and electricity spot prices into the stochastic unit commitment problem
2000,
The electric power industry is going through deregulation. As a result, the load on...
Decision making under uncertainty: Is sensitivity analysis of any use?
Decision making under uncertainty: Is sensitivity analysis of any use?
2000,
Sensitivity analysis, combined with parametric optimization, is often presented as a...
On three-machine flow shops with random job processing times
On three-machine flow shops with random job processing times
2000,
The paper deals with scheduling n jobs on three machines in Johnson's flow shops. The...
A two-stage stochastic programming with recourse model for determining robust planting plans in horticulture
A two-stage stochastic programming with recourse model for determining robust planting plans in horticulture
2000,
A two-stage stochastic programming with recourse model for the problem of determining...
Stochastic goal programming
Stochastic goal programming
2000,
In this article we present a straightforward generalization of deterministic Goal...
A constant-potential infeasible-start interior-point algorithm with computational experiments and applications
A constant-potential infeasible-start interior-point algorithm with computational experiments and applications
1998,
We present a constant-potential infeasible-start interior-point (INFCP) algorithm for...
A system approach to management of catastrophic risks
A system approach to management of catastrophic risks
2000,
There are two main strategies in dealing with rare and dependent catastrophic risks:...
Random yield and random demand in a production system with downward substitution
Random yield and random demand in a production system with downward substitution
1999,
In this paper, we present and solve a single‐period, multiproduct, downward...
Option methods for incorporating risk into linear capacity planning models
Option methods for incorporating risk into linear capacity planning models
2000,
Manufacturing and service operations decisions depend critically on capacity and...
Portfolio selection using multistage stochastic programming
Portfolio selection using multistage stochastic programming
1999,
This paper shows how a mean-variance criterion can be applied to a multi-period...
A stochastic 0–1 program based approach for the air traffic flow management problem
A stochastic 0–1 program based approach for the air traffic flow management problem
2000,
We present a model and a robust algorithmic framework for the Air Traffic Flow...
A robust optimization model for stochastic logistic problems
A robust optimization model for stochastic logistic problems
2000,
The main difficulty of a logistic management problem is in the face of uncertainty...
New second-order bounds on the expectation of saddle functions with applications to stochastic linear programming
New second-order bounds on the expectation of saddle functions with applications to stochastic linear programming
1996,
This paper develops new bounds on the expectation of a convex–concave saddle...
Monte Carlo bounding techniques for determining solution quality in stochastic programs
Monte Carlo bounding techniques for determining solution quality in stochastic programs
1999,
A stochastic program SP with solution value z * can be approximately solved by...
A chance-constrained programming approach to modelling hydro-thermal electricity generation in Papua-New Guinea
A chance-constrained programming approach to modelling hydro-thermal electricity generation in Papua-New Guinea
1996,
This paper is a contribution to the current debate on energy efficiency. It presents a...
Progressive hedging and tabu search applied to mixed integer (0, 1) multistage stochastic programming
Progressive hedging and tabu search applied to mixed integer (0, 1) multistage stochastic programming
1996,
Many problems faced by decision makers are characterized by a multistage decision...
Probabilistic local search algorithms for concave cost transportation network problems
Probabilistic local search algorithms for concave cost transportation network problems
1999,
In practice concave cost transportation problems are characterized as NP-hard,...
Metaheuristics: Advances and Trends in Local Search Paradigms for Optimization
Metaheuristics: Advances and Trends in Local Search Paradigms for Optimization
1999,
A simulated annealing algorithm with constant temperature for discrete stochastic optimization
A simulated annealing algorithm with constant temperature for discrete stochastic optimization
1999,
We present a modification of the simulated annealing algorithm designed for solving...
Multiobjective optimization using neighbourhood model genetic algorithms
Multiobjective optimization using neighbourhood model genetic algorithms
1999,
We propose a method of multiobjective optimization using genetic algorithms. The...
Optimal stochastic single-machine-tardiness scheduling by stochastic branch-and-bound
Optimal stochastic single-machine-tardiness scheduling by stochastic branch-and-bound
1999,
A stochastic branch-and-bound technique for the solution of stochastic...
Papers per page: