Keyword: programming: probabilistic

Found 475 papers in total
Numerical solution technique for joint chance-constrained programming problem – an application to electric power capacity expansion
Numerical solution technique for joint chance-constrained programming problem – an application to electric power capacity expansion
1999,
We consider a joint chance-constrained linear programming problem with random right...
Portfolio optimization via stochastic programming: Methods of output analysis
Portfolio optimization via stochastic programming: Methods of output analysis
1999,
Solutions of portfolio optimization problems are often influenced by errors or...
Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
1999,
We propose an algorithm for multistage stochastic linear programs with recourse where...
Stochastically minimizing the makespan in two-machine flow shops without blocking
Stochastically minimizing the makespan in two-machine flow shops without blocking
1999,
This paper deals with a two-machine stochastic flow shop with an infinite storage...
Scheduling of design projects with uncertain number of iterations
Scheduling of design projects with uncertain number of iterations
1999,
A short product design cycle is critical to the success of companies in the era of...
A stochastic and dynamic model for the single-vehicle pick-up and delivery problem
A stochastic and dynamic model for the single-vehicle pick-up and delivery problem
1999,
In this paper a stochastic and dynamic model for the Pick-up and Delivery Problem is...
Managing broader product lines through delayed differentiation using vanilla boxes
Managing broader product lines through delayed differentiation using vanilla boxes
1998,
In an attempt to reduce cost while maintaining good customer service, some of the...
Modelling of uncertainties and price elastic demands in energy-environment planning for India
Modelling of uncertainties and price elastic demands in energy-environment planning for India
1998,
This paper describes two variants of the Indian MARKAL model: a long-term technology...
Growth versus security tradeoffs in dynamic investment analysis
Growth versus security tradeoffs in dynamic investment analysis
1999,
This paper presents an approach to the problem of optimal dynamic choice in discrete...
Scenario modeling for the management of international bond portfolios
Scenario modeling for the management of international bond portfolios
1999,
We address the problem of portfolio management in the international bond markets....
The practice of portfolio replication – a practical overview of forward and inverse problems
The practice of portfolio replication – a practical overview of forward and inverse problems
1999,
Portfolio replication is a powerful tool that has proven in practice its applicability...
Cluster analysis after a partial genetic algorithm search
Cluster analysis after a partial genetic algorithm search
1998,
After a few generations of a genetic algorithm minimization, the resulting population...
Oil field optimization under price uncertainty
Oil field optimization under price uncertainty
1998,
This paper presents a mixed integer programming model for optical development of an...
Optimal myopic policy for a stochastic inventory problem with fixed and proportional backorder costs
Optimal myopic policy for a stochastic inventory problem with fixed and proportional backorder costs
1998,
In this paper, we consider a single product, periodic review, stochastic demand...
Linking strategic and tactical planning systems for asset and liability management
Linking strategic and tactical planning systems for asset and liability management
1999,
Total enterprise risk management involves a systematic approach for...
The Dynamic and Stochastic Knapsack Problem
The Dynamic and Stochastic Knapsack Problem
1998,
The Dynamic and Stochastic Knapsack Problem (DSKP) is defined as follows. Items arrive...
A hybrid inexact-stochastic water management model
A hybrid inexact-stochastic water management model
1998,
An inexact-stochastic water management model is proposed and applied to a case study...
Discretized reality and spurious profits in stochastic programming models for asset/liability management
Discretized reality and spurious profits in stochastic programming models for asset/liability management
1997,
In the literature on stochastic programming models for practical portfolio investment...
An applied study on recursive estimation methods, neural networks and forecasting
An applied study on recursive estimation methods, neural networks and forecasting
1997,
We compare three modelling approaches to univariate time series forecasting, based on...
Stochastic network interdiction
Stochastic network interdiction
1998,
Using limited assets, an interdictor attempts to destroy parts of a capacitated...
Formulation of the Russell–Yasuda Kasai financial planning model
Formulation of the Russell–Yasuda Kasai financial planning model
1998,
This paper describes the formulation of the Russell–Yasuda Kasai financial...
Concepts, technical issues, and uses of the Russell–Yasuda Kasai financial planning model
Concepts, technical issues, and uses of the Russell–Yasuda Kasai financial planning model
1998,
This paper discusses technical aspects of the Russell–Yasuda Kasai financial...
Robust tolerance allocation using stochastic programming
Robust tolerance allocation using stochastic programming
1998,
Tolerance allocation in manufacturing is a prominent industrial task for enhancing...
Financial asset-pricing theory and stochastic programming models for asset/liability management: A synthesis
Financial asset-pricing theory and stochastic programming models for asset/liability management: A synthesis
1998,
Practical portfolio investment problems under uncertainty can be modeled well as...
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