Keyword: programming: probabilistic

Found 475 papers in total
A study of the augmented system and column-splitting approaches for solving two-stage stochastic linear programs by interior-point methods
1995,
Linear programs that arise in two-stage stochastic programming offer a particularly...
A study on solution methods of two-stage stochastic LP problems
1997,
In this paper, we have proposed new solution methods to solve TSLP (two-stage...
A stochastic linear programming model for a multi-stage production system with random yields
1997,
In this paper, we propose a stochastic LP model for determining an optimal input...
Cost-effective sulphur emission reduction under uncertainty
1996,
The problem of reducing SO 2 emissions in Europe is considered. The costs of reduction...
A GRASP for the vehicle routing problem with time windows
1995,
This paper addresses the problem of finding the minimum number of vehicles required to...
Piecewise affine approximations for the control of a one-reservoir hydroelectric system
1996,
We analyze the computation of optimal and approximately optimal policies for a...
Optimal algorithms and a remarkably efficient heuristic for the ground-holding problem in air traffic control
1995,
Since it is safer and less expensive to absorb delays on the ground, air traffic...
Probabilistic combinatorial optimization problems on graphs: A new domain in operational research
1995,
We present a new research domain in Operational Research, probabilistic combinatorial...
A fuzzifying approach to stochastic programming
1997,
In this paper a fuzzifying approach is proposed to cope with vagueness appearing in...
A regularized continuous linearization method of the fourth order
1997,
For the minimization problem with inaccurately specified objective function and set, a...
A stochastic programming model for money management
1995,
Portfolio managers in the new fixed-income securities have to cope with various forms...
Modeling investment uncertainty in the costs of global CO2 emission policy
1995,
This paper investigates the effect that explicit modeling of stochastic returns to...
Stochastic annealing for synthesis under uncertainty
1995,
Simulated annealing is a recently developed combinatorial optimization technique based...
A stochastic version of a Stackelberg–Nash–Cournot equilibrium model
1997,
We consider a stochastic version of the Stackelberg–Nash–Cournot model...
Design of engineering systems using stochastic decomposition: Water supply planning application
1996,
To effectively design engineering systems, the future operation of the system which...
Fuzzy programming approach to multi-objective stochastic linear programming problems
1997,
This paper presents an application of fuzzy programming approach to the...
Stability in multiobjective possibilistic linear programs
1994,
This paper continues the authors' research in stability analysis in possibilistic...
Stochastic allocation of a resource among partially interchangeable activities
1994,
This paper examines the problem of allocating an available amount of a particular...
An inventory model embedded in designing a supply contract
1997,
To reduce lead-time and its variability, modern supply and transportation contracts...
Generalized methods for the optimal 1/N backup procedure of data
1997,
This paper discusses generalized methods on the optimal 1/ N backup procedure of data...
A nested layered network model for parallel solutions of discrete SPPs
1997,
A nested layered network mapping and algorithm is presented for parallel computational...
An optimization model for planning natural gas purchases, transportation, storage and deliverability
1996,
Natural gas local distribution companies (LDCs) face the problem of managing natural...
An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling
1996,
Handling uncertainty in natural inflow is an important part of a hydroelectric...
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