Keyword: programming: probabilistic

Found 475 papers in total
Restricted recourse strategies for bounding the expected network recourse function
Restricted recourse strategies for bounding the expected network recourse function
1996,
This paper presents bounds for the expected recourse function for stochastic programs...
An algebraic geometry algorithm for scheduling in presence of setups and correlated demands
An algebraic geometry algorithm for scheduling in presence of setups and correlated demands
1995,
The authors study here a problem of scheduling n job types on m parallel machines,...
A general loss function based optimization procedure for robust design
A general loss function based optimization procedure for robust design
1996,
The concept of quality loss introduced by Taguchi is employed in the synthesis of...
A motivation for probabilistic balancing rule models used for real-time reservoir operations: Newsboy problem approach
A motivation for probabilistic balancing rule models used for real-time reservoir operations: Newsboy problem approach
1995,
The Probabilistic Balancing Rule (PBR) model addresses the problem of real-time...
IPWM: An interval parameter water quality management model
IPWM: An interval parameter water quality management model
1996,
This paper provides an interval parameter water quality management (IPWM) model and...
Stochastic on-line knapsack problems
Stochastic on-line knapsack problems
1995,
Different classes of on-line algorithms are developed and analyzed for the solution of...
Multiobjective optimization design methodology for incorporating manufacturing uncertainties in advanced composite structures
Multiobjective optimization design methodology for incorporating manufacturing uncertainties in advanced composite structures
1996,
A methodology is proposed herein which incorporates manufacturing uncertainties into a...
Solution of and bounding in a linearly constrained optimization problem with convex, polyhedral objective function
Solution of and bounding in a linearly constrained optimization problem with convex, polyhedral objective function
1995,
A dual method is presented to solve a linearly constrained optimization problem with...
Stochastic variants of the entropy programming
Stochastic variants of the entropy programming
1993,
The first part of this paper presents the entropy programming problem and its duality...
Inventory control policy for repair parts
Inventory control policy for repair parts
1995,
The inventory control of repair parts has recently become an important subject in...
A model for optimizing options and futures
A model for optimizing options and futures
1995,
This paper discusses the use of options and futures in minimizing the domestic...
Multiobjective routing of hazardous materials in stochastic networks
Multiobjective routing of hazardous materials in stochastic networks
1993,
This paper describes a method for determining a set of non-dominated routes in a...
A possibilistc linear program is equivalent to a stochastic linear program in a special case
A possibilistc linear program is equivalent to a stochastic linear program in a special case
1995,
In this paper, the authors discuss an equivalent condition between a possibilistic...
Stochastic problems of vehicle routing: A further step towards realism
Stochastic problems of vehicle routing: A further step towards realism
1993,
The author defines and studies the vehicle routing problem with stochastic customers...
An adaptive stochastic global optimization algorithm for one-dimensional functions
An adaptive stochastic global optimization algorithm for one-dimensional functions
1995,
In this paper a new algorithm is proposed, based upon the idea of modeling the...
A stochastic optimization approach for robot scheduling
A stochastic optimization approach for robot scheduling
1995,
In this paper the authors are concerned with a stochastic optimization approach for...
Chance constrained bottleneck spanning tree problem
Chance constrained bottleneck spanning tree problem
1995,
In this paper the authors consider a stochastic version of the bottleneck spanning...
An SQP algorithm for extended linear-quadratic problems in stochastic programming
An SQP algorithm for extended linear-quadratic problems in stochastic programming
1995,
Extended Linear-Quadratic Programming (ELQP) problems were introduced by Rockafellar...
Pointwise efficiency in multiobjective stochastic linear programming
Pointwise efficiency in multiobjective stochastic linear programming
1994,
In most of the approaches to the Multiobjective Stochastic Linear Programming problem...
Grey quadratic programming and its application to municipal solid waste management planning under uncertainty
Grey quadratic programming and its application to municipal solid waste management planning under uncertainty
1995,
This paper introduces a grey quadratic programming (GQP) method as a means for...
Remarks on a difficult test problem for quadratic Boolean programming
Remarks on a difficult test problem for quadratic Boolean programming
1992,
The paper shows that a ‘difficult’ example (for quadratic Boolean...
Analysis of an M/G/1//N queue with multiple server vacations, and its application to a polling model
Analysis of an M/G/1//N queue with multiple server vacations, and its application to a polling model
1992,
Queues with a finite population of customers and the server’s occasional...
Mixed-discrete nonlinear optimization with simulated annealing
Mixed-discrete nonlinear optimization with simulated annealing
1993,
A global optimization algorithm for solving mixed-discrete nonlinear optimization...
Stochastic dedication: Designing fixed income portfolios using massively parallel Benders decomposition
Stochastic dedication: Designing fixed income portfolios using massively parallel Benders decomposition
1993,
Drawing on recent developments in discrete time fixed income options theory, the...
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