Keyword: programming: probabilistic

Found 475 papers in total
Scenario‐based dynamic corporate bond portfolio management
Scenario‐based dynamic corporate bond portfolio management
2012,
The 2008 credit crisis has deeply affected the price of corporate liabilities in both...
Probabilistic programming models for traffic incident management operations planning
Probabilistic programming models for traffic incident management operations planning
2013,
This paper proposes mathematical programming models with probabilistic constraints in...
Robustness in stochastic programs with risk constraints
Robustness in stochastic programs with risk constraints
2012,
This paper is a contribution to the robustness analysis for stochastic programs whose...
Entropy programming modeling of IBNR claims reserves
Entropy programming modeling of IBNR claims reserves
2012,
The key focus of the paper is the introduction of a new deterministic approach to...
Augmented Lagrangian method for probabilistic optimization
Augmented Lagrangian method for probabilistic optimization
2012,
We analyze nonlinear stochastic optimization problems with probabilistic constraints...
Convex approximations in stochastic programming by semidefinite programming
Convex approximations in stochastic programming by semidefinite programming
2012,
The following question arises in stochastic programming: how can one approximate a...
Estimation‐based metaheuristics for the probabilistic traveling salesman problem
Estimation‐based metaheuristics for the probabilistic traveling salesman problem
2010,
The probabilistic traveling salesman problem (PTSP) is a central problem in stochastic...
An approach for linear programming under randomness and fuzziness: a case of discrete random variables with fuzzy probabilities
An approach for linear programming under randomness and fuzziness: a case of discrete random variables with fuzzy probabilities
2012,
This paper presents a new approach for solving stochastic fuzzy linear programming...
Estimating the population utility function: A parametric Bayesian approach
Estimating the population utility function: A parametric Bayesian approach
2012,
In this paper we consider the health utility index mark II for quantifying and...
Dynamic sampling algorithms for multi‐stage stochastic programs with risk aversion
Dynamic sampling algorithms for multi‐stage stochastic programs with risk aversion
2012,
We consider the incorporation of a time‐consistent coherent risk measure into a...
Competitive facility location and design with reactions of competitors already in the market
Competitive facility location and design with reactions of competitors already in the market
2012,
A new retail facility is to locate and its service quality is to determine where...
A stochastic programming model for the optimal issuance of government bonds
A stochastic programming model for the optimal issuance of government bonds
2012,
Sovereign states issue fixed and floating securities to fund their public debt. The...
Approximation and contamination bounds for probabilistic programs
Approximation and contamination bounds for probabilistic programs
2012,
Development of applicable robustness results for stochastic programs with...
A stochastic programming model for the optimal electricity market bid problem with bilateral contracts for thermal and combined cycle units
A stochastic programming model for the optimal electricity market bid problem with bilateral contracts for thermal and combined cycle units
2012,
This paper develops a stochastic programming model that integrates the most recent...
A stochastic program based lower bound for assemble‐to‐order inventory systems
A stochastic program based lower bound for assemble‐to‐order inventory systems
2012,
In this paper we introduce a multi‐stage stochastic program that provides a...
Global Optimization of Stochastic Black‐Box Systems via Sequential Kriging Meta‐Models
Global Optimization of Stochastic Black‐Box Systems via Sequential Kriging Meta‐Models
2006,
This paper proposes a new method that extends the efficient global optimization to...
Facility Location: A Robust Optimization Approach
Facility Location: A Robust Optimization Approach
2011,
In this research, we apply robust optimization (RO) to the problem of locating...
A Bayesian Inventory Model Using Real-Time Condition Monitoring Information
A Bayesian Inventory Model Using Real-Time Condition Monitoring Information
2011,
Lack of coordination between machinery fault diagnosis and inventory management for...
Fashion products with asymmetric sales horizons
Fashion products with asymmetric sales horizons
2011,
In this study, we explore an inventory model for a wholesaler who sells a fashion...
Stochastic lot‐sizing with backlogging: computational complexity analysis
Stochastic lot‐sizing with backlogging: computational complexity analysis
2011,
For a multi‐stage stochastic programming problem, one approach is to explore a...
A class of chance constrained multiobjective linear programming with birandom coefficients and its application to vendors selection
A class of chance constrained multiobjective linear programming with birandom coefficients and its application to vendors selection
2011,
In this paper, a class of chance constrained multiobjective linear programming model...
Robust optimization for emergency logistics planning: Risk mitigation in humanitarian relief supply chains
Robust optimization for emergency logistics planning: Risk mitigation in humanitarian relief supply chains
2011,
This paper proposes a methodology to generate a robust logistics plan that can...
A multiobjective chance constrained programming model for supplier selection under uncertainty
A multiobjective chance constrained programming model for supplier selection under uncertainty
2011,
Risk management is an inherent part of supplier selection. While companies are...
Robust Airline Scheduling Under Block‐Time Uncertainty
Robust Airline Scheduling Under Block‐Time Uncertainty
2011,
Airline schedule development continues to remain one of the most challenging planning...
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