Keyword: programming: probabilistic

Found 475 papers in total
Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints
Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints
2011,
This paper considers a one‐stage stochastic mathematical program with a...
Postoptimality for mean‐risk stochastic mixed‐integer programs and its application
Postoptimality for mean‐risk stochastic mixed‐integer programs and its application
2011,
The mean‐risk stochastic mixed‐integer programs can better model complex...
On 2‐stage robust LP with RHS uncertainty: complexity results and applications
On 2‐stage robust LP with RHS uncertainty: complexity results and applications
2011,
We investigate here the class–denoted R‐LP‐RHSU–of...
Probability‐based multiple‐criteria optimization of bridge maintenance using monitoring and expected error in the decision process
Probability‐based multiple‐criteria optimization of bridge maintenance using monitoring and expected error in the decision process
2011,
In the context of limited financial resources under uncertainty, an important...
A Conditional Value‐at‐Risk Based Inexact Water Allocation Model
A Conditional Value‐at‐Risk Based Inexact Water Allocation Model
2011,
A conditional value‐at‐risk (CVaR) based inexact two‐stage...
Solution approaches for the multiobjective stochastic programming
Solution approaches for the multiobjective stochastic programming
2012,
We survey in this paper various solution approaches for multiobjective stochastic...
Cost/risk balanced management of scarce resources using stochastic programming
Cost/risk balanced management of scarce resources using stochastic programming
2012,
We consider the situation when a scarce renewable resource should be periodically...
A multivariate adaptive regression splines cutting plane approach for solving a two‐stage stochastic programming fleet assignment model
A multivariate adaptive regression splines cutting plane approach for solving a two‐stage stochastic programming fleet assignment model
2012,
The fleet assignment model assigns a fleet of aircraft types to the scheduled flight...
Gas storage valuation applying numerically constructed recombining trees
Gas storage valuation applying numerically constructed recombining trees
2012,
The liberalization of European natural gas markets forces market participants to base...
A new method for redundancy optimisation problem with fuzzy random lifetime
A new method for redundancy optimisation problem with fuzzy random lifetime
2011,
In this paper, a redundancy optimisation problem, in which element lifetimes are fuzzy...
Top‐percentile traffic routing problem by dynamic programming
Top‐percentile traffic routing problem by dynamic programming
2011,
Multi‐homing is a technology used by Internet Service Provider (ISP) to connect...
SLFP: A stochastic linear fractional programming approach for sustainable waste management
SLFP: A stochastic linear fractional programming approach for sustainable waste management
2011,
A stochastic linear fractional programming (SLFP) approach is developed for supporting...
Approximating the chromatic index of multigraphs
Approximating the chromatic index of multigraphs
2011,
It is well known that if G is a multigraph then χ ′( G )≥ χ ′...
A network option portfolio management framework for adaptive transportation planning
A network option portfolio management framework for adaptive transportation planning
2011,
A real option portfolio management framework is proposed to make use of an adaptive...
The Reliable Facility Location Problem: Formulations, Heuristics, and Approximation Algorithms
The Reliable Facility Location Problem: Formulations, Heuristics, and Approximation Algorithms
2011,
We study a reliable facility location problem wherein some facilities are subject to...
Constructive Heuristics for the Multicompartment Vehicle Routing Problem with Stochastic Demands
Constructive Heuristics for the Multicompartment Vehicle Routing Problem with Stochastic Demands
2011,
The vehicle routing problem with stochastic demands (VRPSD) consists of designing...
R&D pipeline management: Task interdependencies and risk management
R&D pipeline management: Task interdependencies and risk management
2011,
Maintaining a rich research and development (R&D) pipeline is the key to remaining...
An aggregate stochastic programming model for air traffic flow management
An aggregate stochastic programming model for air traffic flow management
2011,
In this paper, we present an aggregate mathematical model for air traffic flow...
A portfolio approach to managing procurement risk using multi‐stage stochastic programming
A portfolio approach to managing procurement risk using multi‐stage stochastic programming
2011,
Procurement is a critical supply chain management function that is susceptible to...
Progressive hedging innovations for a class of stochastic mixed‐integer resource allocation problems
Progressive hedging innovations for a class of stochastic mixed‐integer resource allocation problems
2011,
Numerous planning problems can be formulated as multi‐stage stochastic programs...
Forestry management under uncertainty
Forestry management under uncertainty
2011,
The forest harvest and road construction planning problem consists fundamentally of...
A stochastic programming and simulation based analysis of the structure of production on the arable land
A stochastic programming and simulation based analysis of the structure of production on the arable land
2011,
This paper is devoted to the analysis of the effectiveness of the use of arable land....
Design of insurance contracts using stochastic programming in forestry planning
Design of insurance contracts using stochastic programming in forestry planning
2011,
This work addresses a tactical planning problem faced by a forestry firm, deciding...
Local search heuristics for the probabilistic dial‐a‐ride problem
Local search heuristics for the probabilistic dial‐a‐ride problem
2011,
This paper introduces the probabilistic dial‐a‐ride problem, and...
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