Keyword: programming: probabilistic

Found 475 papers in total
A Geometric Characterization of the Power of Finite Adaptability in Multistage Stochastic and Adaptive Optimization
A Geometric Characterization of the Power of Finite Adaptability in Multistage Stochastic and Adaptive Optimization
2011,
In this paper, we show a significant role that geometric properties of uncertainty...
Average Optimality in Nonhomogeneous Infinite Horizon Markov Decision Processes
Average Optimality in Nonhomogeneous Infinite Horizon Markov Decision Processes
2011,
We consider a nonhomogeneous stochastic infinite horizon optimization problem whose...
A two‐stage stochastic program for scheduling and allocating cross‐trained workers
A two‐stage stochastic program for scheduling and allocating cross‐trained workers
2011,
A two‐stage stochastic program is developed for scheduling and allocating...
Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach
Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach
2011,
When there is parameter uncertainty in the constraints of a convex optimization...
Mixed 0‐1 Linear Programs Under Objective Uncertainty: A Completely Positive Representation
Mixed 0‐1 Linear Programs Under Objective Uncertainty: A Completely Positive Representation
2011,
In this paper, we analyze mixed 0‐1 linear programs under objective...
A scenario decomposition‐genetic algorithm method for solving stochastic air cargo container loading problems
A scenario decomposition‐genetic algorithm method for solving stochastic air cargo container loading problems
2011,
In this study, we develop a solution method for solving air express cargo loading...
A two‐stage stochastic programming model for the parallel machine scheduling problem with machine capacity
A two‐stage stochastic programming model for the parallel machine scheduling problem with machine capacity
2011,
This paper proposes a two‐stage stochastic programming model for the parallel...
A multi‐stage stochastic programming approach in master production scheduling
A multi‐stage stochastic programming approach in master production scheduling
2011,
Master Production Schedules (MPS) are widely used in industry, especially within...
A multi‐period inventory model with multi‐dimensional procurement bidding
A multi‐period inventory model with multi‐dimensional procurement bidding
2011,
We consider a multi‐period inventory model with raw material procurements...
The orienteering problem with stochastic travel and service times
The orienteering problem with stochastic travel and service times
2011,
In this paper, we introduce a variant of the orienteering problem in which travel and...
A Lexicographic Nelder–Mead simulation optimization method to solve multi‐criteria problems
A Lexicographic Nelder–Mead simulation optimization method to solve multi‐criteria problems
2011,
Simulation optimization is an approach that is used to solve problems involving...
Operating Room Pooling and Parallel Surgery Processing Under Uncertainty
Operating Room Pooling and Parallel Surgery Processing Under Uncertainty
2011,
Operating room (OR) scheduling is an important operational problem for most hospitals....
Modeling the manager's match‐or‐wait dilemma in a make‐to‐forecast production situation
Modeling the manager's match‐or‐wait dilemma in a make‐to‐forecast production situation
2009,
The make‐to‐forecast manufacturing environment is characterized by the...
An anytime multistep anticipatory algorithm for online stochastic combinatorial optimization
An anytime multistep anticipatory algorithm for online stochastic combinatorial optimization
2011,
The one‐step anticipatory algorithms ( 1s‐AA ) is an online algorithm...
Comparative analysis of multiobjective evolutionary algorithms for random and correlated instances of multiobjective d‐dimensional knapsack problems
Comparative analysis of multiobjective evolutionary algorithms for random and correlated instances of multiobjective d‐dimensional knapsack problems
2011,
This study analyzes multiobjective d‐dimensional knapsack problems...
Optimum policy in hybrid manufacturing/remanufacturing system
Optimum policy in hybrid manufacturing/remanufacturing system
2011,
In this study, a hybrid manufacturing/remanufacturing system for a kind of short life...
Determining supply requirement in the sales‐and‐operations‐planning (S&OP) process under demand uncertainty: a stochastic programming formulation and a spreadsheet implementation
Determining supply requirement in the sales‐and‐operations‐planning (S&OP) process under demand uncertainty: a stochastic programming formulation and a spreadsheet implementation
2011,
We show how to extend the demand‐planning stage of the...
The Adaptive Knapsack Problem with Stochastic Rewards
The Adaptive Knapsack Problem with Stochastic Rewards
2011,
Given a set of items with associated deterministic weights and random rewards, the...
Exact Analysis of a Lost Sales Model Under Stuttering Poisson Demand
Exact Analysis of a Lost Sales Model Under Stuttering Poisson Demand
2011,
We investigate the ( S − 1, S ) inventory policy under stuttering Poisson demand...
Optimal management of molds in stored corn
Optimal management of molds in stored corn
2008,
Long term storage of corn is becoming more common due to the recent increase in the...
A comparison of stochastic programming and bi‐objective optimisation approaches to robust airline crew scheduling
A comparison of stochastic programming and bi‐objective optimisation approaches to robust airline crew scheduling
2011,
A prominent problem in airline crew scheduling is the pairings or...
Expectation and Chance‐Constrained Models and Algorithms for Insuring Critical Paths
Expectation and Chance‐Constrained Models and Algorithms for Insuring Critical Paths
2010,
In this paper, we consider a class of two‐stage stochastic optimization...
Distributed Stochastic Subgradient Projection Algorithms for Convex Optimization
Distributed Stochastic Subgradient Projection Algorithms for Convex Optimization
2010,
We consider a distributed multi‐agent network system where the goal is to...
Mass transportation and the consistency of the empirical optimal conditional locations
Mass transportation and the consistency of the empirical optimal conditional locations
2010,
We consider the problem of finding the optimal locations of new facilities given the...
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