Keyword: programming: probabilistic

Found 475 papers in total
Design of an optimal tuned mass damper for a system with parametric uncertainty
Design of an optimal tuned mass damper for a system with parametric uncertainty
2010,
Structural control is becoming an attractive alternative for enhanced performance of...
Optimization under uncertainty of the integrated oil supply chain using stochastic and robust programming
Optimization under uncertainty of the integrated oil supply chain using stochastic and robust programming
2010,
This paper proposes the development of a strategic planning model for an integrated...
A multistage formulation for generation companies in a multi-auction electricity market
A multistage formulation for generation companies in a multi-auction electricity market
2010,
In this paper, we deal with the definition of a decision model for a producer...
On the cutting stock problem under stochastic demand
On the cutting stock problem under stochastic demand
2010,
This paper addresses the one-dimensional cutting stock problem when demand is a random...
Optimal allocation of surgery blocks to operating rooms under uncertainty
Optimal allocation of surgery blocks to operating rooms under uncertainty
2010,
The allocation of surgeries to operating rooms (ORs) is a challenging combinatorial...
A single-settlement, energy-only electric power market for unpredictable and intermittent participants
A single-settlement, energy-only electric power market for unpredictable and intermittent participants
2010,
We discuss a stochastic-programming-based method for scheduling electric power...
Distributionally robust optimization under moment uncertainty with application to data-driven problems
Distributionally robust optimization under moment uncertainty with application to data-driven problems
2010,
Stochastic programming can effectively describe many decision-making problems in...
Dynamic stochastic accumulation model with application to pension saving management
Dynamic stochastic accumulation model with application to pension saving management
2010,
We propose a dynamic stochastic accumulation model for determining optimal decision...
Convex approximations for a class of mixed-integer recourse models
Convex approximations for a class of mixed-integer recourse models
2010,
We consider mixed-integer recourse (MIR) models with a single recourse constraint. We...
An ALM model for pension funds using integrated chance constraints
An ALM model for pension funds using integrated chance constraints
2010,
We discuss integrated chance constraints in their role of short-term risk constraints...
Re-solving stochastic programming models for airline revenue management
Re-solving stochastic programming models for airline revenue management
2010,
We study some mathematical programming formulations for the origin-destination model...
Extreme events, discounting and stochastic optimization
Extreme events, discounting and stochastic optimization
2010,
The paper analyzes the implications of extreme events on the proper choice of...
An exact approach for solving integer problems under probabilistic constraints with random technology matrix
An exact approach for solving integer problems under probabilistic constraints with random technology matrix
2010,
This paper addresses integer programming problems under probabilistic constraints...
A general framework for cooperation under uncertainty
A general framework for cooperation under uncertainty
2009,
In this paper, we introduce a general framework for situations with decision making...
A hybrid Monte Carlo local branching algorithm for the single vehicle routing problem with stochastic demands
A hybrid Monte Carlo local branching algorithm for the single vehicle routing problem with stochastic demands
2010,
We present a new algorithm that uses both local branching and Monte Carlo sampling in...
Disjunctive decomposition for two-stage stochastic mixed-binary programs with random recourse
Disjunctive decomposition for two-stage stochastic mixed-binary programs with random recourse
2010,
This paper introduces disjunctive decomposition for two-stage mixed 0-1 stochastic...
A multi-objective multi-period stochastic programming model for public debt management
A multi-objective multi-period stochastic programming model for public debt management
2010,
While raising debt on behalf of the government, public debt managers need to consider...
SRFILP: A Stochastic Robust Fuzzy Interval Linear Programming model for municipal solid waste management under uncertainty
SRFILP: A Stochastic Robust Fuzzy Interval Linear Programming model for municipal solid waste management under uncertainty
2009,
A stochastic robust fuzzy interval linear programming (SRFILP) model was proposed for...
A statistical computer experiments approach to airline fleet assignment
A statistical computer experiments approach to airline fleet assignment
2008,
The fleet assignment model allocates a fleet of aircraft to scheduled flight legs in...
INTEREST: a reference-point-based interactive procedure for stochastic multiobjective programming problems
INTEREST: a reference-point-based interactive procedure for stochastic multiobjective programming problems
2009,
This paper presents a reference point-based interactive algorithm, which has been...
Water resources management and planning under uncertainty: an inexact multistage joint-probabilistic programming method
Water resources management and planning under uncertainty: an inexact multistage joint-probabilistic programming method
2009,
In this study, an inexact multistage joint-probabilistic programming (IMJP) method is...
A decision-analytic approach to reliability-based design optimization
A decision-analytic approach to reliability-based design optimization
2009,
Reliability-based design optimization is concerned with designing a product to...
Optimal project portfolio selection with carryover constraint
Optimal project portfolio selection with carryover constraint
2009,
In a typical capital rationing problem, a project portfolio is selected to maximize...
A stochastic programming duality approach to inventory centralization games
A stochastic programming duality approach to inventory centralization games
2009,
In this paper, we present a unified approach to study a class of cooperative games...
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