Keyword: programming: probabilistic

Found 475 papers in total
The value of multistage stochastic programming in capacity planning under uncertainty
The value of multistage stochastic programming in capacity planning under uncertainty
2009,
This paper addresses a general class of capacity planning problems under uncertainty,...
Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints
Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality Constraints
2007,
In this paper we discuss the sample average approximation (SAA) method for a class of...
Two aspects of optimal diet determination for pig production: efficiency of solution and incorporation of cost variation
Two aspects of optimal diet determination for pig production: efficiency of solution and incorporation of cost variation
2009,
For many decades linear programming has been used to find minimum cost diets, notably...
Tracking error: A multistage portfolio model
Tracking error: A multistage portfolio model
2009,
We study multistage tracking error problems. Different tracking error measures,...
Asset-liability management for Czech pension funds using stochastic programming
Asset-liability management for Czech pension funds using stochastic programming
2009,
It is possible to model a wide range of portfolio management problems using stochastic...
Optimal pension fund management under multi-period risk minimization
Optimal pension fund management under multi-period risk minimization
2009,
In this paper, a multi-period stochastic optimization model for solving a problem of...
Two-stage workforce planning under demand fluctuations and uncertainty
Two-stage workforce planning under demand fluctuations and uncertainty
2009,
We address a multi–category workforce planning problem for functional areas...
The Innovest Austrian Pension Fund Financial Planning Model InnoALM
The Innovest Austrian Pension Fund Financial Planning Model InnoALM
2008,
This paper describes the financial planning model InnoALM we developed at Innovest for...
Bid-price control with origin–destination demand: A stochastic programming approach
Bid-price control with origin–destination demand: A stochastic programming approach
2007,
A bid–price policy is a revenue management scheme in which the marginal value of...
Stochastic integer programming: Limit theorems and confidence intervals
Stochastic integer programming: Limit theorems and confidence intervals
2007,
We consider empirical approximations (sample average approximations) of...
Scenario formulation of stochastic linear programs and the homogeneous self-dual interior-point method
Scenario formulation of stochastic linear programs and the homogeneous self-dual interior-point method
2006,
We consider a homogeneous self–dual interior–point algorithm for solving...
Stochastic 0–1 linear programming under limited distributional information
Stochastic 0–1 linear programming under limited distributional information
2008,
We consider the problem min x ∈{0,1} n { c ′ x : a ′ j x ⩽b j ,...
Dynamic hedging of single- and multi-dimensional options with transaction costs: a generalized utility maximization approach
Dynamic hedging of single- and multi-dimensional options with transaction costs: a generalized utility maximization approach
2008,
We propose a new methodology for discrete time dynamic hedging with transaction costs...
Production planning under uncertainty in textile manufacturing
Production planning under uncertainty in textile manufacturing
2008,
Textile manufacturing consists of yarn production, fabric formation, and finishing and...
Exploring long-term land improvements under land tenure insecurity
Exploring long-term land improvements under land tenure insecurity
2007,
This article explores long-term land improvements (lime and phosphorus application)...
An optimization model for the management of a South African game ranch
An optimization model for the management of a South African game ranch
2007,
Management of a game ranch is an important issue as many game ranches operate on...
What benefits are to be derived from improved farm program planning approaches? – The role of time series models and stochastic optimization
What benefits are to be derived from improved farm program planning approaches? – The role of time series models and stochastic optimization
2007,
This paper examines whether there is room for improvement in farm program decisions...
An overview of the issues in the airline industry and the role of optimization models and algorithms
An overview of the issues in the airline industry and the role of optimization models and algorithms
2008,
Optimization application has revolutionized the airline industry in all phases of the...
A Lagrangian relaxation approach for network inventory control of stochastic revenue management with perishable commodities
A Lagrangian relaxation approach for network inventory control of stochastic revenue management with perishable commodities
2008,
Airline seat inventory control is the allocation of seats in the same cabin to...
Doing something about the weather
Doing something about the weather
2008,
Recent developments in weather forecasting have created the potential for the...
A fuzzy stochastic dynamic Nash game analysis of policies for managing water allocation in a reservoir system
A fuzzy stochastic dynamic Nash game analysis of policies for managing water allocation in a reservoir system
2008,
In this paper a fuzzy dynamic Nash game model of interactions between water users in a...
Two-storage inventory model with lot-size dependent fuzzy lead-time under possibility constraints via genetic algorithm
Two-storage inventory model with lot-size dependent fuzzy lead-time under possibility constraints via genetic algorithm
2007,
Multi-item inventory models with stock dependent demand and two storage facilities are...
Supplies from developing countries: Optimal order quantities under loss risks
Supplies from developing countries: Optimal order quantities under loss risks
2008,
When raw material suppliers of a global supply chain are situated in developing...
Proactive and reactive strategies for resource-constrained project scheduling with uncertain resource availabilities
Proactive and reactive strategies for resource-constrained project scheduling with uncertain resource availabilities
2008,
Research concerning project planning under uncertainty has primarily focused on the...
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