Keyword: programming: probabilistic

Found 475 papers in total
Heuristic and lower bound for a stochastic location–routing problem
Heuristic and lower bound for a stochastic location–routing problem
2007,
In this article a stochastic location–routing problem is defined and cast as a...
Robust solutions and risk measures for a supply chain planning problem under uncertainty
Robust solutions and risk measures for a supply chain planning problem under uncertainty
2008,
We consider a strategic supply chain planning problem formulated as a two-stage...
The stochastic location model with risk pooling
The stochastic location model with risk pooling
2007,
In this paper, we present a stochastic version of the location model with risk pooling...
Stochastic programming tutorial for financial decision making: The saddle property of optimal profits
Stochastic programming tutorial for financial decision making: The saddle property of optimal profits
1996,
The complexity of the interaction between time and uncertainty made finance models to...
Multi-objective stochastic programming for portfolio selection
Multi-objective stochastic programming for portfolio selection
2007,
Generally, in the portfolio selection problem the Decision Maker (DM) considers...
On a multicommodity stochastic-f1ow network with unreliable nodes subject to budget constraint
On a multicommodity stochastic-f1ow network with unreliable nodes subject to budget constraint
2007,
From the quality management and decision making viewpoint, reliability and...
Extension of the 2-p-opt and 1-shift algorithms to the heterogeneous probabilistic traveling salesman problem
Extension of the 2-p-opt and 1-shift algorithms to the heterogeneous probabilistic traveling salesman problem
2007,
The probabilistic traveling salesman problem is a well known problem that is quite...
Multicriteria adaptive paths in stochastic, time-varying networks
Multicriteria adaptive paths in stochastic, time-varying networks
2006,
In this paper, exact algorithms are proposed for addressing multicriteria adaptive...
Exact solutions to a class of stochastic generalized assignment problems
Exact solutions to a class of stochastic generalized assignment problems
2006,
This paper deals with a stochastic Generalized Assignment Problem with recourse. Only...
A constructive algorithm based on an algebraic approach of the allocation quadratic problem
A constructive algorithm based on an algebraic approach of the allocation quadratic problem
2006,
The Quadratic Assignment Problem, QAP, was studied using an algebraic approach through...
Stochastic programming problem with fixed charge recourse
Stochastic programming problem with fixed charge recourse
2007,
In this paper, we introduce a class of stochastic programming problem with fixed...
A note on scenario reduction for two-stage stochastic programs
A note on scenario reduction for two-stage stochastic programs
2007,
We extend earlier work on scenario reduction by relying directly on...
Optimal supplier testing and tolerance strategies for genetically modified (GM) wheat
Optimal supplier testing and tolerance strategies for genetically modified (GM) wheat
2007,
A stochastic optimization model was developed to determine optimal testing strategies,...
A factor ½ approximation algorithm for two-stage stochastic matching problems
A factor ½ approximation algorithm for two-stage stochastic matching problems
2006,
We introduce the two-stage stochastic maximum-weight matching problem and demonstrate...
A modification of the simulated annealing algorithm for discrete stochastic optimization
A modification of the simulated annealing algorithm for discrete stochastic optimization
2007,
A modification of the simulated annealing (SA) algorithm for solving discrete...
Approximating the solution of a dynamic, stochastic multiple knapsack problem
Approximating the solution of a dynamic, stochastic multiple knapsack problem
2006,
The model is analysed of an environment where orders arrive probabilistically over...
Modeling mixed push and pull promotion flows in Manpower Planning
Modeling mixed push and pull promotion flows in Manpower Planning
2007,
Manpower Planning is a useful tool for human resource management in large...
Optimum short-term futures hedge using stochastic linear programming
Optimum short-term futures hedge using stochastic linear programming
2007,
Classical optimal hedge ratio concentrates on risk reduction and neglects strategic...
Integration of stochastic programming and factorial design for optimal reservoir operation
Integration of stochastic programming and factorial design for optimal reservoir operation
2003,
In this study, the reservoir operating rules for satisfying reliable water releases...
Stochastic optimization for allocation problems with shortfall risk constraints
Stochastic optimization for allocation problems with shortfall risk constraints
2007,
One of the crucial aspects in asset allocation problems is the assumption concerning...
A two-stage stochastic programming approach for project planning with uncertain activity durations
A two-stage stochastic programming approach for project planning with uncertain activity durations
2007,
This paper investigates the problem of setting target finish times (due dates) for...
Pareto-optimal contracts for a supply chain with satisficing objectives
Pareto-optimal contracts for a supply chain with satisficing objectives
2007,
We analyse a decentralized supply chain consisting of a supplier and a retailer, each...
Multi-item production planning and management system based on unfulfilled order rate in supply chain
Multi-item production planning and management system based on unfulfilled order rate in supply chain
2007,
In the automobile industry, a usual business model has a problem to realize mass...
Optimal design of integrated logistics networks for hybrid manufacturing/remanufacturing systems based on two-stage stochastic programming
Optimal design of integrated logistics networks for hybrid manufacturing/remanufacturing systems based on two-stage stochastic programming
2006,
An optimization model for designing integrated logistics networks in hybrid...
Papers per page: