Keyword: programming: probabilistic

Found 475 papers in total
The multistage stochastic integer load planning problem
The multistage stochastic integer load planning problem
2007,
Time-definite freight delivery common carriers, who pickup, consolidate and deliver...
Mixed interval–fuzzy two-stage integer programming and its application to flood-diversion planning
Mixed interval–fuzzy two-stage integer programming and its application to flood-diversion planning
2007,
Innovative prevention, adaptation, and mitigation approaches as well as policies for...
Design of problem-specific evolutionary algorithm/mixed-integer programming hybrids: two-stage stochastic integer programming applied to chemical batch scheduling
Design of problem-specific evolutionary algorithm/mixed-integer programming hybrids: two-stage stochastic integer programming applied to chemical batch scheduling
2007,
Engineering optimization often deals with large, mixed-integer search spaces with a...
Flexible facility interior layout: a real options approach
Flexible facility interior layout: a real options approach
2007,
This paper explores a case of flexible facility layout, in which the layout process...
Robust solutions using fuzzy chance constraints
Robust solutions using fuzzy chance constraints
2006,
It is well known that optimization problems for the decision-making process in real...
Decoupled approach to multidisciplinary design optimization under uncertainty
Decoupled approach to multidisciplinary design optimization under uncertainty
2007,
We propose solution methods for multidisciplinary design optimization (MDO) under...
Robust portfolio planning in the presence of market anomalies
Robust portfolio planning in the presence of market anomalies
2007,
In this study, a short-term portfolio modeling formulation is developed using existing...
A solution method for a two-dispatch delivery problem with stochastic customers
A solution method for a two-dispatch delivery problem with stochastic customers
2007,
We study a vehicle routing problem in which vehicles are dispatched multiple times a...
Algorithms for mean-risk stochastic integer programs in energy
Algorithms for mean-risk stochastic integer programs in energy
2007,
We introduce models and algorithms suitable for including risk aversion into...
A robust optimization model for production planning of perishable products
A robust optimization model for production planning of perishable products
2007,
In this study, a robust optimization model is developed to solve production planning...
A stochastic programming approach to power portfolio optimization
A stochastic programming approach to power portfolio optimization
2006,
We consider a power portfolio optimization model that is intended as a decision aid...
Efficient evaluation of probabilistic constraints using an envelope function
Efficient evaluation of probabilistic constraints using an envelope function
2005,
Probabilistic design optimization deals with uncertainties quantitatively and can be...
A robust optimization approach to inventory theory
A robust optimization approach to inventory theory
2006,
We propose a general methodology based on robust optimization to address the problem...
A grouping genetic algorithm for registration area planning
A grouping genetic algorithm for registration area planning
2006,
The enormous increase in wireless customers in recent years has taxed wireless network...
Designing survivable resilient networks: A stochastic hybrid genetic algorithm approach
Designing survivable resilient networks: A stochastic hybrid genetic algorithm approach
2007,
As high-speed networks have proliferated across the globe, their topologies have...
Discrete-time financial planning models under loss-averse preferences
Discrete-time financial planning models under loss-averse preferences
2005,
We consider a dynamic asset allocation problem formulated as a mean-shortfall model in...
Optimization technologies and environmental applications
Optimization technologies and environmental applications
2002,
In this work, we focus on the interaction between optimisation technologies and the...
Relaxations of linear programming problems with first order stochastic dominance constraints
Relaxations of linear programming problems with first order stochastic dominance constraints
2006,
Linear stochastic programming problems with first order stochastic dominance (FSD)...
Coordinating strategic capacity planning in the semiconductor industry
Coordinating strategic capacity planning in the semiconductor industry
2003,
We study strategic capacity planning in the semiconductor industry. Working with a...
A stochastic programming model for asset liability management of a Finnish pension company
A stochastic programming model for asset liability management of a Finnish pension company
2007,
This paper describes a stochastic programming model that was developed for asset...
A sample-path approach to optimal position liquidation
A sample-path approach to optimal position liquidation
2007,
We consider the problem of optimal position liquidation where the expected cash flow...
Financial scenario generation for stochastic multi-stage decision processes as facility location problems
Financial scenario generation for stochastic multi-stage decision processes as facility location problems
2007,
The quality of multi-stage stochastic optimization models as they appear in asset...
Multi-period stochastic portfolio optimization: Block-separable decomposition
Multi-period stochastic portfolio optimization: Block-separable decomposition
2007,
We consider a multiperiod stochastic programming recourse model for stock portfolio...
A solution method for a two-dispatch delivery problem with stochastic customers
A solution method for a two-dispatch delivery problem with stochastic customers
2007,
We study a vehicle routing problem in which vehicles are dispatched multiple times a...
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