Keyword: programming: probabilistic

Found 475 papers in total
Equity valuation, production, and financial planning: a stochastic programming approach
Equity valuation, production, and financial planning: a stochastic programming approach
2006,
Most of the operations management literature assumes that a firm can always finance...
A stochastic programming approach to the airline crew scheduling problem
A stochastic programming approach to the airline crew scheduling problem
2006,
Traditional methods model the billion-dollar airline crew scheduling problem as...
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...
Stochastic optimization algorithms for pricing American put options under regime-switching models
Stochastic optimization algorithms for pricing American put options under regime-switching models
2006,
This work provides a Markov-modulated stochastic approximation based approach for...
Identification of redundant objective functions in multi-objective stochastic fractional programming problems
Identification of redundant objective functions in multi-objective stochastic fractional programming problems
2006,
Redundancy in constraints and variables is usually studied in linear, integer and...
A variant of the Hungarian inventory control model
A variant of the Hungarian inventory control model
2006,
The ‘Hungarian inventory control model’ was initiated by Prékopa...
Impact of price postponement on capacity and flexibility investment decisions
Impact of price postponement on capacity and flexibility investment decisions
2006,
Investments in dedicated and flexible capacity have traditionally been based on demand...
A fuzzy stochastic single-period model for cash management
A fuzzy stochastic single-period model for cash management
2006,
The major purpose of this paper is to apply a stochastic single-period inventory...
Performance of miniload systems with two-class storage
Performance of miniload systems with two-class storage
2006,
To increase throughput, the higher turnover items are often stored near the...
On the Hungarian inventory control model
On the Hungarian inventory control model
2006,
In this paper we recall and further develop an inventory model formulated by the...
Multi-item capacitated lot-sizing with demand uncertainty
Multi-item capacitated lot-sizing with demand uncertainty
2006,
We consider a stochastic version of the classical multi-item Capacitated Lot-Sizing...
Project scheduling problem with stochastic activity duration times
Project scheduling problem with stochastic activity duration times
2005,
Project scheduling problem is to determine the schedule of allocating resources so as...
A Kriging-based probabilistic optimization method with an adaptive search region
A Kriging-based probabilistic optimization method with an adaptive search region
2006,
An adaptive search region method for design optimization is proposed. The validity of...
An interval portfolio selection problem based on regret function
An interval portfolio selection problem based on regret function
2006,
Different approaches, besides the traditional Markowitz's model, have been proposed in...
IFTSIP: interval fuzzy two-stage stochastic mixed-integer linear programming: a case study for environmental management and planning
IFTSIP: interval fuzzy two-stage stochastic mixed-integer linear programming: a case study for environmental management and planning
2006,
In this study, an interval fuzzy two-stage stochastic mixed-integer linear programming...
Extremization of multi-objective stochastic fractional programming problem: An application to assembled printed circuit board problem
Extremization of multi-objective stochastic fractional programming problem: An application to assembled printed circuit board problem
2006,
This paper addresses classes of assembled printed circuit boards, which face certain...
On bridging the gap between stochastic integer programming and MIP solver technologies
On bridging the gap between stochastic integer programming and MIP solver technologies
2004,
Stochastic integer programs (SIPs) represent a very difficult class of optimization...
Optimal power control in a wireless network using a model with stochastic link coefficients
Optimal power control in a wireless network using a model with stochastic link coefficients
2005,
This paper addresses optimal power allocation in a wireless communication network...
Horizon and stages in applications of stochastic programming in finance
Horizon and stages in applications of stochastic programming in finance
2006,
To solve a decision problem under uncertainty via stochastic programming means to...
A decomposition algorithm applied to planning the interdiction of stochastic networks
A decomposition algorithm applied to planning the interdiction of stochastic networks
2005,
We describe the application of a decomposition based solution method to a class of...
Discrete stochastic optimization using variants of the stochastic ruler method
Discrete stochastic optimization using variants of the stochastic ruler method
2005,
We present two random search methods for solving discrete stochastic optimization...
Dual effect free stochastic controls
Dual effect free stochastic controls
2006,
In stochastic optimal control, a key issue is the fact that ‘solutions’...
Approximating infinite horizon stochastic optimal control in discrete time with constraints
Approximating infinite horizon stochastic optimal control in discrete time with constraints
2006,
Traditional approaches to solving stochastic optimal control problems involve dynamic...
Extending the stochastic programming framework for the modeling of several decision makers: pricing and competition in the telecommunication sector
Extending the stochastic programming framework for the modeling of several decision makers: pricing and competition in the telecommunication sector
2006,
We consider the case when part of the uncertainty faced by a decision maker is derived...
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