Found 97029 papers in total
A numerical method for solving stochastic programming problems with moment constraints on a distribution function
1991,
The stochastic programming problem is considered in the case of a distribution function with partially...
Approximate nonlinear programming algorithms for solving stochastic programs with recourse
1991,
This paper summarizes the main results on approximate nonlinear programming algorithms investigated by the...
Extended scenario analysis
1991,
Scenario analysis, as proposed by Rockafellar and Wets, in a stochastic programming technique employing...
Applying the progressive hedging algorithm to stochastic generalized networks
1991,
The introduction of uncertainty to mathematical programs greatly increases the size of the re
Approximate scenario solutions in the progressive hedging algorithm: A numerical study with an application to fisheries management
1991,
This paper describes how the scenario aggregation principle can be combined with approximate solutions of...
Structural properties of the progressive hedging algorithm
1991,
This short note discusses some structural properties of the progressive hedging algorithm. It is based on...
Investments in stochastic maximum flow networks
1991,
Each arc ( i,j) of the network has capacity ξ ij where ξ ij is a non-negative random variable. The...
Use of change-constrained programming to account for stochastic variation in the A-matrix or large-scale linear programs: A forestry application
1991,
Linear programming (LP) is widely used to select the manner in which forest lands are managed. Because of...
Application of Sequential Quadratic Programming software program to an actual problem
1991,
The authors produced a nonlinear optimization software program which is based on a Sequential Quadratic...
A polynomial method of weighted centers for convex quadratic programming
1991,
A generalization of the weighted central path-following method for convex quadratic programming is...
On the utilization analysis of two-stage transfer line production system subject to inter-stage inspection and rework
1990,
The purpose of this paper is to carry out the transient busy period analysis of a two-stage transfer line...
A single server control policy having an Erlangian arrival
1990,
This paper deals with a control policy having an Erlangian arrival. Service has been carried out under...
An analysis of M/M/s queueing systems based on the maximum entropy principle
1991,
There have been some interesting attempts to derive the equilibrium probability distribution of possible...
Characterization of optimal order of service in a tandem queue with blocking
1991,
Consider a tandem queueing system with m stages with no intermediate storage space between stages j and...
Comparisons of service disciplines in a tandem queueing network with real time constraints
1991,
In this paper the authors study the extremal properties of the stationary customer lag times in tandem...
Modeling a multiprocessor system with preemptive priorities
1991,
Consider a system with N processors and two job types with one having preemptive priority over the other....
Approximations for networks of queues with overtime
1991,
This paper presents simple approximations for networks of queues with overtime operation at some stations....
The pointwise stationary approximation for Mt/Mt/s queues is asymptotically correct as the rates increase
1991,
Green, Kolesar and Svoronos and Green and Kolesar use numerical methods to investigate the behavior of...
ASTA implies an M/G/1-like load decomposition for a server with vacations
1991,
The authors consider a single server at which customers of several classes arrive according to a...
Confidence interval for M/M/2 queue with heterogeneous servers
1991,
This paper derives the confidence interval formula for the parameters of M/M/2 queue with heterogeneous...
Simultaneous optimization of flow control and scheduling in a single server queue with two job classes
1991,
The μc- rule is a policy for deciding order of service in a queue where there is a per-second cost for...
Mean waiting time of a Gamma/Gamma/1 queue
1991,
The objective of this paper is to present a method to compute the mean waiting times of Gamma/Gamma/1,...
Simulation as a DSS modelling technique
1990,
Technological advances of the 1980s have changed the ways managers are using information to make...
Avoiding problems inherent in spreadsheet-based simulation models: An aggregate planning application
1990,
Implementing a Monte Carlo simulation on a spreadsheet requires special attention in maintaining...
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