Results 1 to 10 of about 1,501,275 (273)
Stochastic Integer Programming [PDF]
Handbooks in Operations Research and Management Science, 2003 When introducing integer variables into traditional linear stochastic programs structural properties and algorithmic approaches have to be rethought from the very beginning. Employing basics from parametric integer programming and probability theory we analyse the structure of stochastic integer programs.
Ruediger Schultz
exaly +6 more sources
STOCHASTIC INTEGER PROGRAMMING BY DYNAMIC PROGRAMMING [PDF]
Statistica Neerlandica, 1985 AbstractStochastic integer programming is a suitable tool for modeling hierarchical decision situations with combinatorial features. In continuation of our work on the design and analysis of heuristics for such problems, we now try to find optimal solutions.
Leen Stougie
exaly +9 more sources
About a regional development model that takes into account environmental problems with budgeting uncertainty [PDF]
E3S Web of Conferences, 2021 Raw-materials base (hereinafter RMB) is one of the largest industries for financial investments in Russia. There are various mathematical descriptions for the development of regions with resource-based economy.
Novikov Artem
doaj +1 more source
Applications of Stochastic Mixed-Integer Second-Order Cone Optimization
IEEE Access, 2022 Second-order cone programming problems are a tractable subclass of convex optimization problems that can be solved using polynomial algorithms. In the last decade, stochastic second-order cone programming problems have been studied, and efficient ...
Baha Alzalg, Hadjer Alioui
doaj +1 more source
Stochastic Integer Programming [PDF]
, 1988 No abstract.
Rinnooy Kan, A.H.G., Stougie, L.
openaire +3 more sources
Green closed-loop supply chain network design considering cost control and CO2 emission [PDF]
Modern Supply Chain Research and Applications, 2020 Purpose – Environmental issues have become an important concern in modern supply chain management. The structure of closed-loop supply chain (CLSC) networks, which considers both forward and reverse logistics, can greatly improve the utilization of ...
Lufei Huang, Liwen Murong, Wencheng Wang
doaj +1 more source
A chance-constrained stochastic approach to intermodal container routing problems. [PDF]
PLoS ONE, 2018 We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic ...
Yi Zhao +3 more
doaj +1 more source
A Weighted Robust Two-Stage Stochastic Optimization Model for Supplier Selection and Order Allocation under Uncertainty [PDF]
چشمانداز مدیریت صنعتی, 2020 This paper presents an integrated model as a combination of fuzzy analytical hierarchy process (FAHP), scenario-based two-stage stochastic programming and robust optimization approaches for the problem of supplier selection and order allocation under ...
Mostafa Jokar +2 more
doaj +1 more source
Mathematics, 2021 A matheuristic approach based on a reduced two-stage Stochastic Integer Linear Programming (SILP) model is presented. The proposed approach is suitable for obtaining a policy constructed dynamically on the go during the rollout algorithm.
Wadi Khalid Anuar +3 more
doaj +1 more source
Energies, 2020 The purpose of this paper is to apply multistage stochastic programming to the transmission line expansion planning problem, especially when uncertain demand scenarios exist. Since the problem of transmission line expansion planning requires an intensive
Sini Han, Hyeon-Jin Kim, Duehee Lee
doaj +1 more source