Results 251 to 260 of about 1,501,275 (273)

The integer programming background of a stochastic integer programming algorithm of dentcheva‐prékopa‐ruszczyński

Optimization Methods and Software, 2002
This paper analyzes the algorithmic tools presented in [D. Dentcheva, A. Prekopa and A. Ruszczy ` ski. Bounds for Probabilistic Integer Programming Problems, RUTCOR, Rutgers University, NJ, RRR 31-99; D. Dentcheva, A. Prekopa and A. Ruszczy ` ski (2000). Concavity and efficient points of discrete distributions in probabilistic programming. Mathematical
openaire   +1 more source

Rates of Convergence in Stochastic Programs with Complete Integer Recourse

SIAM Journal on Optimization, 1996
Summary: The stability of stochastic programs with mixed-integer recourse and random right-hand sides under perturbations of the integrating probability measure is considered from a quantitative viewpoint. Objective-function values of perturbed stochastic programs are related to each other via a variational distance of probability measures based on a ...
openaire   +3 more sources

A provably convergent heuristic for stochastic bicriteria integer programming

Journal of Heuristics, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +4 more sources

A stochastic dual dynamic integer programming based approach for remanufacturing planning under uncertainty

International Journal of Production Research, 2023
Safia Kedad-Sidhoum, Celine Gicquel
exaly  

Stochastic Integer programs

2001
Francois Louveaux, John R. Birge
openaire   +3 more sources

Combining Polyhedral Approaches and Stochastic Dual Dynamic Integer Programming for Solving the Uncapacitated Lot-Sizing Problem Under Uncertainty

INFORMS Journal on Computing, 2022
Franco Quezada, Safia Kedad-Sidhoum, Celine Gicquel   +2 more
exaly  

A Stochastic Integer Programming Approach to Air Traffic Scheduling and Operations

Operations Research, 2020
Alexandre Jacquillat
exaly  

A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems

Management Science, 2004
Guglielmo Lulli, Suvrajeet Sen
exaly  

Multistage Stochastic Unit Commitment Using Stochastic Dual Dynamic Integer Programming

IEEE Transactions on Power Systems, 2019
Xu Andy Sun
exaly  

On a Level-Set Characterization of the Value Function of an Integer Program and Its Application to Stochastic Programming

Operations Research, 2013
Andrew Schaefer, Andrew Trapp, Oleg Prokopyev   +2 more
exaly