Results 251 to 260 of about 297,933 (284)

A Stochastic Approach to Goal Programming

Operations Research, 1968
This paper deals with the problem of attaining a set of targets (goals) by means of a set of instruments (subgoals) when the relation between the two groups of variables can be expressed with a linear system of stochastic equations. The objective function consists of the maximization of the probability that a realization (in terms of target variables)
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Stochastic Integer Programming.

1997
no abstract.
Stougie, L., van der Vlerk, M.H.
openaire   +4 more sources

Stochastic Programming

1972
Publisher Summary This chapter discusses stochastic programming. The chapter reviews the relationship between the feasibility of vectors x and the parameters. Kall's theorem, optimality, and convexity are reviewed. Decision regions for optimality are reviewed. If there are no degenerate solutions, then decision regions do not overlap, but two adjacent
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SDDP.jl: A Julia Package for Stochastic Dual Dynamic Programming

INFORMS Journal on Computing, 2021
Oscar Dowson, Lea Kapelevich
exaly  

Risk neutral and risk averse Stochastic Dual Dynamic Programming method

European Journal of Operational Research, 2013
Alexander Shapiro, Joari Paulo da Costa
exaly  

Stochastic Programming Models

Handbooks in Operations Research and Management Science, 2003
Andrzej Ruszczynski, Alexander Shapiro
exaly  

Stochastic Programming

1985
Proceedings of the IFIP Workshop on Stochastic Programming, Gargnano, Italy ...
ARCHETTI F., DI PILLO, Gianni, LUCERTINI M., E.D.S.   +3 more
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Two‐stage stochastic integer programming: a survey

Statistica Neerlandica, 1996
Leen Stougie
exaly  

Stochastic Programming

2001
openaire   +1 more source

Solution approaches for the multiobjective stochastic programming

European Journal of Operational Research, 2012
Fouad Ben Abdelaziz
exaly