Results 21 to 30 of about 295,852 (287)

Comparative Analysis of Energy Management Strategies for HEV: Dynamic Programming and Reinforcement Learning

open access: yesIEEE Access, 2020
Energy management strategy is an important factor in determining the fuel economy of hybrid electric vehicles; thus, much research on how to distribute the required power to engines and motors of hybrid vehicles is required.
Heeyun Lee   +3 more
doaj   +1 more source

A Stochastic Programming Approach for a Multi-Site Supply Chain Planning in Textile and Apparel Industry under Demand Uncertainty [PDF]

open access: yesInternational Journal of Supply and Operations Management, 2015
In this study, a new stochastic model is proposed to deal with a multi-product, multi-period, multi-stage, multi-site production and transportation supply chain planning problem under demand uncertainty. A two-stage stochastic linear programming approach
Houssem Felfel   +2 more
doaj   +3 more sources

Bellman equation and viscosity solutions for mean-field stochastic control problem [PDF]

open access: yes, 2017
We consider the stochastic optimal control problem of McKean-Vlasov stochastic differential equation where the coefficients may depend upon the joint law of the state and control.
Pham, Huyên, Wei, Xiaoli
core   +3 more sources

Stochastic Lipschitz dynamic programming [PDF]

open access: yesMathematical Programming, 2020
We propose a new algorithm for solving multistage stochastic mixed integer linear programming (MILP) problems with complete continuous recourse. In a similar way to cutting plane methods, we construct nonlinear Lipschitz cuts to build lower approximations for the non-convex cost to go functions.
Shabbir Ahmed   +2 more
openaire   +3 more sources

Solving stochastic programming problems using new approach to Differential Evolution algorithm

open access: yesEgyptian Informatics Journal, 2017
This paper presents a new approach to Differential Evolution algorithm for solving stochastic programming problems, named DESP. The proposed algorithm introduces a new triangular mutation rule based on the convex combination vector of the triangle and ...
Ali Wagdy Mohamed
doaj   +1 more source

Effects of Probability Function on the Performance of Stochastic Programming [PDF]

open access: yesJournal of Optimization in Industrial Engineering, 2018
Stochastic programming is a valuable optimization tool where used when some or all of the design parameters of an optimization problem are defined by stochastic variables rather than by deterministic quantities.
Mohammad Ebrahim Karbaschi   +1 more
doaj   +1 more source

Non-Parametric Integral Estimation Using Data Clustering in Stochastic dynamic Programming: An Introduction Using Lifetime Financial Modelling

open access: yesRisks, 2017
This paper considers an alternative way of structuring stochastic variables in a dynamic programming framework where the model structure dictates that numerical methods of solution are necessary. Rather than estimating integrals within a Bellman equation
Gaurav Khemka, Adam Butt
doaj   +1 more source

Two-Stage Stochastic Programming for the Refined Oil Secondary Distribution With Uncertain Demand and Limited Inventory Capacity

open access: yesIEEE Access, 2020
In recent years, more and more oil companies adopt initiative delivery mode to make the refined oil secondary distribution scheme. In this work, we focus on the optimization problem of refined oil secondary distribution based on the initiative ...
Zhenping Li, Yuwei Zhang, Guowei Zhang
doaj   +1 more source

FEM shakedown analysis of structures under random strength with chance constrained programming

open access: yesVietnam Journal of Mechanics, 2022
Direct methods, comprising limit and shakedown analysis, are a branch of computational mechanics. They play a significant role in mechanical and civil engineering design.
Ngoc Trinh Tran   +6 more
doaj   +1 more source

A Weighted Robust Two-Stage Stochastic Optimization Model for Supplier Selection and Order Allocation under Uncertainty [PDF]

open access: yesچشم‌انداز 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

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