A bi-level programming approach for trip matrix estimation and traffic control problems with stochastic user equilibrium link flows [PDF]
, 2001 This paper deals with two mathematically similar problems in transport network analysis: trip matrix estimation and traffic signal optimisation on congested road networks. These two problems are formulated as bi-level programming problems with stochastic
Bard +21 more
core +1 more source
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.
B.J. Lageweg +4 more
openaire +5 more sources
Chemistry Proceedings, 2022 Water represents a crucial resource to support agricultural production and the world’s rising food needs. However, the intervention of various factors intricates the proper water allocation, adding uncertainty and increasing risk in the decision-making ...
Juan Marquez +2 more
doaj +1 more source
Portfolio Decision of Short-Term Electricity Forecasted Prices through Stochastic Programming
Energies, 2016 Deregulated electricity markets encourage firms to compete, making the development of renewable energy easier. An ordinary parameter of electricity markets is the electricity market price, mainly the day-ahead electricity market price.
Agustín A. Sánchez de la Nieta +2 more
doaj +1 more source
Multi-objective stochastic transportation problem involving three-parameter extreme value distribution [PDF]
Yugoslav Journal of Operations Research, 2019 In this paper, we considered a multi-objective stochastic transportation problem where the supply and demand parameters follow extreme value distribution having three-parameters.
Acharya Mitali Madhumita +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]
International 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
IEEE 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
Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion [PDF]
, 2013 In this paper, we consider the stochastic optimal control problems under G-expectation. Based on the theory of backward stochastic differential equations driven by G-Brownian motion, which was introduced in [10.11], we can investigate the more general ...
Bi, Xiuchun +2 more
core +4 more sources
Stochastic optimal control problem with infinite horizon driven by G-Brownian motion [PDF]
, 2017 The present paper considers a stochastic optimal control problem, in which the cost function is defined through a backward stochastic differential equation with infinite horizon driven by G-Brownian motion.
Hu, Mingshang, Wang, Falei
core +2 more sources
Stochastic Lipschitz dynamic programming [PDF]
Mathematical 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 0001 +2 more
openaire +3 more sources