Results 31 to 40 of about 297,933 (284)

Solving stochastic programming problems using new approach to Differential Evolution algorithm

Egyptian 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

Stochastic Constraint Programming [PDF]

Proceedings of the Twenty-Sixth International Joint Conference on Artificial Intelligence, 2017
Combinatorial optimisation problems often contain uncertainty that has to be taken into account to pro- duce realistic solutions. One way of describing the uncertainty is using scenarios, where each sce- nario describes different potential sets of problem parameters based on random distributions or his- torical data.
openaire   +1 more source

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

Risks, 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

Stochastic Integer Programming [PDF]

, 1988
No abstract.
Rinnooy Kan, A.H.G., Stougie, L.
openaire   +2 more sources

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

IEEE 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

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

Journal 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, Mohammad Reza Banan   +1 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, Marzieh Mozafari, Aliakbar Akbari   +2 more
doaj   +1 more source

Models and applications of stochastic programming with decision‐dependent uncertainty in power systems: A review

IET Renewable Power Generation
Stochastic programming is a competitive tool in power system uncertainty management. Traditionally, stochastic programming assumes uncertainties to be exogenous and independent of decisions.
Wenqian Yin, Yunhe Hou
doaj   +1 more source

Simulation-Based EDAs for Stochastic Programming Problems

Computation, 2020
With the rapid growth of simulation software packages, generating practical tools for simulation-based optimization has attracted a lot of interest over the last decades. In this paper, a modified method of Estimation of Distribution Algorithms (EDAs) is
Abdel-Rahman Hedar, Amira A. Allam, Alaa E. Abdel-Hakim   +2 more
doaj   +1 more source

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

Vietnam 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, Tu Luc Trinh , Tien Dao Ngoc, Tan Giap Van, Khuyen Truong Manh, Thuy Ha Dinh, Manfred Staat   +6 more
doaj   +1 more source