Results 41 to 50 of about 295,816 (187)

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

Solving the General Fuzzy Random Bilevel Programming Problem Through $Me$ Measure-Based Approach

IEEE Access, 2018
This paper addresses the general fuzzy random bilevel programming problem in which not only both objective functions, but also the constraints contain fuzzy random variable coefficients.
Aihong Ren
doaj   +1 more source

On Zero-Sum Stochastic Differential Games [PDF]

, 2012
We generalize the results of Fleming and Souganidis (1989) on zero sum stochastic differential games to the case when the controls are unbounded. We do this by proving a dynamic programming principle using a covering argument instead of relying on a ...
Bayraktar, Erhan, Yao, Song
core  

Partially Observed Non-linear Risk-sensitive Optimal Stopping Control for Non-linear Discrete-time Systems [PDF]

, 2006
In this paper we introduce and solve the partially observed optimal stopping non-linear risk-sensitive stochastic control problem for discrete-time non-linear systems.
Ford, Jason
core   +2 more sources

Controlling understaffing with conditional Value-at-Risk constraint for an integrated nurse scheduling problem under patient demand uncertainty

Operations Research Perspectives, 2019
Nursing workforce management is a challenging decision-making task in hospitals. The decisions are made across different timescales and levels from strategic long-term staffing budget to mid-term scheduling.
Fang He, Thierry Chaussalet, Rong Qu
doaj   +1 more source

Stochastic utility-efficient programming of organic dairy farms [PDF]

, 2005
Opportunities to make sequential decisions and adjust activities as a season progresses and more information becomes available characterise the farm management process.
G., Lien, O., Flaten
core  

Dynamic programming principle for optimal control of uncertain random differential equations and its application to optimal portfolio selection

Review of Business and Economics Studies
This study aimed to examine an uncertain stochastic optimal control problem premised on an uncertain stochastic process. The proposed approach is used to solve an optimal portfolio selection problem.
Justin Chirima, Frank Ranganai Matenda, Eriyoti Chikodza, Mabutho Sibanda   +3 more
doaj   +1 more source

DYNAMIC PROGRAMMING FOR SOLVE THE INVENTORY MANAGEMENT PROBLEM IN LOGISTICS

Компютерні системи та інформаційні технології
Currently, there is a problem of methods insufficient efficiency for finding solutions to the inventory management problem. The research object is the process of solving inventory management problems.
Eugene FEDOROV , Olga NECHYPORENKO, Tetiana NESKORODIEVA, Maryna LESHCHENKO   +3 more
doaj   +1 more source

An Integrated Problem of p-Hub Location and Revenue Management with Multiple Capacity Levels under Disruptions

Journal of Advanced Transportation, 2019
This paper considers an integrated hub location and revenue management problem in which a set of capacities is available from which one can be chosen for each hub and the disruption is considered in a star-star shaped airline network.
Yan-Ting Hou, Jia-Zhen Huo, Feng Chu
doaj   +1 more source