Results 11 to 20 of about 153,181 (197)
Financial Resource Allocation in Higher Education
Informatics in Education, 2017 The paper considers a problem of financial resource allocation in a higher education institution. The basic financial management instruments and the multi-stage cost minimization model created are described involving financial instruments to constraints.
Ana UŠPURIENĖ +2 more
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Strategies of Voshmgir Dam Water Allocation Using Two-Stage Stochastic Programming
مجله آب و خاک, 2017 Introduction: In the present study, dealing with water deficit challenges for Gorgan River Basin has been considered. Golestan province's economy is dependent on agriculture but the occurrence of drought periods reduced the agricultural production and ...
elham kalbali +2 more
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Mathematics, 2021 A matheuristic approach based on a reduced two-stage Stochastic Integer Linear Programming (SILP) model is presented. The proposed approach is suitable for obtaining a policy constructed dynamically on the go during the rollout algorithm.
Wadi Khalid Anuar +3 more
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CVaR minimization by the SRA algorithm [PDF]
, 2011 Using the risk measure CV aR in nancial analysis has become more and more popular recently. In this paper we apply CV aR for portfolio optimization.
A Künzi-Bay +11 more
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Neur2SP: Neural Two-Stage Stochastic Programming
, 2022 Stochastic Programming is a powerful modeling framework for decision-making under uncertainty. In this work, we tackle two-stage stochastic programs (2SPs), the most widely used class of stochastic programming models. Solving 2SPs exactly requires optimizing over an expected value function that is computationally intractable.
Dumouchelle, Justin +3 more
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A two-stage stochastic programming with recourse model for determining robust planting plans in horticulture [PDF]
, 2000 A two-stage stochastic programming with recourse model for the problem of determining optimal planting plans for a vegetable crop is presented in this paper.
Audsley, E +3 more
core +1 more source
Constrained Optimal Flyby Guidance Algorithm by Iterative Two-Stage Stochastic Programming
SICE Journal of Control, Measurement, and System Integration, 2017 Interplanetary micro-spacecraft have been recently demonstrated for various missions. Orbital control of micro-spacecraft is challenging because the spacecraft systems have severe constraints.
Naoya Ozaki +5 more
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Intraday Scheduling of a System With Following Units Based on Two-Stage Stochastic Programming
Frontiers in Energy Research, 2022 In order to further reduce the impact of renewable energy forecast errors on the system scheduling plan, this paper proposes an intraday rolling scheduling strategy for systems with following units based on two-stage stochastic programming.
Yunhai Zhou +7 more
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Decomposition Algorithms for Stochastic Programming on a Computational Grid [PDF]
, 2001 We describe algorithms for two-stage stochastic linear programming with recourse and their implementation on a grid computing platform. In particular, we examine serial and asynchronous versions of the L-shaped method and a trust-region method.
Linderoth, Jeff, Wright, Stephen
core +4 more sources
Inexact stochastic mirror descent for two-stage nonlinear stochastic programs [PDF]
Mathematical Programming, 2020 We introduce an inexact variant of Stochastic Mirror Descent (SMD), called Inexact Stochastic Mirror Descent (ISMD), to solve nonlinear two-stage stochastic programs where the second stage problem has linear and nonlinear coupling constraints and a nonlinear objective function which depends on both first and second stage decisions.
openaire +3 more sources