Multiplier Stabilization Applied to Two-Stage Stochastic Programs [PDF]
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Clara Lage +2 more
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A two-stage stochastic programming with recourse model for determining robust planting plans in horticulture [PDF]
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.
Darby-Dowman, K +3 more
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Strategies of Voshmgir Dam Water Allocation Using Two-Stage Stochastic Programming
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
doaj +1 more source
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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Constrained Optimal Flyby Guidance Algorithm by Iterative Two-Stage Stochastic Programming
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
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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Shape – A Stochastic Hybrid Approximation Procedure for Two-Stage Stochastic Programs [PDF]
We consider the problem of approximating the expected recourse function for two-stage stochastic programs. Our problem is motivated by applications that have special structure, such as an underlying network that allows reasonable approximations to the expected recourse function to be developed.
Raymond K.-M. Cheung, Warren B. Powell
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Modified Accelerated Bundle-Level Methods and Their Application in Two-Stage Stochastic Programming
The accelerated prox-level (APL) and uniform smoothing level (USL) methods recently proposed by Lan (Math Program, 149: 1−45, 2015) can achieve uniformly optimal complexity when solving black-box convex programming (CP) and structure non-smooth CP ...
Chunming Tang, Bo He, Zhenzhen Wang
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Modelling the operation of multireservoir systems using decomposition and stochastic dynamic programming [PDF]
Stochastic dynamic programming models are attractive for multireservoir control problems because they allow non-linear features to be incorporated and changes in hydrological conditions to be modeled as Markov processes.
Archibald, Thomas W.; id_orcid +5 more
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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
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