Results 211 to 220 of about 9,758 (260)
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Distributionally Robust Two-Stage Stochastic Programming
SIAM Journal on Optimization, 2022zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Daniel Duque +2 more
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A two-stage inexact-stochastic programming model for planning carbon dioxide emission trading under uncertainty [PDF]
Applied Energy, 2010 In this study, a two-stage inexact-stochastic programming (TISP) method is developed for planning carbon dioxide (CO2) emission trading under uncertainty.
Y P Li, Guohe Huang
exaly +2 more sources
Stability in Two-Stage Stochastic Programming
SIAM Journal on Control and Optimization, 1987We analyze the effect of changes in problem functions and/or distributions in certain two-stage stochastic programming problems with recourse. Under reasonable assumptions the locally optimal value of the perturbed problem will be continuous and the corresponding set of local optimizers will be upper semicontinuous with respect to the parameters ...
Robinson, Stephen M., Wets, Roger J.-B.
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Two-Stage Stochastic Programs with Mixed Probabilities
SIAM Journal on Optimization, 2007Summary: We extend the traditional two-stage linear stochastic program by probabilistic constraints imposed in the second stage. This adds nonlinearity such that basic arguments for analyzing the structure of linear two-stage stochastic programs have to be rethought from the very beginning.
Bosch, Paul +2 more
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Risk objectives in two-stage stochastic programming models [PDF]
Kybernetika, 2008 Summary: In applications of stochastic programming, optimization of the expected outcome need not be an acceptable goal. This has been the reason for recent proposals aiming at construction and optimization of more complicated nonlinear risk objectives. We will survey various approaches to risk quantification and optimization mainly in the framework of
Dupačová, Jitka
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Convergence Properties of Two-Stage Stochastic Programming
Journal of Optimization Theory and Applications, 2000The aim of the authors is to investigate a convergence rate of empirical estimates in the case of stochastic programming problems with mathematical expectation in the objective function and a ``deterministic'' constraint set. Of course, two-stage stochastic programming problems belong to this type of the problems. First, they recall a (rather complete)
Dai, L., Chen, C. H., Birge, J. R.
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BOUNDS FOR TWO-STAGE STOCHASTIC PROGRAMS WITH FIXED RECOURSE
Mathematics of Operations Research, 1994This paper develops upper and lower bounds on two-stage stochastic linear programs using limited moment information. The case considered is when both the right-hand side as well as the objective coefficients of the second stage problem are random.
N. C. P. Edirisinghe, William T. Ziemba
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Sequential Bounding Methods for Two-Stage Stochastic Programs
INFORMS Journal on Computing, 2016In rare situations, stochastic programs can be solved analytically. Otherwise, approximation is necessary to solve stochastic programs with a large or infinite number of scenarios to a desired level of accuracy. This involves statistical sampling or deterministic selection of a finite set of scenarios to obtain a tractable deterministic equivalent ...
Alexander H. Gose, Brian T. Denton
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Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming
SIAM Journal on Optimization, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Junyi Liu, Suvrajeet Sen
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Programmed Control of Two-Stage Stochastic Production Systems
Automation and Remote Control, 2020zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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