Results 21 to 30 of about 153,181 (197)
Multiplier Stabilization Applied to Two-Stage Stochastic Programs [PDF]
Journal of Optimization Theory and Applications, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Clara Lage +2 more
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Modified Accelerated Bundle-Level Methods and Their Application in Two-Stage Stochastic Programming
Mathematics, 2020 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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A Data-Driven Stochastic Reactive Power Optimization Considering Uncertainties in Active Distribution Networks and Decomposition Method [PDF]
, 2018 To address the uncertain output of distributed generators (DGs) for reactive power optimization in active distribution networks, the stochastic programming model is widely used.
Bie, Zhaohong +5 more
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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
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Two-stage stochastic linear programming by a series of Monte-Carlo estimators
Computational Science and Techniques, 2015 In this paper a stochastic adaptive method has been developed to solve stochastic linear problems by a finite sequence of Monte-Carlo sampling estimators. The method is based on the adaptive regulation of the size of Monte-Carlo samples and a statistical
Kęstutis Žilinskas
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A stochastic programming approach to perform hospital capacity assessments.
PLoS ONE, 2023 This article introduces a bespoke risk averse stochastic programming approach for performing a strategic level assessment of hospital capacity (QAHC). We include stochastic treatment durations and length of stay in the analysis for the first time. To the
Robert L Burdett +4 more
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Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs [PDF]
SIAM Journal on Optimization, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yanikoglu, Ihsan, Kuhn, Daniel
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Maximum Downside Semi Deviation Stochastic Programming for Portfolio Optimization Problem [PDF]
, 2010 Portfolio optimization is an important research field in financial decision making. The chief character within optimization problems is the uncertainty of future returns. Probabilistic methods are used alongside optimization techniques.
Ibrahim, Khlipah +1 more
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Dynamic Surgery Assignment of Multiple Operating Rooms With Planned Surgeon Arrival Times [PDF]
, 2014 International audienceThis paper addresses the dynamic assignment of a given set of surgeries to multiple identical operating rooms (ORs). Surgeries have random durations and planned surgeon arrival times.
Geng, Na, Xie, Xiaolan, Zhang, Zheng
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Energies, 2021 This paper used different risk management indicators applied to the investment optimization performed by consumers in Distributed Generation (DG).
Jorge Luis Angarita-Márquez +2 more
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