Results 21 to 30 of about 11,831 (265)
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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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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Shape – A Stochastic Hybrid Approximation Procedure for Two-Stage Stochastic Programs [PDF]
Operations Research, 2000 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.
Cheung, Raymond K.-M., Powell, Warren B.
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A Decomposition Algorithm for the Two-Stage Chance-Constrained Operating Room Scheduling Problem
IEEE Access, 2020 The required time for surgical interventions in operating rooms (OR) may vary significantly from the predicted values depending on the type of operations being performed, the surgical team, and the patient.
Amirhossein Najjarbashi, Gino J. Lim
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Approximation in two-stage stochastic integer programming [PDF]
Surveys in Operations Research and Management Science, 2014 Approximation algorithms are the prevalent solution methods in the field of stochastic programming. Problems in this field are very hard to solve. Indeed, most of the research in this field has concentrated on designing solution methods that approximate the optimal solution value.
Romeijnders, Ward +2 more
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Engineering Reports, 2022 An alternative way of looking at tolerance optimization is presented through a stochastic perspective by accounting for both manufacturing process uncertainty as well as uncertain market conditions.
Russell Krenek
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A Review on the Performance of Linear and Mixed Integer Two-Stage Stochastic Programming Software
Algorithms, 2022 This paper presents a tutorial on the state-of-the-art software for the solution of two-stage (mixed-integer) linear stochastic programs and provides a list of software designed for this purpose.
Juan J. Torres +3 more
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Journal of Modern Power Systems and Clean Energy, 2023 Most existing distribution networks are difficult to withstand the impact of meteorological disasters. With the development of active distribution networks (ADNs), more and more upgrading and updating resources are applied to enhance the resilience of ...
Hongzhou Chen +5 more
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