Results 21 to 30 of about 9,758 (260)
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
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
Efficient solution selection for two-stage stochastic programs [PDF]
European Journal of Operational Research, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xin Fei, Nalan Gülpinar, Jürgen Branke
openaire +2 more sources
Stability and sensitivity analysis of stochastic programs with second order dominance constraints [PDF]
, 2010 In this paper we present stability and sensitivity analysis of a stochastic optimization problem with stochastic second order dominance constraints. We consider perturbation of the underlying probability measure in the space of regular measures equipped ...
Xu, Huifu +3 more
core +1 more source
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
doaj +1 more source
Inexact Bundle Methods for Two-Stage Stochastic Programming [PDF]
SIAM Journal on Optimization, 2011 Stochastic programming problems arise in many practical situations. In general, the deterministic equivalents of these problems can be very large and may not be solvable directly by general-purpose optimization approaches. For the particular case of two-stage stochastic programs, we consider decomposition approaches akin to a regularized L-shaped ...
Welington Luis de Oliveira +2 more
openaire +1 more source
Using stochastic dynamic programming to support weed management decisions over a rotation [PDF]
, 2009 This study describes a model that predicts the impact of weed management on the population dynamics of arable weeds over a rotation and presents the economic consequences.
Parsons, D. J. +7 more
core +1 more source
A note on scenario reduction for two-stage stochastic programs [PDF]
Operations Research Letters, 2007 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Holger Heitsch, Werner Römisch
openaire +2 more sources