Results 1 to 10 of about 251,693 (300)
Differential Stability of Two-Stage Stochastic Programs [PDF]
SIAM Journal on Optimization, 2000 Summary: Two-stage stochastic programs with random right-hand side are considered. Optimal values and solution sets are regarded as mappings of the expected recourse functions and their perturbations, respectively. Conditions are identified implying that these mappings are directionally differentiable and semidifferentiable on appropriate functional ...
Dentcheva, Darinka, Römisch, Werner
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Neur2SP: Neural Two-Stage Stochastic Programming [PDF]
Neural Information Processing Systems, 2022 Stochastic Programming is a powerful modeling framework for decision-making under uncertainty. In this work, we tackle two-stage stochastic programs (2SPs), the most widely used class of stochastic programming models. Solving 2SPs exactly requires optimizing over an expected value function that is computationally intractable.
Dumouchelle, Justin +3 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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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.
V. Guigues
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Energies, 2018 The operation problem of a micro-grid (MG) in grid-connected mode is an optimization one in which the main objective of the MG operator (MGO) is to minimize the operation cost with optimal scheduling of resources and optimal trading energy with the main ...
Pouria Sheikhahmadi +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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Leveraging decision diagrams to solve two-stage stochastic programs with binary recourse and logical linking constraints [PDF]
European Journal of Operational Research, 2022 Two-stage stochastic programs with binary recourse are challenging to solve and efficient solution methods for such problems have been limited. In this work, we generalize an existing binary decision diagram-based (BDD-based) approach of Lozano and Smith
Moira MacNeil, Merve Bodur
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Dealing with Stochasticity in Wood Remanufacturing Operations Planning [PDF]
International Journal of Mathematical, Engineering and Management Sciences, 2021 The planning process of wood remanufacturing operations encompasses challenging characteristic, including divergent co-production (one log tree may produce several different products), alternative processes (different receipts exist to produce the same ...
Rezvan Rafiei +2 more
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Economic efficiency of poultry egg production in Surkhandarya province, Uzbekistan [PDF]
E3S Web of Conferences, 2023 The study assessed the determinants of efficiency of poultry egg production in Surkhandarya province of Uzbekistan. Data was collected through a multi-stage sampling technique and analysed using stochastic production frontier.
Ismoilov Zukhriddin +2 more
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Security-Constrained Unit Commitment in the Presence of Demand Response Programs and Electric Vehicles [PDF]
International Journal of Industrial Electronics, Control and Optimization, 2020 In recent years, concerns about environmental pollutions have risen and in this respect, the power system and transportation section have been introduced as the main sources of their emission.
Mohsen Ramzanzadeh +3 more
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