Results 11 to 20 of about 22,233,048 (267)
A Numerical Method for Two‐Stage Stochastic Programs under Uncertainty [PDF]
Mathematical Problems in Engineering, 2011 Motivated by problems coming from planning and operational management in power generation companies, this work extends the traditional two‐stage linear stochastic program by adding probabilistic constraints in the second stage. In this work we describe, under special assumptions, how the two‐stage stochastic programs with mixed probabilities can be ...
Paul Bosch
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Modelling and solution methods for stochastic optimisation [PDF]
, 2011 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.In this thesis we consider two research problems, namely, (i) language constructs for modelling stochastic programming (SP) problems and (ii) solution ...
Zverovich, Victor
core +7 more sources
Differential Stability of Two-Stage Stochastic Programs [PDF]
, 2005 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 spaces ...
Dentcheva, Darinka, Römisch, Werner
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Same-day delivery time-guarantee problem in online retail
Communications in Transportation Research, 2023 This study introduces the same-day delivery time-guarantee (SDDTG) problem for supporting online retail. In the SDDTG, orders are placed online and are processed and delivered from a depot to customer locations in the same day.
Hossein Fotouhi, Elise Miller-Hooks
doaj +1 more source
Volumetric Barrier Cutting Plane Algorithms for Stochastic Linear Semi-Infinite Optimization
IEEE Access, 2020 In this paper, we study the two-stage stochastic linear semi-infinite programming with recourse to handle uncertainty in data defining (deterministic) linear semi-infinite programming.
Baha Alzalg, Asma Gafour, Lewa Alzaleq
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Neur2SP: Neural Two-Stage Stochastic Programming
Advances in Neural Information Processing Systems 35, 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.
Justin Dumouchelle +3 more
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Measuring Accessibility to Medical Centers in Isfahan City Using 2SFCA Method [PDF]
جغرافیا و برنامهریزی محیطی, 2023 One of the most important challenges facing policymakers and urban planners in recent decades is the issue of accessibility to a variety of urban services. The main purpose of this study was thecalculation of the accessibility of census blocks to medical
Ansar Gholami +3 more
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Unbalanced Distribution System Expansion and Energy Storage Planning Under Wildfire Risk
IEEE Access, 2023 Reducing the risks of wildfire ignition has become a major concern for many electric utilities. In recent years, they have relied on Public Safety Power Shutoff (PSPS) programs to de-energize select power lines to prevent wildfire risks. A cost-effective
Augusto Zanin Bertoletti +1 more
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Parameterized algorithms for block-structured integer programs with large entries [PDF]
TheoretiCSWe study two classic variants of block-structured integer programming. Two-stage stochastic programs are integer programs of the form $\{A_i \mathbf{x} + D_i \mathbf{y}_i = \mathbf{b}_i\textrm{ for all }i=1,\ldots,n\}$, where $A_i$ and $D_i$ are bounded ...
Jana Cslovjecsek +4 more
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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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