Results 21 to 30 of about 22,233,048 (267)
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, Liu, Yongchao
core +2 more sources
Neutral vs. non-neutral genetic footprints of Plasmodium falciparum multiclonal infections.
PLoS Computational Biology, 2023 At a time when effective tools for monitoring malaria control and eradication efforts are crucial, the increasing availability of molecular data motivates their application to epidemiology.
Frédéric Labbé +8 more
doaj +1 more source
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.
Raymond K.-M. Cheung, Warren B. Powell
openaire +3 more sources
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 +2 more sources
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 +3 more sources
Oscillating Cosmological Solutions in the Modified Theory of Induced Gravity
Advances in Astronomy, 2019 This work is the extension of author’s research, where the modified theory of induced gravity (MTIG) is proposed. In the framework of the MTIG, the mechanism of phase transitions and the description of multiphase behavior of the cosmological scenario are
Farkhat Zaripov
doaj +1 more source
Sampling-Based Algorithms for Two-Stage Stochastic Programs and Applications [PDF]
, 2021 In this dissertation, we present novel sampling-based algorithms for solving two-stage stochastic programming problems. Sampling-based methods provide an efficient approach to solving large-scale stochastic programs where uncertainty is possibly defined ...
Tabrizian, Siavash
core +1 more source
IEEE AccessThis paper proposes a risk-based stochastic two-stage MILP optimization framework is proposed for optimal scheduling of virtual power plants under renewable-generation and market-price uncertainties.
Amir Hassanli +3 more
doaj +1 more source
Demand-Side Management of Smart Distribution Grids Incorporating Renewable Energy Sources
Energies, 2019 The integration of renewable energy resources (RES) (such as wind and photovoltaic (PV)) on large or small scales, in addition to small generation units, and individual producers, has led to a large variation in energy production, adding uncertainty to ...
Gerardo J. Osório +4 more
doaj +1 more source