Search Results - subject:"stochastic integer programming"

A multistage risk-averse stochastic programming model for personal savings accrual : the evidence from Lithuania

Kabašinskas, Audrius; Maggioni, Francesca; Šutienė, … - 2019

Persistent link: https://www.econbiz.de/10012109495

Two-stage absolute semi-deviation mean-risk stochastic programming : an application to the supply chain replenishment problem

Venkatachalam, Saravanan; Narayanan, Arunachalam - In: Computers & operations research : and their … 106 (2019), pp. 62-75

Persistent link: https://www.econbiz.de/10012014365

Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations

Laan, Niels van der; Romeijnders, Ward; Vlerk, Maarten … - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 325-349

Persistent link: https://www.econbiz.de/10011922951

An adaptive model with joint chance constraints for a hybrid wind-conventional generator system

Singh, Bismark; Morton, David P.; Santoso, Surya - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 563-582

Persistent link: https://www.econbiz.de/10011923006

Optimizing the profitability and quality of service in carshare systems under demand uncertainty

Lu, Mengshi; Chen, Zhihao; Shen, Siqian - In: Manufacturing & service operations management : M & SOM 20 (2018) 2, pp. 162-180

Persistent link: https://www.econbiz.de/10011876290

Scenario Cluster Lagrangian Decomposition in two stage stochastic mixed 0-1 optimization

Escudero Bueno, Laureano F.; Unzueta Inchaurbe, Aitziber; … - Departamento de Economía Aplicada III (Econometría y … - 2012

In this paper we introduce four scenario Cluster based Lagrangian Decomposition (CLD) procedures for obtaining strong lower bounds to the (optimal) solution value of two-stage stochastic mixed 0-1 problems. At each iteration of the Lagrangian based procedures, the traditional aim consists of...

Persistent link: https://www.econbiz.de/10011183181

A two-stage stochastic integer programming model for air traffic flow management

Corolli, Luca; Lulli, Guglielmo; Ntaimo, Lewis; … - In: IMA journal of management mathematics 28 (2017) 1, pp. 19-40

Persistent link: https://www.econbiz.de/10011690254

Mixed-integer rounding enhanced benders decomposition for multiclass service-system staffing and scheduling with arrival rate uncertainty

Bodur, Merve; Luedtke, James R. - In: Management science : journal of the Institute for … 63 (2017) 7, pp. 2073-2091

Persistent link: https://www.econbiz.de/10011729321

A stochastic optimization model for designing last mile relief networks

Noyan, Nilay; Balcik, Burcu; Atakan, Semih - In: Transportation science : a journal of the Institute for … 50 (2016) 3, pp. 1092-1113

Persistent link: https://www.econbiz.de/10011550415

Improving the integer L-shaped method

Angulo, Gustavo; Ahmed, Shabbir; Dey, Santanu S. - In: INFORMS journal on computing : JOC 28 (2016) 3, pp. 483-499

Persistent link: https://www.econbiz.de/10011538994