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Solution methodologies for vehicle routing problems with stochastic demand

Goodson, Justin Christopher - 2010

We present solution methodologies for vehicle routing problems (VRPs) with stochastic demand, with a specific focus on the vehicle routing problem with stochastic demand (VRPSD) and the vehicle routing problem with stochastic demand and duration limits (VRPSDL). The VRPSD and the VRPSDL are...

Persistent link: https://www.econbiz.de/10009466091

A computational approach to sequential decision optimization in energy storage and trading

Falbo, Paolo; Hinz, Juri; Leelasilapasart, Piyachat; … - In: Journal of Risk and Financial Management 14 (2021) 6, pp. 1-22

Due to recent technical progress, battery energy storages are becoming a viable option in the power sector. Their optimal operational management focuses on load shift and shaving of price spikes. However, this requires optimally responding to electricity demand, intermittent generation, and...

Persistent link: https://www.econbiz.de/10012611792

Approximate dynamic programming for a class of long-horizon maritime inventory routing problems

Papageorgiou, Dimitri J.; Cheon, Myun-Seok; Nemhauser, … - In: Transportation science : a journal of the Institute for … 49 (2015) 4, pp. 870-885

Persistent link: https://www.econbiz.de/10011397894

An approximate dynamic programming algorithm for monotone value functions

Jiang, Daniel R.; Powell, Warren B. - In: Operations research 63 (2015) 6, pp. 1489-1511

Persistent link: https://www.econbiz.de/10011422610

Elective patient admission and scheduling under multiple resource constraints

Barz, Christiane; Rajaram, Kumar - In: Production and operations management : an international … 24 (2015) 12, pp. 1907-1930

Persistent link: https://www.econbiz.de/10011428155

Trading off quick versus slow actions in optimal search

Shechter, Steven M.; Ghassemi, Farhad; Gocgun, Yasin; … - In: Operations research 63 (2015) 2, pp. 353-362

Persistent link: https://www.econbiz.de/10010526704

Approximate linear programming for average cost MDPs

Veatch, Michael H. - In: Mathematics of operations research 38 (2013) 3, pp. 535-544

Persistent link: https://www.econbiz.de/10009787366

Dynamic pricing of perishable assets under competition

Gallego, Guillermo; Hu, Ming - In: Management science : journal of the Institute for … 60 (2014) 5, pp. 1241-1259

Persistent link: https://www.econbiz.de/10010369816

Stabilization of stochastic iterative methods for singular and nearly singular linear systems

Wang, Mengdi; Bertsekas, Dimitri P. - In: Mathematics of operations research 39 (2014) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10010345230

High-dimensional portfolio optimization with transaction costs

Broadie, Mark; Shen, Weiwei - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-49

Persistent link: https://www.econbiz.de/10011523840

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