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  • Search: subject:"Stochastic Optimization"
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Year of publication
Subject
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Stochastic process 251 Stochastischer Prozess 251 Theorie 243 Theory 242 Mathematische Optimierung 236 Mathematical programming 235 Stochastic optimization 222 stochastic optimization 179 Scheduling problem 48 Scheduling-Verfahren 48 Dynamic programming 45 Dynamische Optimierung 44 Algorithm 40 Algorithmus 40 Lieferkette 34 Simulation 34 Supply chain 34 Risk 33 Portfolio selection 32 Portfolio-Management 32 Risiko 31 Electric power industry 28 Elektrizitätswirtschaft 28 Operations research 28 Operations Research 27 Tourenplanung 23 Vehicle routing problem 23 Stochastic Optimization 21 Decision under uncertainty 20 Entscheidung unter Unsicherheit 20 Robust statistics 18 Robustes Verfahren 18 Hospital 16 Krankenhaus 16 Decision 15 Entscheidung 15 Inventory model 15 Lagerhaltungsmodell 15 Learning process 15 Lernprozess 15
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Online availability
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Undetermined 330 Free 135 CC license 12
Type of publication
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Article 414 Book / Working Paper 106
Type of publication (narrower categories)
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Article in journal 294 Aufsatz in Zeitschrift 294 Working Paper 47 Graue Literatur 39 Non-commercial literature 39 Arbeitspapier 38 Article 13 Conference paper 6 Konferenzbeitrag 6 Aufsatz im Buch 4 Book section 4 Thesis 3 research-article 3 Aufsatzsammlung 1 Hochschulschrift 1 Konferenzschrift 1
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Language
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English 380 Undetermined 139 German 1
Author
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Kendrick, David A. 13 Amman, Hans M. 11 Weber, Christoph 11 Spiecker, Stephan 8 Kamihigashi, Takashi 6 Shapiro, Alexander 6 Gendreau, Michel 5 Gutjahr, Walter J. 5 Nagarajan, Viswanath 5 Pflug, Georg 5 Sandal, Leif K. 5 Ackooij, Wim van 4 Amman, H.M. 4 Dimitrakopoulos, Roussos 4 Guan, Yongpei 4 Gupta, Anupam 4 Kendrick, D.A. 4 Niknam, Taher 4 Singh, Bismark 4 Abid, Fathi 3 Amman, Hans 3 Andersen, Anders Reenberg 3 Andreolli, Francesca 3 Anjos, Miguel F. 3 Azizipanah-Abarghooee, Rasoul 3 Bertsimas, Dimitris 3 Curtis, Frank E. 3 D'Alpaos, Chiara 3 Eickholt, Volker 3 Ermoliev, Yuri 3 Ermolʹev, Jurij M. 3 Escudero, Laureano F. 3 Fleten, Stein-Erik 3 Furtwängler, Christian 3 Gadat, Sébastien 3 Gholami, Reza Azad 3 Kallus, Nathan 3 Kaňková, Vlasta 3 Kendrick, David 3 Knueven, Bernard 3
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Institution
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Department of Economics, University of Texas-Austin 8 EconWPA 5 Research Institute for Economics and Business Administration, Kobe University 5 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 4 School of Economics, Universiteit Utrecht 4 Society for Computational Economics - SCE 3 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 2 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 2 Fachbereich Wirtschaftswissenschaften, Universität Duisburg-Essen 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Agricultural Economics Society - AES 1 CESifo 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 1 Department of Agribusiness and Applied Economics, North Dakota State University 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, Iowa State University 1 Economics Department, State University of New York-Stony Brook (SUNY) 1 European Association of Agricultural Economists - EAAE 1 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1 Institutul de Prognoza Economica, Institutul National de Cercetari Economice (INCE) 1 International Farm Management Association - IFMA 1 Oxford Centre for the Analysis of Resource-Rich Economies (OxCarre), Department of Economics 1
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Published in...
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European journal of operational research : EJOR 43 Operations research 18 Mathematics of operations research 17 Computers & operations research : and their applications to problems of world concern ; an international journal 11 Energy economics 11 Operations research letters 10 Computational management science 9 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 9 Les cahiers du GERAD 9 Management Science 9 Management science : journal of the Institute for Operations Research and the Management Sciences 9 Omega : the international journal of management science 9 CARE Working Papers 8 Energy 8 Transportation research / E : an international journal 8 Applied Energy 7 INFORMS journal on computing : JOC 7 International journal of production economics 7 Computational Management Science 5 Computational Optimization and Applications 5 Computational Statistics 5 Discussion Paper Series / Research Institute for Economics and Business Administration, Kobe University 5 European Journal of Operational Research 5 International transactions in operational research : a journal of the International Federation of Operational Research Societies 5 Mathematical Methods of Operations Research 5 Operations research forum 5 Socio-economic planning sciences : the international journal of public sector decision-making 5 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 5 CORE Discussion Papers 4 IEEE transactions on engineering management : EM 4 Journal of Global Optimization 4 Manufacturing & service operations management : M & SOM 4 OR spectrum : quantitative approaches in management 4 Transportation Research Part E: Logistics and Transportation Review 4 Transportation science 4 Working Papers / School of Economics, Universiteit Utrecht 4 Working papers / TSE : WP 4 CIRRELT 3 Computational Management Science : CMS 3 EURO journal on transportation and logistics 3
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Source
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ECONIS (ZBW) 343 RePEc 148 EconStor 22 Other ZBW resources 4 BASE 3
Showing 431 - 440 of 520
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Stochastic optimization of the daily operation of wind farm and pumped-hydro-storage plant
Ding, Huajie; Hu, Zechun; Song, Yonghua - In: Renewable Energy 48 (2012) C, pp. 571-578
This paper proposes a new coordination operation mode of wind farm (WF) and pumped-hydro-storage plant (PHSP) based on day-ahead wind power output forecasts. Firstly, a deterministic mixed integer programming (MIP) formulation is built considering the constraints of unit total startup and...
Persistent link: https://www.econbiz.de/10010804312
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Probabilistic approach to multi-objective Volt/Var control of distribution system considering hybrid fuel cell and wind energy sources using Improved Shuffled Frog Leaping Algorithm
Malekpour, Ahmad Reza; Tabatabaei, Sajad; Niknam, Taher - In: Renewable Energy 39 (2012) 1, pp. 228-240
Deregulation and restructuring in power systems, the ever-increasing demand for electricity, and concerns about the environment are the major driving forces for using Renewable Energy Sources (RES). Recently, Wind Farms (WFs) and Fuel Cell Power Plants (FCPPs) have gained great interest by...
Persistent link: https://www.econbiz.de/10010806129
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Probabilistic multiobjective wind-thermal economic emission dispatch based on point estimated method
Azizipanah-Abarghooee, Rasoul; Niknam, Taher; Roosta, … - In: Energy 37 (2012) 1, pp. 322-335
In this paper, wind power generators are being incorporated in the multiobjective economic emission dispatch problem which minimizes wind-thermal electrical energy cost and emissions produced by fossil-fueled power plants, simultaneously. Large integration of wind energy sources necessitates an...
Persistent link: https://www.econbiz.de/10010809039
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Improving Implicit Stochastic Reservoir Optimization Models with Long-Term Mean Inflow Forecast
Celeste, Alcigeimes; Billib, Max - In: Water Resources Management 26 (2012) 9, pp. 2443-2451
This technical note introduces a reservoir operation model based on implicit stochastic optimization (ISO) in which the …
Persistent link: https://www.econbiz.de/10010794322
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Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods
Fouskakis, D. - In: European Journal of Operational Research 220 (2012) 2, pp. 414-422
In this paper the usage of a stochastic optimization algorithm as a model search tool is proposed for the Bayesian … variable selection problem in generalized linear models. Combining aspects of three well known stochastic optimization …
Persistent link: https://www.econbiz.de/10011052443
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Stochastic optimization for transshipment problems with positive replenishment lead times
(Yale) Gong, Yeming; Yücesan, Enver - In: International Journal of Production Economics 135 (2012) 1, pp. 61-72
Transshipments, monitored movements of material at the same echelon of a supply chain, represent an effective pooling mechanism. Earlier papers dealing with transshipments either do not incorporate replenishment lead times into their analysis, or only provide a heuristic algorithm where...
Persistent link: https://www.econbiz.de/10011043262
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Minimax and risk averse multistage stochastic programming
Shapiro, Alexander - In: European Journal of Operational Research 219 (2012) 3, pp. 719-726
In this paper we study relations between the minimax, risk averse and nested formulations of multistage stochastic programming problems. In particular, we discuss conditions for time consistency of such formulations of stochastic problems. We also describe a connection between law invariant...
Persistent link: https://www.econbiz.de/10010574212
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Solving the dynamic ambulance relocation and dispatching problem using approximate dynamic programming
Schmid, Verena - In: European Journal of Operational Research 219 (2012) 3, pp. 611-621
Emergency service providers are supposed to locate ambulances such that in case of emergency patients can be reached in a time-efficient manner. Two fundamental decisions and choices need to be made real-time. First of all immediately after a request emerges an appropriate vehicle needs to be...
Persistent link: https://www.econbiz.de/10010577551
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Stochastic nuclear outages semidefinite relaxations
Gorge, Agnès; Lisser, Abdel; Zorgati, Riadh - In: Computational Management Science 9 (2012) 3, pp. 363-379
This paper deals with stochastic scheduling of nuclear power plant outages. Focusing on the main constraints of the problem, we propose a stochastic formulation with a discrete distribution for random variables, that leads to a mixed 0/1 quadratically constrained quadratic program. Then we...
Persistent link: https://www.econbiz.de/10010593406
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Optimal sensor placement in integrated gasification combined cycle power systems
Lee, Adrian J.; Diwekar, Urmila M. - In: Applied Energy 99 (2012) C, pp. 255-264
The optimal sensor placement problem involves determining the most effective locations to place a network of sensors across an array of measurable signals, in accordance with a set of specified objectives and constraints, such as cost, performance, and sensitivity to variations in uncertain...
Persistent link: https://www.econbiz.de/10010594003
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