Search Results - subject:"Stochastic Programming"

A two-stage stochastic programming model for the optimal design of distributed energy systems

Zhou, Zhe; Zhang, Jianyun; Liu, Pei; Li, Zheng; … - In: Applied Energy 103 (2013) C, pp. 135-144

challenges in terms of both modelling and corresponding solution strategies. This paper proposes a two-stage stochastic … programming model for the optimal design of distributed energy systems. A two-stage decomposition based solution strategy is used …

Persistent link: https://www.econbiz.de/10010603054

Optimal location and capability of oil-spill response facilities for the south coast of Newfoundland

Verma, Manish; Gendreau, Michel; Laporte, Gilbert - In: Omega 41 (2013) 5, pp. 856-867

the problem, we present a two-stage stochastic programming approach which tackles both the location and stockpile of …

Persistent link: https://www.econbiz.de/10010608448

Multistage optimization of option portfolio using higher order coherent risk measures

Matmoura, Yassine; Penev, Spiridon - In: European Journal of Operational Research 227 (2013) 1, pp. 190-198

’s evolution. It discusses the detailed implementation of the resulting dynamic risk optimization problem using stochastic … programming. We propose an algorithmic procedure to optimize an option portfolio based on minimization of conditional higher order …

Persistent link: https://www.econbiz.de/10010608496

Benders Decomposition for multi-stage stochastic mixed complementarity problems – Applied to a global natural gas market model

Egging, Ruud - In: European Journal of Operational Research 226 (2013) 2, pp. 341-353

This paper presents and implements a Benders Decomposition type of algorithm for large-scale, stochastic multi-period mixed complementarity problems. The algorithm is applied to various multi-stage natural gas market models accounting for market power exertion by traders. Due to the...

Persistent link: https://www.econbiz.de/10010608500

The costs of electricity systems with a high share of fluctuating renewables : a stochastic investment and dispatch optimization model for Europe

Nagl, Stephan Nikolaus; Fürsch, Michaela; … - In: The energy journal 34 (2013) 4, pp. 151-179

Persistent link: https://www.econbiz.de/10010256372

On the information-based complexity of stochastic programming

Tavares, Gabriela; Parpas, Panos - In: Operations research letters 41 (2013) 6, pp. 622-626

Persistent link: https://www.econbiz.de/10010236083

A completely positive representation of 0-1 linear programs with joint probabilistic constraints

Cheng, Jianqiang; Lisser, Abdel - In: Operations research letters 41 (2013) 6, pp. 597-601

Persistent link: https://www.econbiz.de/10010236100

Optimisation of allocated portfolio using multi-objective stochastic programming

Ekhtiari, Mostafa; Alinezhad, Alireza; Kazemi, Abolfazl - In: International journal of financial services management … 6 (2013) 2, pp. 155-169

Persistent link: https://www.econbiz.de/10010237997

Coordinated contract decisions in a make-to-order manufacturing supply chain : a stochastic programming approach

Feng, Yan; Martel, Alain; D'Amours, Sophie; Beauregard, … - In: Production and operations management : an international … 22 (2013) 3, pp. 642-660

Persistent link: https://www.econbiz.de/10009760427

A multi-objective robust stochastic programming model for disaster relief logistics under uncertainty

Bozorgi-Amiri, Ali; Jabalameli, M. S.; Mirzapour … - In: OR spectrum : quantitative approaches in management 35 (2013) 4, pp. 905-933

Persistent link: https://www.econbiz.de/10010222404