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  • Search: subject:"Stochastic linear programming"
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Year of publication
Subject
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Mathematical programming 8 Mathematische Optimierung 8 Stochastic linear programming 7 Theorie 7 Theory 7 stochastic linear programming 5 Stochastic process 4 Stochastischer Prozess 4 Benders decomposition 2 Bilevel stochastic linear programming 2 Existence results 2 Large-scale problem 2 Lot sizing problem 2 Modeling the interval uncertainty 2 Production planning 2 Produktionsplanung 2 Uncertain demand 2 APP 1 Adaptive partition methods 1 Bang-bang control 1 Beziehungsmarketing 1 Brazil 1 Cash management 1 Chance-constrained programming 1 Change of measure 1 Continuity 1 Corn residue 1 Decomposition method 1 Dekompositionsverfahren 1 Discrete optimization 1 Dispatch planning 1 Dynamic stochastic programming 1 Exact method 1 Hydropower optimization 1 Interval linear programming 1 Interval linear programming (ILP) 1 Kundenbindungsprogramm 1 Lieferkette 1 Life-cycle asset allocation 1 Losgröße 1
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Online availability
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Undetermined 9 Free 5
Type of publication
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Article 13 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Article 2
Language
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English 10 Undetermined 5
Author
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Charnsethikul, Peerayuth 2 Chen, Mingzhi 2 Claus, Matthias 2 Wang, Paul P. 2 Wang, Sheng-Guo 2 Weissensteiner, Alex 2 Witthayapraphakorn, Aphisak 2 Ye, Xiaoxiang 2 Bouzaher, Aziz 1 Burtscheidt, Johanna 1 Cao, Yuheng 1 Dechao, Li 1 Densing, M. 1 Diaby, Moustapha 1 Dridi, Chokri 1 Escobar, John Willmer 1 Ferstl, Robert 1 Forcier, Maël 1 García-Cáceres, Rafael Guillermo 1 Geyer, Alois 1 Guilhoto, Joaquim J.M. 1 Hanke, Michael 1 Hewings, Geoffrey J.D. 1 Huang, Hongying 1 Leclère, Vincent 1 Liu, Yifan 1 Nsakanda, Aaron L. 1 Offutt, Susan 1 Paz, Juan Camilo 1 Sen, Suvrajeet 1 Shi, Jiaheng 1
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Institution
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Center for Agricultural and Rural Development (CARD), Iowa State University 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 2 Operations research letters 2 Center for Agricultural and Rural Development (CARD) Publications 1 Computational Management Science 1 European Journal of Operational Research 1 International journal of logistics systems and management : IJLSM 1 Journal of the Operational Research Society : OR 1 MPRA Paper 1 Mathematical Methods of Operations Research 1 Operations Research Perspectives 1 Operations research 1 Operations research perspectives 1 Quantitative Finance 1
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Source
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ECONIS (ZBW) 8 RePEc 5 EconStor 2
Showing 1 - 10 of 15
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Existence of solutions in bilevel stochastic linear programming with integer variables in the lower level problem
Burtscheidt, Johanna; Claus, Matthias - In: Mathematical Methods of Operations Research 102 (2026) 2-3, pp. 435-468
The addition of lower level integrality constraints to a bilevel linear program is known to result in significantly weaker analytical properties. Most notably, the upper level goal function in the optimistic setting lacks lower semicontinuity and the existence of an optimal solution cannot be...
Persistent link: https://www.econbiz.de/10015627020
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Exact approach for the aggregate production plan problem of machine-dependent production systems by considering stochastic parameters
Paz, Juan Camilo; Escobar, John Willmer; … - In: International journal of logistics systems and … 48 (2024) 2, pp. 195-224
Persistent link: https://www.econbiz.de/10015065731
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Benders decomposition with special purpose method for the sub problem in lot sizing problem under uncertain demand
Witthayapraphakorn, Aphisak; Charnsethikul, Peerayuth - In: Operations research perspectives 6 (2019), pp. 1-9
We propose herein the application of Benders decomposition with stochastic linear programming instead of the mix …
Persistent link: https://www.econbiz.de/10012029411
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Benders decomposition with special purpose method for the sub problem in lot sizing problem under uncertain demand
Witthayapraphakorn, Aphisak; Charnsethikul, Peerayuth - In: Operations Research Perspectives 6 (2019), pp. 1-9
We propose herein the application of Benders decomposition with stochastic linear programming instead of the mix …
Persistent link: https://www.econbiz.de/10012662762
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Generalized adaptive partition-based method for two-stage stochastic linear programs : Geometric oracle and analysis
Forcier, Maël; Leclère, Vincent - In: Operations research letters 50 (2022) 5, pp. 452-457
Persistent link: https://www.econbiz.de/10013449410
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On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function
Claus, Matthias - In: Operations research letters 49 (2021) 3, pp. 412-417
Persistent link: https://www.econbiz.de/10012591644
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Note on "A new equivalent transformation for interval inequality constraints of interval linear programming"
Dechao, Li; Shi, Jiaheng; Huang, Hongying - In: Fuzzy optimization and decision making : a journal of … 18 (2019) 2, pp. 259-262
Persistent link: https://www.econbiz.de/10012228600
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Mitigating uncertainty via compromise decisions in two-stage stochastic linear programming : variance reduction
Sen, Suvrajeet; Liu, Yifan - In: Operations research 64 (2016) 6, pp. 1422-1437
Persistent link: https://www.econbiz.de/10011620693
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A new equivalent transformation for interval inequality constraints of interval linear programming
Chen, Mingzhi; Wang, Sheng-Guo; Wang, Paul P.; Ye, Xiaoxiang - In: Fuzzy optimization and decision making : a journal of … 15 (2016) 2, pp. 155-175
Persistent link: https://www.econbiz.de/10011647300
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Planning the supply of rewards with cooperative promotion considerations in coalition loyalty programmes management
Cao, Yuheng; Nsakanda, Aaron L.; Diaby, Moustapha - In: Journal of the Operational Research Society : OR 66 (2015) 7, pp. 1140-1154
Persistent link: https://www.econbiz.de/10011403709
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