Search Results - subject:"Stochastic problems"

Uncertainty in Facility Location Problems

Eiselt, Horst A. (ed.); Marianov, Vladimir (ed.) - 2023

Part I: Sources of uncertainty, risk, and imprecision -- Sources of Uncertainty in Location Analysis -- Risk, hazard and exposure time in Hazmat Location and Routing -- Customer related uncertainties in Facility Location Problems -- Part II: Models that protect against acts of nature, attackers,...

Persistent link: https://www.econbiz.de/10014369737

An evolutionary approach to passive learning in optimal control problems

Blueschke, D.; Savin, I.; Blueschke-Nikolaeva, V. - In: Computational economics 56 (2020) 3, pp. 659-673

Persistent link: https://www.econbiz.de/10012390419

A review of simheuristics: Extending metaheuristics to deal with stochastic combinatorial optimization problems

Juan, Angel A.; Faulin, Javier; Grasman, Scott E.; … - In: Operations Research Perspectives 2 (2015), pp. 62-72

Many combinatorial optimization problems (COPs) encountered in real-world logistics, transportation, production, healthcare, financial, telecommunication, and computing applications are NP-hard in nature. These real-life COPs are frequently characterized by their large-scale sizes and the need...

Persistent link: https://www.econbiz.de/10011825912

A review of simheuristics : extending metaheuristics to deal with stochastic combinatorial optimization problems

Juan, Angel A.; Faulin, Javier; Grasman, Scott E.; … - In: Operations research perspectives 2 (2015), pp. 62-72

Persistent link: https://www.econbiz.de/10011822486

Solving nonlinear stochastic optimal control problems using evolutionary heuristic optimization

Blueschke, Dmitri; Savin, Ivan - 2013

econometric models. Several algorithms extend this baseline framework to nonlinear stochastic problems. However, those algorithms … deterministic problems only. This study extends the methodology by dealing with stochastic problems in two different ways: applying …

Persistent link: https://www.econbiz.de/10010369313

Solving nonlinear stochastic optimal control problems using evolutionary heuristic optimization

Blueschke, Dmitri; Savin, Ivan - 2013

Persistent link: https://www.econbiz.de/10010252386

Uncontrolled inexact information within bundle methods

Malick, Jérôme; Oliveira, Welington de; Zaourar, Sofia - In: EURO journal on computational optimization 5 (2017) 1/2, pp. 5-29

Persistent link: https://www.econbiz.de/10011905854

Lost in translation : explicitly solving nonlinear stochastic optimal control problems using the median objective value

Savin, Ivan; Blueschke, Dmitri - In: Computational economics 48 (2016) 2, pp. 317-338

Persistent link: https://www.econbiz.de/10011646783