Search Results - subject:"sample average approximation"

A swarm intelligence based sample average approximation algorithm for the capacitated reliable facility location problem

Aydin, Nezir; Murat, Alper - In: International journal of production economics 145 (2013) 1, pp. 173-183

Persistent link: https://www.econbiz.de/10009785304

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

Supply chain network design with unreliable suppliers : a Lagrangian relaxation-based approach

Benyoucef, Lyes; Xie, Xiaolan; Tanonkou, Guy Aime - In: International journal of production research 51 (2013) 21, pp. 6435-6454

Persistent link: https://www.econbiz.de/10010228978

Risk neutral and risk averse Stochastic Dual Dynamic Programming method

Shapiro, Alexander; Tekaya, Wajdi; Costa, Joari Paulo da; … - In: European Journal of Operational Research 224 (2013) 2, pp. 375-391

In this paper we discuss risk neutral and risk averse approaches to multistage (linear) stochastic programming problems based on the Stochastic Dual Dynamic Programming (SDDP) method. We give a general description of the algorithm and present computational studies related to planning of the...

Persistent link: https://www.econbiz.de/10010588361

Risk management in liner ship fleet deployment: A joint chance constrained programming model

Wang, Tingsong; Meng, Qiang; Wang, Shuaian; Tan, Zhijia - In: Transportation Research Part E: Logistics and … 60 (2013) C, pp. 1-12

joint chance constrained programming model, and the sample average approximation method and mixed-integer programming are …

Persistent link: https://www.econbiz.de/10010755159

A swarm intelligence based sample average approximation algorithm for the capacitated reliable facility location problem

Aydin, Nezir; Murat, Alper - In: International Journal of Production Economics 145 (2013) 1, pp. 173-183

We present a novel hybrid method, swarm intelligence based sample average approximation (SIBSAA), for solving the …

Persistent link: https://www.econbiz.de/10010869127

A SMOOTHING PENALIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC PROGRAMS WITH SECOND-ORDER STOCHASTIC DOMINANCE CONSTRAINTS

SUN, HAILIN; XU, HUIFU; WANG, YONG - In: Asia-Pacific Journal of Operational Research (APJOR) 30 (2013) 03, pp. 1340002-1

In this paper, we propose a smoothing penalized sample average approximation (SAA) method for solving a stochastic … investigate the convergence of the optimal value obtained from solving the smoothed penalized sample average approximation problem …

Persistent link: https://www.econbiz.de/10010671608

Multi-location transshipment problem with capacitated production

Özdemir, Deniz; Yücesan, Enver; Herer, Yale T. - In: European Journal of Operational Research 226 (2013) 3, pp. 425-435

, which is solved through a sample average approximation method. We find that, depending on the production capacity, system …

Persistent link: https://www.econbiz.de/10011052718

SAMPLE AVERAGE APPROXIMATION METHOD FOR SOLVING A DETERMINISTIC FORMULATION FOR BOX CONSTRAINED STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS

LUO, MEI-JU; LIN, GUI-HUA - In: Asia-Pacific Journal of Operational Research (APJOR) 29 (2012) 02, pp. 1250014-1

problem is difficult to compute generally, we then employ sample average approximation method to solve it. Finally, we show …

Persistent link: https://www.econbiz.de/10010882952

The impact of sampling methods on bias and variance in stochastic linear programs

Freimer, Michael; Linderoth, Jeffrey; Thomas, Douglas - In: Computational Optimization and Applications 51 (2012) 1, pp. 51-75

Persistent link: https://www.econbiz.de/10010896560