Search Results - subject:"scenario clustering"

Problem-driven scenario clustering in stochastic optimization

Keutchayan, Julien; Ortmann, Janosch; Rei, Walter - In: Computational management science 20 (2023) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10014391949

Dynamic reverse supply chain network design under uncertainty : mathematical modeling and solution algorithm

Jeihoonian, Mohammad; Zanjani, Masoumeh Kazemi; … - In: International transactions in operational research : a … 29 (2022) 5, pp. 3161-3189

Persistent link: https://www.econbiz.de/10013185325

Some experiments on solving multistage stochastic mixed 0-1 programs with time stochastic dominance constraints

Escudero Bueno, Laureano F.; Martín, Garín; Araceli, … - Departamento de Economía Aplicada III (Econometría y … - 2015

In this work we extend to the multistage case two recent risk averse measures for two-stage stochastic programs based on first- and second-order stochastic dominance constraints induced by mixed-integer linear recourse. Additionally, we consider Time Stochastic Dominance (TSD) along a given...

Persistent link: https://www.econbiz.de/10011201285

Some experiments on solving multistage stochastic mixed 0-1 programs with time stochastic dominance constraints

Escudero, Laureano F.; Garín, María Araceli; Merino, … - 2015

Persistent link: https://www.econbiz.de/10010506751

A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems

Aldasoro, Unai; Escudero, Laureano F.; Merino, María; … - In: European journal of operational research : EJOR 258 (2017) 2, pp. 590-606

Persistent link: https://www.econbiz.de/10011644197

On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs

Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: European journal of operational research : EJOR 249 (2016) 1, pp. 164-176

Persistent link: https://www.econbiz.de/10011435773

An enhanced sample average approximation method for stochastic optimization

Emelogu, Adindu; Chowdhury, Sudipta; Marufuzzaman, Mohammad - In: International journal of production economics 182 (2016), pp. 230-252

Persistent link: https://www.econbiz.de/10011621951

Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design

Crainic, Teodor Gabriel; Hewitt, Mike; Rei, Walter - In: Computers & operations research : and their … 43 (2014), pp. 90-99

Persistent link: https://www.econbiz.de/10010241293

An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees : Part II ; parallelization

Aldasoro, Unai; Escudero, Laureano F.; Merino, María; … - In: Computers & operations research : and their … 40 (2013) 12, pp. 2950-2960

Persistent link: https://www.econbiz.de/10010210809

BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0–1 problems

Escudero, Laureano; Garín, Araceli; Merino, María; … - In: TOP: An Official Journal of the Spanish Society of … 17 (2009) 1, pp. 96-122

Persistent link: https://www.econbiz.de/10004995458