Search Results - subject:"stochastic Optimization"

On the provision of services with UAVs in disaster scenarios : a two-stage stochastic approach

Colajanni, Gabriella; Daniele, Patrizia; Sciacca, Daniele - In: Operations research forum 3 (2022) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10013173166

Optimal execution : a review

Donnelly, Ryan - In: Applied mathematical finance 29 (2022) 3, pp. 181-212

Persistent link: https://www.econbiz.de/10013554798

Optimizing freight procurement for transportation-inventory systems under supply and demand uncertainty

Wu, Lingxiao; Adulyasak, Yossiri; Cordeau, Jean-François - 2022

Persistent link: https://www.econbiz.de/10013269897

A simultaneous stochastic optimization framework for selecting additional infill drilling locations

Levinson, Zachary; Dimitrakopoulos, Roussos - 2022

Persistent link: https://www.econbiz.de/10014253505

Day-ahead market bidding taking the balancing power market into account

Klæboe, Gro; Braathen, Jørgen; Eriksrud, Anders Lund; … - In: Top : an official journal of the Spanish Society of … 30 (2022) 3, pp. 683-703

Persistent link: https://www.econbiz.de/10013461093

Master production scheduling with scenario-based capacity-load factors in a rolling planning environment

Englberger, Julian; Herrmann, Frank; Manitz, Michael - In: Logistics research 15 (2022) 1, pp. 1-16

This paper proposes two stochastic programming models for master production scheduling with capacity-load factor scenarios. In contrast to other work on production planning with load-dependent lead times or dynamic capacity loads, we iteratively build a set of realistic capacity-load factor...

Persistent link: https://www.econbiz.de/10014337068

A pareto dominance principle for data-driven optimization

Sutter, Tobias; Parys, Bart P. G. van; Kuhn, Daniel - In: Operations research 72 (2024) 5, pp. 1976-1999

Persistent link: https://www.econbiz.de/10015361762

Adaptive importance sampling for efficient stochastic root finding and quantile estimation

He, Shengyi; Jiang, Guangxin; Lam, Henry; Fu, Michael - In: Operations research 72 (2024) 6, pp. 2612-2630

Persistent link: https://www.econbiz.de/10015371528

Stochastic route optimization under dynamic ground risk uncertainties for safe drone delivery operations

Pang, Bizhao; Hu, Xinting; Dai, Wei; Low, Kin Huat - In: Transportation research : an international journal 192 (2024), pp. 1-29

Persistent link: https://www.econbiz.de/10015443278

A stochastic inexact sequential quadratic optimization algorithm for nonlinear equality-constrained optimization

Curtis, Frank E.; Robinson, Daniel P.; Zhou, Baoyu - In: INFORMS journal on optimization 6 (2024) 3/4, pp. 173-195

Persistent link: https://www.econbiz.de/10015191199