Search Results - subject:"stochastic linear programming"

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

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

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

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

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

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

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

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

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

Dispatch planning using newsvendor dual problems and occupation times: Application to hydropower

Densing, M. - In: European Journal of Operational Research 228 (2013) 2, pp. 321-330

We consider price-driven dispatch planning under price uncertainty: A storable commodity is optimally sold and purchased over time. First, we consider models where the storage level is constrained in expectation. The dual of the corresponding optimization problem is related to the newsvendor...

Persistent link: https://www.econbiz.de/10010662505