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  • Search: subject:"stochastic programming"
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Year of publication
Subject
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Stochastischer Prozess 803 Stochastic process 801 Mathematische Optimierung 792 Mathematical programming 790 Stochastic programming 717 Theorie 704 Theory 701 stochastic programming 308 Supply chain 192 Lieferkette 190 Dynamic programming 156 Dynamische Optimierung 151 Risk 135 Risiko 130 Portfolio selection 117 Portfolio-Management 115 Scheduling problem 114 Scheduling-Verfahren 114 Risk management 112 Risikomanagement 97 Tourenplanung 95 Vehicle routing problem 95 Integer programming 82 Decomposition method 79 Dekompositionsverfahren 75 Ganzzahlige Optimierung 75 Two-stage stochastic programming 71 Risikomaß 68 Risk measure 67 Algorithm 66 Algorithmus 66 Logistics 61 Logistik 59 Humanitarian aid 58 Humanitäre Hilfe 58 Robust statistics 58 Robustes Verfahren 58 Decision under uncertainty 56 Entscheidung unter Unsicherheit 56 Electric power industry 55
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Online availability
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Undetermined 999 Free 232 CC license 14
Type of publication
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Article 1,266 Book / Working Paper 135
Type of publication (narrower categories)
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Article in journal 933 Aufsatz in Zeitschrift 933 Working Paper 52 Graue Literatur 45 Non-commercial literature 45 Arbeitspapier 40 Article 22 Aufsatz im Buch 12 Book section 12 Conference paper 11 Konferenzbeitrag 11 Forschungsbericht 4 research-article 4 Hochschulschrift 3 Thesis 3 Lehrbuch 2 Aufsatzsammlung 1 Congress Report 1 Research Report 1 review-article 1
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Language
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English 1,064 Undetermined 334 German 2 Polish 1
Author
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Gendreau, Michel 19 Wallace, Stein W. 18 Rei, Walter 15 Beraldi, Patrizia 13 Koberstein, Achim 13 Maggioni, Francesca 13 Shapiro, Alexander 13 Bertsch, Valentin 12 Govindan, Kannan 12 Klibi, Walid 11 Crainic, Teodor Gabriel 10 Fattahi, Mohammad 10 Lejeune, Miguel A. 10 Torabi, Ali 10 Woodruff, David L. 10 Barro, Diana 9 Alem, Douglas 8 Canestrelli, Elio 8 Consiglio, Andrea 8 Delage, Erick 8 Fleten, Stein-Erik 8 Huang, G.H. 8 Kaut, Michal 8 Pantuso, Giovanni 8 Saldanha-da-Gama, Francisco 8 Tomasgard, Asgeir 8 Ackooij, Wim van 7 Bashiri, Mahdi 7 Bruni, Maria Elena 7 Cheng, Jianqiang 7 Consigli, Giorgio 7 Cortignani, Raffaele 7 Desaulniers, Guy 7 Dono, Gabriele 7 Keles, Dogan 7 Morton, David P. 7 Nourelfath, Mustapha 7 Ntaimo, Lewis 7 Oliveira, Fabricio 7 Pagnoncelli, Bernardo K. 7
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Institution
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European Association of Agricultural Economists - EAAE 9 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 5 EconWPA 4 Erasmus University Rotterdam, Econometric Institute 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Agricultural and Applied Economics Association - AAEA 3 Dipartimento di Economia, Università Ca' Foscari Venezia 3 Institutt for Økonomi, Universitetet i Bergen 3 Philippine Institute for Development Studies (PIDS), Government of the Philippines 3 Energiewirtschaftliches Institut (EWI), Universität zu Köln 2 Judge Business School, University of Cambridge 2 Tinbergen Instituut 2 Associazione Italiana di Economia Agraria e Applicata - AIEAA 1 C.E.P.R. Discussion Papers 1 COMISEF 1 Chaire d'Économie du Climat, Université Paris-Dauphine (Paris IX) 1 Dipartimento di Economia, Università degli Studi di Roma 3 1 Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino 1 Ehrvervøkonomisk Institut, Institut for Økonomi 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Fondazione ENI Enrico Mattei (FEEM) 1 Geneva School of Economics and Management, Université de Genève 1 HEC Paris (École des Hautes Études Commerciales) 1 International Farm Management Association - IFMA 1 Laboratoire Études et Recherches Économiques (SMART-LERECO), Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2) 1 Provozně ekonomická fakulta, Mendelova Univerzita v Brnĕ 1 School of Finance, Universität St. Gallen 1 Society for Computational Economics - SCE 1 Springer Nature Switzerland AG 1 Tilburg University, Center for Economic Research 1 Tinbergen Institute 1 Université Paris-Dauphine (Paris IX) 1 Western Agricultural Economics Association - WAEA 1 Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover 1 World Scientific Publishing Co. Pte. Ltd. 1
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Published in...
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European journal of operational research : EJOR 217 International journal of production research 65 Computers & operations research : and their applications to problems of world concern ; an international journal 60 European Journal of Operational Research 48 Transportation research / E : an international journal 47 Omega : the international journal of management science 42 International journal of production economics 35 Computational Management Science : CMS 29 Operations research letters 28 INFORMS journal on computing : JOC 26 Operations research 25 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 21 Computational Management Science 19 Journal of the Operational Research Society 19 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 18 Socio-economic planning sciences : the international journal of public sector decision-making 16 Energy economics 15 Mathematical Methods of Operations Research 15 Applied Energy 14 CIRRELT 14 Computational Statistics 14 Computational management science 14 Energy 14 International Journal of Production Economics 14 Computational Optimization and Applications 13 OR spectrum : quantitative approaches in management 13 Management Science 12 Operational research : an international journal 11 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 11 International transactions in operational research : a journal of the International Federation of Operational Research Societies 10 Mathematics of operations research 10 Computers & operations research : an international journal 9 Omega 9 Opsearch : journal of the Operational Research Society of India 9 Transportation Research Part E: Logistics and Transportation Review 9 Manufacturing & service operations management : M & SOM 8 Quantitative Finance 8 EURO journal on transportation and logistics 7 IMA journal of management mathematics 7 Les cahiers du GERAD 7
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Source
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ECONIS (ZBW) 1,001 RePEc 352 EconStor 35 BASE 8 Other ZBW resources 5
Showing 1,021 - 1,030 of 1,401
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Designing robust routes for demand-responsive transport systems
Bruni, M.E.; Guerriero, F.; Beraldi, P. - In: Transportation Research Part E: Logistics and … 70 (2014) C, pp. 1-16
In this study, we propose an innovative concept for robust demand-responsive transportation (DRT) systems where vehicles may deviate from the planned route to accept late requests, which are unknown during the planning stage. We propose a new formulation of the problem as a stochastic mixed...
Persistent link: https://www.econbiz.de/10010931069
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Supply chain design under uncertainty for advanced biofuel production based on bio-oil gasification
Li, Qi; Hu, Guiping - In: Energy 74 (2014) C, pp. 576-584
centralized biorefinery. A two-stage stochastic programming is formulated to maximize biofuel producers' annual profit considering …
Persistent link: https://www.econbiz.de/10010931399
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Exact computational approaches to a stochastic uncapacitated single allocation p-hub center problem
Hult, Edward; Jiang, Houyuan; Ralph, Daniel - In: Computational Optimization and Applications 59 (2014) 1, pp. 185-200
The stochastic uncapacitated single allocation p-hub center problem is an extension of the deterministic version which aims to minimize the longest origin-destination path in a hub and spoke network. Considering the stochastic nature of travel times on links is important when designing a network...
Persistent link: https://www.econbiz.de/10010937795
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Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance
Branda, Martin - In: Asia-Pacific Journal of Operational Research (APJOR) 31 (2014) 05, pp. 1450032-1
other business requirements. Moreover, we introduce stochastic programming problems with reliability type constraints which …
Persistent link: https://www.econbiz.de/10011010827
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The stochastic guaranteed service model with recourse for multi-echelon warehouse management
Rambau, Jörg; Schade, Konrad - In: Mathematical Methods of Operations Research 79 (2014) 3, pp. 293-326
The guaranteed service model (GSM) computes optimal order-points in multi-echelon inventory control under the assumptions that delivery times can be guaranteed and the demand is bounded. Our new stochastic guaranteed service model (SGSM) with Recourse covers also scenarios that violate these...
Persistent link: https://www.econbiz.de/10010999802
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Stochastic service network design with rerouting
Bai, Ruibin; Wallace, Stein W.; Li, Jingpeng; Chong, … - In: Transportation Research Part B: Methodological 60 (2014) C, pp. 50-65
Service network design under uncertainty is fundamentally crucial for all freight transportation companies. The main challenge is to strike a balance between two conflicting objectives: low network setup costs and low expected operational costs. Together these have a significant impact on the...
Persistent link: https://www.econbiz.de/10010744366
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Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment
Ackooij, Wim - In: Mathematical Methods of Operations Research 80 (2014) 3, pp. 227-253
<Para ID="Par1">The unit commitment problem, aims at computing the production schedule that satisfies the offer-demand equilibrium at minimal cost. Often such problems are considered in a deterministic framework. However uncertainty is present and non-negligible. Robustness of the production schedule is...</para>
Persistent link: https://www.econbiz.de/10011152064
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A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem
Beraldi, Patrizia; Bruni, Maria - In: TOP: An Official Journal of the Spanish Society of … 22 (2014) 3, pp. 934-949
This paper deals with the problem of scenario tree reduction for stochastic programming problems. In particular, a …
Persistent link: https://www.econbiz.de/10010995301
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A two-stage stochastic transportation problem with fixed handling costs and a priori selection of the distribution channels
Hinojosa, Yolanda; Puerto, Justo; Saldanha-da-Gama, … - In: TOP: An Official Journal of the Spanish Society of … 22 (2014) 3, pp. 1123-1147
In this paper, a transportation problem comprising stochastic demands, fixed handling costs at the origins, and fixed costs associated with the links is addressed. It is assumed that uncertainty is adequately captured via a finite set of scenarios. The problem is formulated as a two-stage...
Persistent link: https://www.econbiz.de/10010995331
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Optimization of a linear function over the set of stochastic efficient solutions
Djamal, Chaabane; Fatma, Mebrek - In: Computational Management Science 11 (2014) 1, pp. 157-178
Stochastic Programming problem. Once the problem is converted into a deterministic one by adapting the <InlineEquation ID="IEq1 …
Persistent link: https://www.econbiz.de/10010995451
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