Search Results - subject:"stochastic programming"

Quantitative stability of multistage stochastic programs via calm modifications

Jiang, Jie; Chen, Zhiping - In: Operations research letters 46 (2018) 5, pp. 543-547

Persistent link: https://www.econbiz.de/10011936703

A two-stage stochastic program for multi-shift, multi-analyst, workforce optimization with multiple on-call options

Altner, Douglas S.; Rojas, Anthony C.; Servi, Leslie D. - In: Journal of scheduling 21 (2018) 5, pp. 517-531

Persistent link: https://www.econbiz.de/10011937262

Managing losses in exotic horse race wagering

Deza, Antoine; Huang, Kai - In: Journal of the Operational Research Society 69 (2018) 3, pp. 319-325

Persistent link: https://www.econbiz.de/10012224984

A Shariah-compliant portfolio selection model

Masri, Hatem - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1568-1575

Persistent link: https://www.econbiz.de/10012228259

Task assignment and sequencing decision model under uncertain available time of service providers

Zhen, Lu; Hao, Hao; Shi, Xin; Huang, Lufei; Hu, Yi - In: Journal of the Operational Research Society 69 (2018) 12, pp. 1935-1946

Persistent link: https://www.econbiz.de/10012229303

The costs of electricity systems with a high share of fluctuating renewables - a stochastic investment and dispatch optimization model for Europe

Nagl, Stephan; Fürsch, Michaela; Lindenberger, Dietmar - 2012

Renewable energies are meant to produce a large share of the future electricity demand. However, the availability of wind and solar power depends on local weather conditions and therefore weather characteristics must be considered when optimizing the future electricity mix. In this article we...

Persistent link: https://www.econbiz.de/10010312745

Optimization of power plant investments under uncertain renewable energy development paths - A multistage stochastic programming approach

Fürsch, Michaela; Nagl, Stephan; Lindenberger, Dietmar - 2012

Electricity generation from renewable energy sources (RES-E) is supposed to increase signi ficantly within the coming decades. However, uncertainty about the progress of necessary infrastructure investments, public acceptance and cost developments of renewable energies renders the achievement of...

Persistent link: https://www.econbiz.de/10010312753

ДВУХУРОВНЕВАЯ ЗАДАЧА ОПТИМИЗАЦИИ ДЕЯТЕЛЬНОСТИ ЖЕЛЕЗНОДОРОЖНОГО ТРАНСПОРТНОГО УЗЛА

ИВАНОВИЧ, КИБЗУН АНДРЕЙ; … - In: Управление большими … (2012) 3, pp. 140-160

Предлагается математическая модель для оптимизации деятельности железнодорожного транспортного узла. Для моделирования используется двухэтапная...

Persistent link: https://www.econbiz.de/10011227368

The Orienteering Problem under Uncertainty Stochastic Programming and Robust Optimization compared

Evers, Evers, L.; Glorie, Glorie, K.M.; van der Ster, … - Faculteit der Economische Wetenschappen, Erasmus … - 2012

main approaches that deal with optimization under uncertainty are stochastic programming and robust optimization. We will … robust approach for the uncertain OP (the robust orienteering problem) to the new stochastic programming counterpart (the two …

Persistent link: https://www.econbiz.de/10010734037

Evaluating productive and economic impacts of climate change variability on the farm sector of an irrigated Mediterranean area

Dono, Gabriele; Cortignani, Raffaele; Giraldo, Luca; … - European Association of Agricultural Economists - EAAE - 2012

Climate changes in agriculture act on various climate variables (precipitation, temperature, etc..) at different times of crop cycles. Many physical and technical relationships have to be represented even when analyzing a limited aspect of farm management. This work employs the net...

Persistent link: https://www.econbiz.de/10010878777