Search Results - subject:"stochastic programming"

Multistage stochastic inexact chance-constraint programming for an integrated biomass-municipal solid waste power supply management under uncertainty

Wu, C.B.; Huang, G.H.; Li, W.; Xie, Y.L.; Xu, Y. - In: Renewable and Sustainable Energy Reviews 41 (2015) C, pp. 1244-1254

supply management under uncertainties. In the MSICCP model, methods of multistage stochastic programming (MSP), interval …

Persistent link: https://www.econbiz.de/10011077264

The Optimal Order Policy for a Capacitated Multiple Product Inventory System Under Symmetry

Feng, Yi; Chen, Shaoxiang; Dai, Wenqiang - In: Asia-Pacific Journal of Operational Research (APJOR) 32 (2015) 02, pp. 1550005-1

Although many researches have conjectured the optimality of the hedging point policy for the multiple-product stochastic capacitated periodic review problem, it is still a challenge to prove the hypothesis. This paper considers a special case of the capacitated multiple-product periodic review...

Persistent link: https://www.econbiz.de/10011278987

An algorithm for moment-matching scenario generation with application to financial portfolio optimisation

Ponomareva, K.; Roman, D.; Date, P. - In: European journal of operational research : EJOR 240 (2015) 3, pp. 678-687

Persistent link: https://www.econbiz.de/10010486971

A multi-level Taguchi-factorial two-stage stochastic programming approach for characterization of parameter uncertainties and their interactions : an application to water resources...

Wang, S.; Huang, Guo H. - In: European journal of operational research : EJOR 240 (2015) 2, pp. 572-581

Persistent link: https://www.econbiz.de/10010487004

Restricted risk measures and robust optimization

Lagos, Guido; Espinoza, Daniel; Moreno, Eduardo; … - In: European journal of operational research : EJOR 241 (2015) 3, pp. 771-782

Persistent link: https://www.econbiz.de/10010487547

Supply planning for processors of agricultural raw materials

Wiedenmann, Susanne; Geldermann, Jutta - In: European journal of operational research : EJOR 242 (2015) 2, pp. 606-619

Persistent link: https://www.econbiz.de/10010491640

Solving hierarchical stochastic programs : application to the maritime fleet renewal problem

Pantuso, Giovanni; Fagerholt, Kjetil; Wallace, Stein W. - In: INFORMS journal on computing : JOC 27 (2015) 1, pp. 89-102

Persistent link: https://www.econbiz.de/10010505084

Prioritization via stochastic optimization

Koç, Ali; Morton, David P. - In: Management science : journal of the Institute for … 61 (2015) 3, pp. 586-603

Persistent link: https://www.econbiz.de/10010505835

A two-stage stochastic programming approach to employee scheduling in retail outlets with uncertain demand

Deza, Antoine; Huang, Kai; Metal, Michael R. - In: Omega : the international journal of management science 53 (2015), pp. 97-103

Persistent link: https://www.econbiz.de/10010506261

A stochastic programming approach for floods emergency logistics

Garrido, Rodrigo A.; Lamas, Patricio; Pino, Francisco - In: Transportation research / E : an international journal 75 (2015), pp. 18-31

Persistent link: https://www.econbiz.de/10010509987