The Equalization method for the Stochastic Generalized Transportation Problem is presented. The algorithm allows to find the optimal solution to the problem of minimizing the expected total cost in the Generalized Transportation Problem with random demand. It is shown that the method is...

The Equalization method for the Stochastic Generalized Transportation Problem is presented. The algorithm allows to find the optimal solution to the problem of minimizing the expected total cost in the Generalized Transportation Problem with random demand. It is shown that the method is...

The Equalization method for the Stochastic Generalized Transportation Problem is presented. The algorithm allows to find the optimal solution to the problem of minimizing the expected total cost in the Generalized Transportation Problem with random demand. It is shown that the method is...

The Equalization method for the Stochastic Generalized Transportation Problem is presented. The algorithm allows to find the optimal solution to the problem of minimizing the expected total cost in the Generalized Transportation Problem with random demand. It is shown that the method is...

In this paper, an interior-point based global filtering algorithm is proposed to solve linear programming problems with the right-hand-side and cost vectors being stochastic. Previous results on the limiting properties of the Kalman filtering process have been extended to handle some...

We propose a stochastic programming approach for quantitative analysis of supply contracts, involving flexibility, between a buyer and a supplier, in a supply chain framework. Specifically, we consider the case of multi-periodic contracts in the face of correlated demands. To design such...

We present a variant of Karmarkar's algorithm for block-angular structured linear programs, such as stochastic linear programs. By computing the projection efficiently, we give a worst-case bound on the order of the running time that can be an order of magnitude better than that of Karmarkar's...

Owning to the similarities in the nature of their business operations, it should be possible to apply the successful experience of airline revenue management to mass media advertising. However, one of the salient differences between airlines and mass media advertising is rarely highlighted, i.e....

In this paper, an interior-point based global filtering algorithm is proposed to solve linear programming problems with the right-hand-side and cost vectors being stochastic. Previous results on the limiting properties of the Kalman filtering process have been extended to handle some...