Stochastic programming - Resultats de la cerca - Dipòsit Digital de Documents de la UAB

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Resultats globals: 6 registres trobats en 0.02 segons.
Articles, 6 registres trobats

Articles	6 registres trobats

60 p, 304.3 KB

On modelling planning under uncertainty in manufacturing / Alonso Ayuso, A. (Universidad Rey Juan Carlos. Departamento de Ciencias de la Computación, Arquitectura de Computadores, Lenguajes y Sistemas Informáticos y Estadística e Investigación Operativa) ; Escudero, Laureano F. (Universidad Rey Juan Carlos. Departamento de Cinecias de la Computación, Arquitectura de Computadores, Lenguajes y Sistemas Informáticos y Estadística e Investigación Operativa) ; Ortuño, M. T. (Universidad Complutense de Madrid. Departamento de Estadística e Investigación Operativa)
We present a modelling framework for two-stage and multi-stage mixed 0-1 problems under uncertainty for strategic Supply Chain Management, tactical production planning and operations assignment and scheduling. [...]
2007
SORT : statistics and operations research transactions, Vol. 31, Núm. 2 (July-December 2007) , p. 109-150

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24 p, 1.1 MB

Solving stochastic programs with integer recourse by enumeration : A framework using Gröbner basis reductions / Schultz, Rüdiger ; Stougie, Leen ; van der Vlerk, Maarten H.
In this paper we present a framework for solving stochastic programs with complete integer recourse and discretely distributed right-hand side vector, using Gröbner basis methods from computational algebra to solve the numerous second-stage integer programs. [...]
1998
Mathematical Programming, vol. 83 n. 2 (1998) p. 229-252

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26 p, 871.8 KB

A branch and bound method for stochastic global optimization / Norkin, Vladimir I. ; Pflug, Georg Ch. ; Ruszczynski, Andrzej
A stochastic branch and bound method for solving stochastic global optimization problems is proposed. As in the deterministic case, the feasible set is partitioned into compact subsets. To guide the partitioning process the method uses stochastic upper and lower estimates of the optimal value of the objective function in each subset. [...]
1998
Mathematical Programming, vol. 83 n. 3 (1998) p. 425-450

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14 p, 635.0 KB

L-shaped decomposition of two-stage stochastic programs with integer recourse / Carøe, Claus C. ; Tind, Jørgen
We consider two-stage stochastic programming problems with integer recourse. The L-shaped method of stochastic linear programming is generalized to these problems by using generalized Benders decomposition. [...]
1998
Mathematical Programming, vol. 83 n. 3 (1998) p. 451-464

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21 p, 1.1 MB

Decomposition methods in stochastic programming / Ruszczynski, Andrzej
Stochastic programming problems have very large dimension and characteristic structures which are tractable by decomposition. We review basic ideas of cutting plane methods, augmented Lagrangian and splitting methods, and stochastic decomposition methods for convex polyhedral multi-stage stochastic programming problems. [...]
1997
Mathematical Programming, vol. 79 n. 1-3 (1997) p. 333-353

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21 p, 954.9 KB

A Gaussian upper bound for Gaussian multi-stage stochastic linear programs / Schweitzer, Eithan ; Avriel, Mordecai
This paper deals with two-stage and multi-stage stochastic programs in which the right-hand sides of the constraints are Gaussian random variables. Such problems are of interest since the use of Gaussian estimators of random variables is widespread. [...]
1997
Mathematical Programming, vol. 77 n. 1 (1997) p. 1-21

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