Search Results - "stochastic programming"

Strategic investment in electricity markets: Robust optimization versus stochastic programming

Authors: García-Cerezo, Álvaro Siddiqui, Afzal S. Boomsma, Trine K. et al.

Source: European Journal of Operational Research.

Subject Terms: Generation-expansion planning, OR in energy, Robust optimization, Stochastic programming, Strategic investor

File Description: print

Access URL: https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-247974
https://doi.org/10.1016/j.ejor.2025.08.009

Projective Hedging Algorithms for Multistage Stochastic Programming, Supporting Distributed and Asynchronous Implementation: Projective hedging algorithms for multistage stochastic programming, supporting distributed and asynchronous implementation

Authors: Jonathan Eckstein Jean-Paul Watson David L. Woodruff

Source: Operations Research. 73:311-324

Subject Terms: stochastic programming, computing decomposition, 0211 other engineering and technologies, Mathematical programming, 02 engineering and technology, 0101 mathematics, 01 natural sciences, high performance

File Description: application/xml

Access URL: https://zbmath.org/8014584
https://doi.org/10.1287/opre.2022.0228

Partially adaptive multistage stochastic programming

Authors: Kayacık, Sezen Ece Basciftci, Beste Schrotenboer, Albert H. et al.

Source: European Journal of Operational Research

Subject Terms: Multistage stochastic optimization, 0502 economics and business, 05 social sciences, Lot-sizing, 0211 other engineering and technologies, Stochastic programming, Mixed-integer programming, Generation expansion planning, 02 engineering and technology

Access URL: https://research.tue.nl/en/publications/fa9d4f65-da98-4e3a-bafa-bae32b0eb7db
https://doi.org/10.1016/j.ejor.2024.09.034
https://hdl.handle.net/11370/f57989a9-50b3-4527-8a11-60db1a405fa3
https://doi.org/10.1016/j.ejor.2024.09.034
https://research.rug.nl/en/publications/f57989a9-50b3-4527-8a11-60db1a405fa3

Interval-Stochastic Programming for Integrated Generation, Transmission, and Energy Storage System (ESS) Planning Considering Uncertainty in Renewable Energy Sources

Authors: Deukyoung Lee Dosung Kim Sung-Kwan Joo

Source: IEEE Access, Vol 13, Pp 30834-30844 (2025)

Subject Terms: interval-stochastic programming, generation and transmission expansion planning, Energy storage system, Electrical engineering. Electronics. Nuclear engineering, benders decomposition, renewable energy sources, uncertainty, TK1-9971

Access URL: https://doaj.org/article/1dcaa1faf85b404b97b42be4f3a8e856

Reducing transaction costs for interest rate risk hedging with stochastic programming

Authors: Blomvall, Jörgen Hagenbjörk, Johan

Source: European Journal of Operational Research. 302(3):1282-1293

Subject Terms: Finance, OR in banking, Risk management, Stochastic programming

File Description: electronic

Access URL: https://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-186808
https://liu.diva-portal.org/smash/get/diva2:1680270/FULLTEXT01.pdf

Updated-Absolute Expected Value Solution Approach for multistage stochastic programming�problems

Authors: Yasuhiro Shoji Selen Cremaschi

Source: Systems and Control Transactions. 4:1275-1280

Stochastic Programming

Authors: Willem K. Klein Haneveld Maarten H. van der Vlerk Ward Romeijnders

Resource Type: eBook.

Subjects: Stochastic programming--Textbooks, Decision making--Textbooks

Categories: BUSINESS & ECONOMICS / Operations Research, BUSINESS & ECONOMICS / Econometrics, MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Optimization

Models and applications of stochastic programming with decision‐dependent uncertainty in power systems: A review

Authors: Wenqian Yin Yunhe Hou

Source: IET Renewable Power Generation, Vol 18, Iss 14, Pp 2819-2834 (2024)

Subject Terms: stochastic programming, TJ807-830, power system operation and planning, Renewable energy sources

Access URL: https://doaj.org/article/b6a06e8199cb4415810d6ff1e5226a27

Multi-stage Stochastic Programming Approach for Product Quality Control

Authors: Ejiro Stanley Omokoh Sunday Amaju Ojobor Omamoke Enaroseha et al.

Source: Asian Journal of Pure and Applied Mathematics. 7:578-592

Bi‐level stochastic programming for optimal modular construction yard deployment based on Benders decomposition

Authors: Huiwen Wang Wen Yi Peng Wu et al.

Source: Computer-Aided Civil and Infrastructure Engineering. 40:3979-3996

A Stochastic Programming Model to Mitigate Disruption Effects on the Drug Distribution System Under an Autonomous Vehicle Fleet

Authors: Maryam Farahani Seyed Hessameddin Zegordi Ali Husseinzadeh Kashan et al.

Source: Operations and Supply Chain Management: An International Journal. :288-298

Deep Reinforcement Learning-Enhanced Multi-Stage Stochastic Programming for Real-Time Decision-Making in Centralized Seed Packaging Systems

Authors: Zhou, Yuqun

Source: Journal of Industrial Engineering and Applied Science; Vol. 2 No. 6 (2024); 121-126

Subject Terms: Machine Learning, Deep Reinforcement Learning, Real-Time Decision-Making, Seed Packaging Systems, Supply Chain Optimization, Multi-Stage Stochastic Programming

File Description: application/pdf

Access URL: https://www.suaspress.org/ojs/index.php/JIEAS/article/view/v2n6a13

Designing a sustainable closed-loop supply chain using robust possibilistic-stochastic programming in pentagonal fuzzy numbers

Authors: Seyyed Jalaladdin Hosseini Dehshiri Maghsoud Amiri Mostafa Hajiaghaei-Keshteli et al.

Source: Transport, Vol 39, Iss 4 (2024)

Subject Terms: Transportation engineering, robust approach, stochastic programming, TA1001-1280, closed-loop supply chain, fuzzy scenarios, sustainable design, possibilistic programming

Access URL: https://doaj.org/article/76adbd2ac83342be864605ecbc9932cf

Home energy system: optimal design via risk-averse stochastic programming

Authors: Patrizia Beraldi Antonio Violi Demetrio Laganá et al.

Source: Soft Computing. 29:3367-3381

Enhancing Rail Transit Safety Under Extreme Rainfall Risks Based on Stochastic Programming Model.

Authors: Luo, Chunling Gong, Xuanjing Xu, Lei et al.

Source: Quality & Reliability Engineering International. Nov2025, p1. 18p. 9 Illustrations.

Subject Terms: *SAFETY, *STOCHASTIC programming, *RAINFALL, *MATHEMATICAL optimization, *FLOOD risk, *RAILROADS, *EMERGENCY management

A bi-objective two-stage stochastic programming model for the resilient and consistent vehicle routing problem: a hybrid learning-based metaheuristic algorithm

Authors: Razieh Heidari Mehdi Ghazanfari Mohammad Reza Rasouli

Source: Engineering Optimization. :1-23

Stochastic Programming Approaches to Logistics and Resource Optimization in Hurricane, Earthquake, and Flood Disaster Response

Authors: null Anilkumar G

Source: Journal of Information Systems Engineering and Management. 10:262-272

Stochastic Programming: Theory, Applications, and Impacts

Authors: Bouza Herrera, Carlos Narciso

Resource Type: eBook.

Subjects: Mathematical optimization, Stochastic programming, Numbers, Random

Categories: MATHEMATICS / Applied, MATHEMATICS / Probability & Statistics / General

A Stochastic Programming Model for Depot Charging Capacity Assessment of Electric Commercial Fleets Considering Operational Variabilities

Authors: Margarita Loupa Sara Ahmed Miltiadis Alamaniotis et al.

Source: 2025 IEEE/AIAA Transportation Electrification Conference and Electric Aircraft Technologies Symposium (ITEC+EATS). :1-6

Online Recycling of Used Mobile Phones with Resilience Capability: A Stochastic Programming Approach with Benders Decomposition*

Authors: Yong Liu Junyuan Qiu Weidong Chen

Source: 2025 37th Chinese Control and Decision Conference (CCDC). :2950-2955