Výsledky vyhledávání - (Stochastic) Multiple quadratic-linear programming

A class of stochastic optimization problems with one quadratic & several linear objective functions and extended portfolio selection model: A class of stochastic optimization problems with one quadratic \& several linear objective functions and extended portfolio selection model

Autoři: Jun Li Jiuping Xu

Zdroj: Journal of Computational and Applied Mathematics. 146:99-113

Témata: (Weakly) Efficient solution, interactive algorithm, Interactive algorithm, weakly efficient solution, Applied Mathematics, 0211 other engineering and technologies, Stochastic programming, (Stochastic) Multiple quadratic-linear programming, 02 engineering and technology, Portfolio selection model, Computational Mathematics, multiple quadratic-linear programming, Portfolio theory, portfolio selection model

Popis souboru: application/xml

Přístupová URL adresa: https://zbmath.org/1801721
https://doi.org/10.1016/s0377-0427(02)00421-1
https://www.sciencedirect.com/science/article/pii/S0377042702004211
https://ui.adsabs.harvard.edu/abs/2002JCoAM.146...99X/abstract

SDDP.jl: A Julia Package for Stochastic Dual Dynamic Programming.

Autoři: Dowson, Oscar Kapelevich, Lea

Zdroj: INFORMS Journal on Computing; Winter2021, Vol. 33 Issue 1, p27-33, 7p

Témata: DYNAMIC programming, STOCHASTIC programming

Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches.

Autoři: Wang, Guanglei Hijazi, Hassan

Zdroj: Computational Optimization & Applications; Nov2018, Vol. 71 Issue 2, p553-608, 56p

Témata: MATHEMATICAL programming, MICROGRIDS, STOCHASTIC models, MULTIPLE criteria decision making, MATHEMATICAL optimization

ASYMPTOTIC RESULTS OF STOCHASTIC DECOMPOSITION FOR TWO-STAGE STOCHASTIC QUADRATIC PROGRAMMING.

Autoři: LIU, UNYI SEN, SUVRAJEET

Zdroj: SIAM Journal on Optimization; 2020, Vol. 30 Issue 1, p823-852, 30p

Témata: STOCHASTIC programming, LINEAR programming, STATISTICAL sampling, AFFINAL relatives

Longitudinal robust dynamic programming control for driving robot vehicles with performance self-learning.

Autoři: Chen, Gang Lu, Weihong Mei, Jiaqi a další

Zdroj: International Journal of Control; Oct2025, Vol. 98 Issue 10, p2304-2314, 11p

Témata: DYNAMIC programming, KALMAN filtering, FEEDBACK control system stability, AUTONOMOUS vehicles, FEEDBACK control systems, SELF-organizing systems, DIFFERENTIAL equations

Interactive algorithm for a class of stochastic multi-objective quadratic-linear programming models

Autoři: Xu, Jiuping Li, Jun

Témata: Linear programming, Stochastic programming, Quadratic programming, multi-objective decision-making, efficient solutions, Multi-objective and goal programming

Popis souboru: application/xml

Přístupová URL adresa: https://zbmath.org/1779480

A two-stage flexible scheduling method for power systems with wind power considering the coordination of multiple resources.

Autoři: Lei, Aoyu Zhao, Ligang Mei, Yong a další

Zdroj: Frontiers in Energy Research; 2025, p1-11, 11p

Témata: RENEWABLE energy sources, ENERGY consumption, ELECTRIC power distribution grids, POWER transformers, TOPOLOGY, WIND power

On solving nonsmooth retail portfolio maximization problems using active signature methods.

Autoři: Kannan, Aswin Kreimeier, Timo Walther, Andrea

Zdroj: Computational Management Science; 11/13/2025, Vol. 23 Issue 1, p1-37, 37p

Témata: NONSMOOTH optimization, REVENUE management, RETAIL industry, INVENTORY control, PROFIT maximization, QUADRATIC programming, ELASTICITY (Economics)

Multi-Objective Stochastic Programming in Fuzzy Environments

Autoři: Animesh Biswas Arnab Kumar De

Resource Type: eBook.

Témata: Multiple criteria decision making, Fuzzy decision making

Categories: COMPUTERS / General, COMPUTERS / Programming / General, COMPUTERS / Computer Engineering

Incorporating Risk in Operational Water Resources Management: Probabilistic Forecasting, Scenario Generation, and Optimal Control.

Autoři: van der Heijden, Ties Mendoza‐Lugo, Miguel Angel Palensky, Peter a další

Zdroj: Water Resources Research; Mar2025, Vol. 61 Issue 3, p1-27, 27p

Témata: WATER management, ARTIFICIAL neural networks, BATTERY storage plants, STOCHASTIC control theory, BAYESIAN analysis

Hybrid model predictive control-based integration of handling stability control for distributed drive electric vehicles.

Autoři: Wang, Shu Zheng, Zichen Zhao, Xuan a další

Zdroj: Journal of Traffic & Transportation Engineering (English Edition); Aug2025, Vol. 12 Issue 4, p795-811, 17p

Témata: PAVEMENTS, QUADRATIC programming, INTEGER programming, PREDICTION models, DYNAMIC models

Semi-proximal Augmented Lagrangian-Based Decomposition Methods for Primal Block-Angular Convex Composite Quadratic Conic Programming Problems.

Autoři: Lam, Xin-Yee Sun, Defeng Toh, Kim-Chuan

Zdroj: INFORMS Journal on Optimization; Summer2021, Vol. 3 Issue 3, p254-277, 24p

Témata: DECOMPOSITION method, STOCHASTIC programming, QUADRATIC programming, PERSONAL computers, PROBLEM solving

Optimal Pursuit Strategies in Missile Interception: Mean Field Game Approach.

Autoři: Bai, Yu Zhou, Di He, Zhen

Zdroj: Aerospace (MDPI Publishing); Apr2025, Vol. 12 Issue 4, p302, 37p

Témata: STOCHASTIC differential equations, COST functions, STOCHASTIC systems, PROJECTILES, HAMILTON-Jacobi-Bellman equation, EQUILIBRIUM

Energy Storage Capacity Configuration Planning Considering Dual Scenarios of Peak Shaving and Emergency Frequency Regulation.

Autoři: Chen, Xiaozheng Nan, Dongliang Xiong, Xiaofu a další

Zdroj: Processes; Apr2024, Vol. 12 Issue 4, p743, 17p

Témata: CAPACITY requirements planning, ENERGY storage, SHAVING, BILEVEL programming, ELECTRIC power distribution grids, ELECTRICITY pricing

On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives.

Autoři: Qi, Yue

Zdroj: Central European Journal of Operations Research; Mar2017, Vol. 25 Issue 1, p145-158, 14p

Témata: MATHEMATICAL optimization, MATHEMATICAL analysis, VECTORS (Calculus), QUADRATIC forms, QUADRATIC programming

Validating numerical semidefinite programming solvers for polynomial invariants.

Autoři: Roux, Pierre Voronin, Yuen-Lam Sankaranarayanan, Sriram

Zdroj: Formal Methods in System Design; Oct2018, Vol. 53 Issue 2, p286-312, 27p

Témata: SEMIDEFINITE programming, POLYNOMIALS, STOCHASTIC models, ACADEMIC programs, ALGORITHMS

Exploring Uncertainty, Sensitivity and Robust Solutions in Mathematical Programming Through Bayesian Analysis.

Autoři: Tsionas, Mike G. Philippas, Dionisis Zopounidis, Constantin

Zdroj: Computational Economics; Jun2023, Vol. 62 Issue 1, p205-227, 23p

Témata: MATHEMATICAL programming, BAYESIAN analysis, MONTE Carlo method, INFERENTIAL statistics

Cell Survival Computation via the Generalized Stochastic Microdosimetric Model (GSM²); Part II: Numerical Results.

Autoři: Missiaggia, M. Cordoni, F. G. Scifoni, E. a další

Zdroj: Radiation Research; Feb2024, Vol. 201 Issue 2, p104-114, 11p

Témata: CELL survival, STOCHASTIC models, MONTE Carlo method, SURVIVAL analysis (Biometry), SALIVARY glands

A Distributed Non-Intrusive Load Monitoring Method Using Karhunen–Loeve Feature Extraction and an Improved Deep Dictionary.

Autoři: Liu, Siqi Xie, Zhiyuan Hu, Zhengwei

Zdroj: Electronics (2079-9292); Oct2024, Vol. 13 Issue 19, p3970, 21p

Témata: SINGULAR value decomposition, HIDDEN Markov models, ENCYCLOPEDIAS & dictionaries, STOCHASTIC matrices, SIGNAL reconstruction

Bounds for Deterministic and Stochastic Dynamical Systems using Sum-of-Squares Optimization.

Autoři: Fantuzzi, G. Goluskin, D. Huang, D. a další

Zdroj: SIAM Journal on Applied Dynamical Systems; 2016, Vol. 15 Issue 4, p1962-1988, 27p

Témata: DYNAMICAL systems, MATHEMATICAL bounds, SUM of squares, STOCHASTIC systems, SEMIDEFINITE programming