Suchergebnisse - Deterministic Equivalent Stochastic Linear Programming*

Application of Stochastic Programming in Agricultural and Newsvendor Problems and It's Application in Real Life

Autoren: Mitu, Afsana Akter Hasan, M Babul

Quelle: Dhaka University Journal of Science; Vol. 72 No. 1 (2024); 30-45 ; 2408-8528 ; 1022-2502

Schlagwörter: Deterministic Linear Programming (DLP), Stochastic Linear Programming (SLP), Two-Stage Stochastic Linear Programming, Deterministic Equivalent Stochastic Linear Programming, Stochastic Integer Linear Programming (SILP), Stochastic Binary Linear Programming (SBLP), Continuous Function

Time: Bangladesh

Dateibeschreibung: application/pdf

Relation: https://banglajol.info/index.php/DUJS/article/view/71183/47945; https://banglajol.info/index.php/DUJS/article/view/71183

Verfügbarkeit: https://banglajol.info/index.php/DUJS/article/view/71183

DECISION-MAKER'S PREFERENCES FOR MODELING MULTIPLE OBJECTIVE STOCHASTIC LINEAR PROGRAMMING PROBLEMS.

Autoren: BELLAHCENE, Fatima

Quelle: Operations Research & Decisions; 2019, Vol. 29 Issue 3, p5-16, 12p

Schlagwörter: STOCHASTIC programming, LINEAR programming, MULTIVARIATE analysis, GAUSSIAN distribution, NONLINEAR programming

Multi-objective stochastic linear programming with recourse and flexible decision making

Autoren: Hamel, Andreas H. Löhne, Andreas

Schlagwörter: Optimization and Control, Probability, 90C15, 90B50, 90C05

Relation: http://arxiv.org/abs/2407.04602

Verfügbarkeit: http://arxiv.org/abs/2407.04602

Application of Stochastic Programming in Agricultural and Newsvendor Problems and It's Application in Real Life

Autoren: Afsana Akter Mitu M Babul Hasan

Quelle: Dhaka University Journal of Science. 72:30-45

A note on deterministic equivalents to stochastic linear programming problems. II: A note on deterministic equivalents to stochastic linear programming problems

Autoren: Jitka Žáčková

Quelle: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete. 24:221-227

Schlagwörter: Linear programming, 4. Education, Stochastic programming, 0101 mathematics, 01 natural sciences

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/3511870
https://doi.org/10.1007/bf00533664
https://zbmath.org/3375253
https://doi.org/10.1007/bf00532534
https://link.springer.com/article/10.1007/BF00533664
https://link.springer.com/content/pdf/10.1007/BF00532534.pdf

Multiple stage stochastic linear programming with multiple objectives: flexible decision making

Autoren: Hamel, Andreas H. Löhne, Andreas

Schlagwörter: 90C15, 90B50, 90C05, Optimization and Control (math.OC), Probability (math.PR), FOS: Mathematics, Mathematics - Optimization and Control, Mathematics - Probability

Zugangs-URL: http://arxiv.org/abs/2407.04602

Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs: Decomposition and partitioning methods for multistage stochastic linear programs

Autoren: John R. Birge

Quelle: Operations Research. 33:989-1007

Schlagwörter: Large-scale problems in mathematical programming, 0209 industrial biotechnology, Numerical mathematical programming methods, multistage stochastic linear program, piecewise linear partitioning, 0211 other engineering and technologies, Stochastic programming, deterministic equivalent, fixed recourse, 02 engineering and technology, large scale programs, computational results, outer linearization decomposition

Dateibeschreibung: application/xml

Zugangs-URL: http://deepblue.lib.umich.edu/bitstream/2027.42/3624/5/bam4122.0001.001.pdf
https://zbmath.org/3930728
https://doi.org/10.1287/opre.33.5.989
https://www.jstor.org/stable/170850
http://deepblue.lib.umich.edu/bitstream/2027.42/3624/5/bam4122.0001.001.pdf
https://dl.acm.org/citation.cfm?id=2774822
https://econpapers.repec.org/article/inmoropre/v_3a33_3ay_3a1985_3ai_3a5_3ap_3a989-1007.htm
https://pubsonline.informs.org/doi/10.1287/opre.33.5.989
https://dl.acm.org/doi/10.1287/opre.33.5.989

The stochastic linear continuous type knapsack problem: A generalized P model

Autoren: Hiroaki Ishii Toshio Nishida

Quelle: European Journal of Operational Research. 19:118-124

Schlagwörter: deterministic equivalent problem, optimal solution, stochastic linear continuous type knapsak problem, Analysis of algorithms and problem complexity, 0211 other engineering and technologies, Stochastic programming, polynomial time algorithm, Integer programming, combinatorial analysis, 0102 computer and information sciences, 02 engineering and technology, Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.), 01 natural sciences

Dateibeschreibung: application/xml

Zugangs-URL: https://ideas.repec.org/a/eee/ejores/v19y1985i1p118-124.html
https://www.sciencedirect.com/science/article/abs/pii/0377221785903169
https://econpapers.repec.org/article/eeeejores/v_3a19_3ay_3a1985_3ai_3a1_3ap_3a118-124.htm
http://www.sciencedirect.com/science/article/pii/0377221785903169

Bilevel stochastic linear programming problems with quantile criterion.

Autoren: Ivanov, S.

Quelle: Automation & Remote Control; Jan2014, Vol. 75 Issue 1, p107-118, 12p

Schlagwörter: STOCHASTIC analysis, LINEAR programming, QUANTILES, MATHEMATICS theorems, DISCRETE uniform distribution

Decision-Maker's Preferences for Modeling Multiple Objective Stochastic Linear Programming Problems

Autoren: Fatima Bellahcene

Quelle: Operations Research and Decisions, Vol vol. 29, Iss no. 3, Pp 5-16 (2019)

Schlagwörter: Management. Industrial management, HD28-70, Economic growth, development, planning, HD72-88

Dateibeschreibung: electronic resource

Relation: http://orduser.pwr.wroc.pl/DownloadFile.aspx?aid=1456; https://doaj.org/toc/2081-8858; https://doaj.org/toc/2391-6060

Zugangs-URL: https://doaj.org/article/f61dc29705624e39af03b6dfd13b9359

Component procurement and end product assembly in an uncertain supply and demand environment.

Autoren: Bollapragada, Ramesh Kuppusamy, Saravanan Rao, Uday S.

Quelle: International Journal of Production Research; Feb2015, Vol. 53 Issue 3, p969-982, 14p

Schlagwörter: ASSEMBLY line methods, SUPPLY & demand, SUPPLY chain management, MANUFACTURING industries, STOCHASTIC programming, LINEAR programming

Effects of Probability Function on the Performance of Stochastic Programming

Autoren: Mohammad Ebrahim Karbaschi Mohammad Reza Banan

Quelle: Journal of Optimization in Industrial Engineering, Vol 11, Iss 1, Pp 67-76 (2018)

Schlagwörter: Stochastic programming, Sensitivity analysis, Linear programming, Nonlinear Programming, Exponential, Gamma and normal probability functions, Industrial engineering. Management engineering, T55.4-60.8

Dateibeschreibung: electronic resource

Relation: http://www.qjie.ir/article_535410_168ee764165d8bfa1a9586260e6892f5.pdf; https://doaj.org/toc/2251-9904; https://doaj.org/toc/2423-3935

Zugangs-URL: https://doaj.org/article/45517fd628b94cb381a7bcd439e97d97

A note on deterministic equivalents to stochastic linear programming problems.

Autoren: Žáčková, Jitka

Quelle: Zeitschrift Für Wahrscheinlichkeitstheorie Und Verwandte Gebiete; 1970, Vol. 14 Issue 4, p264-268, 5p

Computation of some stochastic linear programming problems with Cauchy and extreme value distributions.

Autoren: Sahoo, N.P. Biswal, M.P.

Quelle: International Journal of Computer Mathematics. Jun2005, Vol. 82 Issue 6, p685-698. 14p.

Schlagwörter: Stochastic analysis, Mathematical optimization, Linear programming, Probability theory, Matrices (Mathematics), Vector analysis

A new approach to solving stochastic programming problems with recourse.

Autoren: Barreiros, A. Cardoso, J. Barradas

Quelle: Engineering Optimization. May2008, Vol. 40 Issue 5, p475-488. 14p. 1 Diagram, 10 Charts.

Schlagwörter: *LINEAR programming, *MATHEMATICAL optimization, *MATHEMATICAL analysis, *MODELS & modelmaking, *NUMERICAL analysis, *ITERATIVE methods (Mathematics)

A solution procedure for the two-stage stochastic program with simple recourse

Autoren: H. J. Cleef

Quelle: Zeitschrift für Operations Research. 25:1-13

Schlagwörter: Convex programming, piecewise affine-linear objective function, random right-hand side, 0211 other engineering and technologies, Stochastic programming, simple recourse, 02 engineering and technology, subgradient method, 01 natural sciences, deterministic equivalent problem, Numerical mathematical programming methods, two-stage stochastic linear programming, 0101 mathematics, solution procedure

Dateibeschreibung: application/xml

Zugangs-URL: https://link.springer.com/article/10.1007/BF01917338

A single-stage block type stochastic problem with row probability constraints

Autoren: Yu.A. Belov

Quelle: USSR Computational Mathematics and Mathematical Physics. 21:58-64

Schlagwörter: individual chance-constraints, Numerical mathematical programming methods, row probability constraints, Stochastic programming, single-stage block type stochastic problem, deterministic equivalent, stochastic linear program, method of aggregation

Dateibeschreibung: application/xml

Zugangs-URL: https://zbmath.org/3799406
https://doi.org/10.1016/0041-5553(81)90098-7
https://www.sciencedirect.com/science/article/pii/0041555381900987

On the two-stage problem of linear stochastic programming with quantile criterion and discrete distribution of the random parameters.

Autoren: Naumov, A. Bobylev, I.

Quelle: Automation & Remote Control; Feb2012, Vol. 73 Issue 2, p265-275, 11p, 3 Charts

Schlagwörter: LINEAR programming, MATHEMATICAL programming, ALGORITHMS, DUALITY theory (Mathematics), MATRICES (Mathematics)

On a conservative partition refinement (CPR) method for a class of two-stage stochastic programming problems.

Autoren: Gamboa, Carlos Andrés Valladão, Davi Michel Street, Alexandre

Quelle: Optimization Letters; Dec2022, Vol. 16 Issue 9, p2607-2644, 38p

A computational study of a solver system for processing two-stage stochastic linear programming problems

Autoren: Higle, Julie L. Römisch, Werner Sen, Surrajeet et al.

Index Begriffe: 510 Mathematik, ddc:510, book, doc-type:book

URL: http://edoc.hu-berlin.de/18452/9053