Výsledky vyhledávání - implicit stochastic programming

Stochastic Optimization under Hidden Convexity.

Autoři: Fatkhullin, Ilyas He, Niao Hu, Yifan

Zdroj: SIAM Journal on Optimization. 2025, Vol. 35 Issue 4, p2544-2571. 28p.

Témata: *MATHEMATICAL optimization, STOCHASTIC programming, OPTIMIZATION algorithms, STOCHASTIC approximation, COMPUTATIONAL complexity, NONLINEAR functions

An Analytical Method for Fast Optimization of Multireservoir Hydropower Systems Operations Considering Risk‐Return Tradeoffs

Autoři: S. Jamshid Mousavi Kumaraswamy Ponnambalam

Zdroj: Water Resources Research, Vol 61, Iss 6, Pp n/a-n/a (2025)

Témata: Environmental sciences, multireservoir hydropower operations, and efficient frontier, GE1-350, stochastic dynamic programming, implicit stochastic programming, risk

Přístupová URL adresa: https://doaj.org/article/ef51001efa334178942165e922ec4152

A Two-stage Stochastic Programming for the Integrated Emergency Mobility Facility Allocation and Road Network Design Under Uncertainty.

Autoři: Gong, Huatian Yang, Xiaoguang

Zdroj: Networks & Spatial Economics. Jun2025, Vol. 25 Issue 2, p445-486. 42p.

Témata: *EMERGENCY management, *EMPIRICAL research, *MATHEMATICAL optimization, *UNCERTAINTY (Information theory), DISASTER relief, STOCHASTIC programming, TRANSPORTATION planning, MIXED integer linear programming

Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming

Autoři: King, Alan J. Rockafellar, R. Tyrrell

Zdroj: Mathematics of Operations Research, 1993 Feb 01. 18(1), 148-162.

Přístupová URL adresa: https://www.jstor.org/stable/3690158

An Analytical Method for Fast Optimization of Multireservoir Hydropower Systems Operations Considering Risk‐Return Tradeoffs.

Autoři: Mousavi, S. Jamshid Ponnambalam, Kumaraswamy

Zdroj: Water Resources Research; Jun2025, Vol. 61 Issue 6, p1-18, 18p

Témata: DYNAMIC programming, ENERGY function, WATER storage, NONLINEAR functions, ENERGY consumption, STOCHASTIC programming

A novel stochastic programming approach for scheduling of batch processes with decision dependent time of uncertainty realization.

Autoři: Menon, Kavitha G. Fukasawa, Ricardo Ricardez-Sandoval, Luis A.

Zdroj: Annals of Operations Research. Oct2021, Vol. 305 Issue 1/2, p163-190. 28p.

Témata: *DECISION making, *BATCH processing, *PROBLEM solving, *INTEGER programming, STOCHASTIC programming

A SVM-based implicit stochastic joint scheduling method for ‘wind-photovoltaic-cascaded hydropower stations’ systems

Autoři: Jidong Li Guangjie Luo Wenbin Hu a další

Zdroj: Energy Reports, Vol 8, Iss , Pp 811-823 (2022)

Témata: Wind-photovoltaic (PV)-hydropower complementary system, Cascaded hydropower stations, Implicit stochastic scheduling, SVM, Joint operation function, Electrical engineering. Electronics. Nuclear engineering, TK1-9971

Popis souboru: electronic resource

Relation: http://www.sciencedirect.com/science/article/pii/S2352484722022107; https://doaj.org/toc/2352-4847

Přístupová URL adresa: https://doaj.org/article/b2af26be5fca4869b33cf7d9e3d8c547

Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization.

Autoři: Gui-Hua Lin Xiaojun Chen Fukushima, Masao

Zdroj: Mathematical Programming. Jan2009, Vol. 116 Issue 1/2, p343-368. 26p. 5 Charts.

Témata: *MATHEMATICAL programming, *APPROXIMATION theory, *MONTE Carlo method, *MATHEMATICAL optimization, STOCHASTIC programming, SMOOTHING (Numerical analysis)

Designing Resilient Multipurpose Reservoir Operation Policies in Presence of Internal Climate Variability.

Autoři: Upadhyay, Divya Bhatia, Udit

Zdroj: Water Resources Research; Jul2025, Vol. 61 Issue 7, p1-24, 24p

Témata: CLIMATE change adaptation, STOCHASTIC programming, HYDROLOGIC models, MULTIPLE criteria decision making, WATER management, WATER supply management, DAMS, CLIMATE change

Geografický termín: INDIA, GUJARAT (India)

Decision making under the uncertainty of electricity market for scheduling and planning

Autoři: Gangwar, Sachin

Přispěvatelé: University/Department: Universitat Rovira i Virgili. Departament d'Enginyeria Química

Thesis Advisors: Boer, Dieter-Thomas, Pozo Fernández, Carlos, Jiménez Esteller, Laureano

Zdroj: TDX (Tesis Doctorals en Xarxa)

Témata: Presa de decisions, Planificació, Programació matemàtica, Toma de decisiones, Planificación, Programación matemática, Decision making, Scheduling, Mathematical programming, Enginyeria i arquitectura

Popis souboru: application/pdf

Přístupová URL adresa: http://hdl.handle.net/10803/688751

Active uncertainty reduction for safe and efficient interaction planning: A shielding-aware dual control approach.

Autoři: Hu, Haimin Isele, David Bae, Sangjae a další

Zdroj: International Journal of Robotics Research. Aug2024, Vol. 43 Issue 9, p1382-1408. 27p.

Témata: *DYNAMIC programming, STOCHASTIC learning models, PREDICTION models, STOCHASTIC programming, STOCHASTIC approximation

Characterization of Optimal Plans for Stochastic Dynamic Programs.

Autoři: Blume, Lawrence Easley, David O'Hara, Maureen

Zdroj: Journal of Economic Theory. Dec82, Vol. 28 Issue 2, p221. 14p.

Témata: STOCHASTIC programming, IMPLICIT functions

Existence of solutions for a class of bilevel stochastic linear programs.

Autoři: Claus, Matthias¹ (AUTHOR) matthias.claus@uni-due.de

Zdroj: European Journal of Operational Research. Jun2022, Vol. 299 Issue 2, p542-549. 8p.

Témata: LEBESGUE measure, BILEVEL programming, STOCHASTIC programming, GOAL programming

TWO-STAGE STOCHASTIC PROGRAMMING WITH LINEARLY BI-PARAMETERIZED QUADRATIC RECOURSE.

Autoři: JUNYI LIU YING CUI JONG-SHI PANG a další

Zdroj: SIAM Journal on Optimization. 2020, Vol. 30 Issue 3, p2530-2558. 29p.

Témata: *ALGORITHMS, STOCHASTIC programming, CONVEX functions, PARAMETERIZATION

Modeling Multi-objective Pareto-optimal Reservoir Operation Policies Using State-of-the-art Modeling Techniques.

Autoři: Mohanavelu, Aadhityaa Soundharajan, Bankaru-Swamy Kisi, Ozgur

Zdroj: Water Resources Management; Jul2022, Vol. 36 Issue 9, p3107-3128, 22p

Témata: WATER management, DYNAMIC programming, STOCHASTIC programming, WATER supply, FLOOD control, IRRIGATION management, RESERVOIRS

Geografický termín: INDIA

GA-based implicit stochastic optimization and RNN-based simulation for deriving multi-objective reservoir hedging rules.

Autoři: Khadr M Schlenkhoff A

Zdroj: Environmental science and pollution research international [Environ Sci Pollut Res Int] 2021 Apr; Vol. 28 (15), pp. 19107-19120. Date of Electronic Publication: 2021 Jan 04.

Způsob vydávání: Journal Article

Informace o časopise: Publisher: Springer Country of Publication: Germany NLM ID: 9441769 Publication Model: Print-Electronic Cited Medium: Internet ISSN: 1614-7499 (Electronic) Linking ISSN: 09441344 NLM ISO Abbreviation: Environ Sci Pollut Res Int Subsets: MEDLINE

Výrazy ze slovníku MeSH: Algorithms* , Neural Networks, Computer*, Computer Simulation ; Germany ; Uncertainty

Efficient differentiable quadratic programming layers: an ADMM approach.

Autoři: Butler, Andrew Kwon, Roy H.

Zdroj: Computational Optimization & Applications. Mar2023, Vol. 84 Issue 2, p449-476. 28p.

Témata: *STATISTICAL decision making, INTERIOR-point methods, QUADRATIC programming

Assessment of Stochastic Operation Optimization for Reservoirs of Contrasting Scales.

Autoři: Celeste, Alcigeimes B. El-Shafie, Ahmed

Zdroj: Water Resources Management; Sep2018, Vol. 32 Issue 11, p3751-3763, 13p

Témata: RESERVOIRS, FLOOD dams & reservoirs, STOCHASTIC analysis, STOCHASTIC processes, MATHEMATICAL optimization, DYNAMIC programming

About the complexity of two-stage stochastic IPs.

Autoři: Klein, Kim-Manuel¹ (AUTHOR) kmk@informatik.uni-kiel.de

Zdroj: Mathematical Programming. Mar2022, Vol. 192 Issue 1/2, p319-337. 19p.

Témata: *MATHEMATICS, *INTEGER programming, COMMUTATIVE algebra, VECTOR spaces, STOCHASTIC programming, EXPONENTIAL functions, STOCHASTIC matrices

Stochastic Programming: Applications In Finance, Energy, Planning And Logistics

Autoři: Horand I Gassmann William T Ziemba

Resource Type: eBook.

Témata: Stochastic programming

Categories: BUSINESS & ECONOMICS / Finance / General, BUSINESS & ECONOMICS / Industries / Energy, MATHEMATICS / Probability & Statistics / Stochastic Processes