Search Results - Decision-dependent stochastic programming

Models and applications of stochastic programming with decision‐dependent uncertainty in power systems: A review by Yin, Wenqian, Hou, Yunhe

“…Stochastic programming is a competitive tool in power system uncertainty management…”
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Generation Expansion Planning With Large Amounts of Wind Power via Decision-Dependent Stochastic Programming by Yiduo Zhan, Zheng, Qipeng P., Jianhui Wang, Pinson, Pierre

“… To this end, this paper proposes a multistage decision-dependent stochastic optimization model for long-term large-scale generation expansion planning, where large amounts of wind power are involved…”
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Job scheduling integrated with material ordering: decision-dependent stochastic programming and information relaxation dual bounds by Sha, Yue, Liu, Weimiao, Zhang, Junlong

“… The integrated problem is formulated as a multistage stochastic program incorporating a set of linear non-anticipativity constraints, while model reduction properties are also carefully identified…”
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Data-driven project portfolio selection: Decision-dependent stochastic programming formulations with reliability and time to market requirements by Kettunen, Janne, Lejeune, Miguel A.

“…We develop stochastic programming models for project portfolio selection under the plan-driven waterfall approach and the more flexible agile approach…”
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A multistage decision-dependent stochastic bilevel programming approach for power generation investment expansion planning by Zhan, Yiduo, Zheng, Qipeng P.

“… To address the future uncertainties in the decision-making process, this article employs a decision-dependent stochastic programming approach…”
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Two-stage stochastic mixed-integer nonlinear programming model for post-wildfire debris flow hazard management: Mitigation and emergency evacuation by Krasko, Vitaliy, Rebennack, Steffen

“…•Models for post-wildfire debris flow hazard management are formulated.•A two-stage multi-period decision-dependent stochastic model is proposed…”
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Distributionally robust facility location problem under decision-dependent stochastic demand by Basciftci, Beste, Ahmed, Shabbir, Shen, Siqian

“…•We study distributionally robust facility location with a moment, decision-dependent ambiguity set…”
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A novel stochastic programming approach for scheduling of batch processes with decision dependent time of uncertainty realization by Menon, Kavitha G., Fukasawa, Ricardo, Ricardez-Sandoval, Luis A.

“… In this study, we consider two-stage stochastic programming to model discrete-time batch process operations with a type II endogenous (decision dependent…”
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The L-shaped method for stochastic programs with decision-dependent uncertainty by Pantuso, Giovanni, Hewitt, Mike

“…In this paper we extend the well-known L-Shaped method to solve two-stage stochastic programming problems with decision-dependent uncertainty…”
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Decision-dependent probabilities in stochastic programs with recourse by Hellemo, Lars, Barton, Paul I., Tomasgard, Asgeir

“… Our work presents modelling and application of decision-dependent uncertainty in mathematical programming including a taxonomy of stochastic programming recourse models with decision-dependent uncertainty…”
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A Class of stochastic programs with decision dependent uncertainty by Goel, Vikas, Grossmann, Ignacio E.

“… We present a hybrid mixed-integer disjunctive programming formulation for the stochastic program corresponding to this class of problems and hence extend the stochastic programming framework. A set of theoretical properties that lead to reduction in the size of the model is identified. A Lagrangean duality based branch and bound algorithm is also presented. [PUBLICATION ABSTRACT]…”
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Distributionally robust optimization with decision dependent ambiguity sets by Luo, Fengqiao, Mehrotra, Sanjay

“… These models arise in situations with endogenous uncertainty. The developed framework includes two-stage decision dependent distributionally robust stochastic programming as a special case…”
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Distributionally robust facility location problem under decision-dependent stochastic demand by Basciftci, Beste, Ahmed, Shabbir, Shen, Siqian

“… We reformulate a two-stage decision-dependent distributionally robust optimization model as a monolithic formulation, and then derive…”
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Condition-based maintenance optimization via stochastic programming with endogenous uncertainty by Leo, Egidio, Engell, Sebastian

“…•Integrated production planning and predictive maintenance optimization.•A novel stochastic programming formulation with decision-dependent uncertainty…”
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Computational strategies for non-convex multistage MINLP models with decision-dependent uncertainty and gradual uncertainty resolution by Tarhan, Bora, Grossmann, Ignacio E., Goel, Vikas

“… In order to account for the decision-dependent uncertainties and gradual uncertainty resolution, we propose a multistage stochastic programming model in which the non-anticipativity constraints…”
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A two-stage decision dependent stochastic approach for airline flight network expansion by Şafak, Özge, Çavuş, Özlem, Aktürk, M. Seli̇m

“… In this work, we propose a two-stage stochastic mixed integer nonlinear program (MINLP), which expands an existing flight schedule by operating new flights either…”
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Co-Optimized Parking Lot Placement and Incentive Design for Promoting PEV Integration Considering Decision-Dependent Uncertainties by Zeng, Bo, Feng, Jiahuan, Liu, Nian, Liu, Yixian

“…This article proposes a new planning framework for optimal allocation of parking lot (PL)-based charging infrastructures to facilitate the efficient…”
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The Economic Value of Improving Forecasting Accuracy in High Wind Penetrated Power Systems by Yin, Wenqian, Li, Yujia, Hou, Jiazuo, Hou, Yunhe

“…As the percentage of renewables in the energy mix keeps rising, improving forecast accuracy of renewable power output becomes increasingly essential for…”
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Data-driven maintenance and operations scheduling in power systems under decision-dependent uncertainty by Basciftci, Beste, Ahmed, Shabbir, Gebraeel, Nagi

“… In this study, we effectively model and solve an integrated condition-based maintenance and operations scheduling problem for a fleet of generators with an explicit consideration of decision…”
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Stochastic programming approaches for decision-dependent uncertainty and gradual uncertainty resolution by Tarhan, Bora

“… Chapter 2 presents a multistage stochastic programming model for the synthesis of process networks with decision-dependent uncertainties in yields that resolve gradually based on the investment and operating decision…”
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