Search Results - Deterministic Equivalent Stochastic Linear Programming
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l1-gain performance analysis and positive filter design for positive discrete-time Markov jump linear systems: A linear programming approach
ISSN: 0005-1098, 1873-2836Published: Kidlington Elsevier Ltd 2014Published in Automatica (Oxford) (2014)“…) by using a linear programming (LP) approach. First, by constructing a linear stochastic Lyapunov function and introducing an “equivalent…”
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Stochastic resource leveling in projects with flexible structures
ISSN: 0305-0548, 1873-765XPublished: Elsevier Ltd 01.09.2024Published in Computers & operations research (01.09.2024)“…•Investigate stochastic resource leveling in projects with flexible structures.•Offer a stochastic programming-based algorithm and a differential evolution algorithm…”
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Component procurement and end product assembly in an uncertain supply and demand environment
ISSN: 0020-7543, 1366-588XPublished: London Taylor & Francis 01.02.2015Published in International journal of production research (01.02.2015)“… We present a stochastic linear programming model of the problem which we solve using its deterministic equivalent with a finite number of scenarios…”
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Planning logistics operations in the oil industry
ISSN: 0160-5682, 1476-9360Published: London Taylor & Francis 01.11.2000Published in The Journal of the Operational Research Society (01.11.2000)“… formulation with uncertainty in the product demands and spot supply costs (DROPS), whose solution process utilizes the deterministic equivalent linear programming problem…”
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A Chance Constrained Approach to Fractional Programming with Random Numerator
ISSN: 1570-1166, 2214-2487, 1572-9214, 2214-2495Published: Dordrecht Springer Netherlands 01.12.2009Published in Journal of mathematical modelling and algorithms (01.12.2009)“… A deterministic equivalent of the stochastic linear fractional programming formulation has been obtained and a subsidiary convex program is given to solve the deterministic…”
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Stochastic stability analysis and L∞-gain controller design for positive Markov jump systems with time-varying delays
ISSN: 1751-570XPublished: Elsevier Ltd 01.11.2016Published in Nonlinear analysis. Hybrid systems (01.11.2016)“… (MJSs) in continuous-time context by means of a linear programming (LP) technique. Firstly, by introducing an equivalent deterministic positive continuous-time…”
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A simple heuristic for reducing the number of scenarios in two-stage stochastic programming
ISSN: 0098-1354, 1873-4375Published: Elsevier Ltd 01.08.2010Published in Computers & chemical engineering (01.08.2010)“… The original stochastic programming model is converted into a deterministic equivalent using the reduced set of scenarios…”
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A Stochastic Optimization Approach to the Design of Shale Gas/Oil Wastewater Treatment Systems with Multiple Energy Sources under Uncertainty
ISSN: 2071-1050, 2071-1050Published: Basel MDPI AG 05.09.2019Published in Sustainability (05.09.2019)“…The production of shale gas and oil is associated with the generation of substantial amounts of wastewater. With the growing emphasis on sustainable…”
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Effects of Probability Function on the Performance of Stochastic Programming
ISSN: 2251-9904, 2423-3935Published: Islamic Azad University, Qazvin Branch 01.03.2018Published in Journal of optimization in industrial engineering (01.03.2018)“…Stochastic programming is a valuable optimization tool where used when some or all of the design parameters of an optimization problem are defined by stochastic variables rather than by deterministic quantities…”
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The augmented system variant of IPMs in two-stage stochastic linear programming computation
ISSN: 0377-2217, 1872-6860Published: Amsterdam Elsevier B.V 01.09.1997Published in European journal of operational research (01.09.1997)“…The application of interior point methods (IPM) to solve the deterministic equivalent of two-stage stochastic linear programming problems is a known and natural idea…”
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On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
ISSN: 0377-2217, 1872-6860Published: Amsterdam Elsevier B.V 16.02.2016Published in European journal of operational research (16.02.2016)“…) along a given horizon. It can be considered as a mixture of the two risk averse measures based on first- and second-order stochastic dominance constraints induced by mixed integer-linear recourse, respectively…”
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Double-sided stochastic chance-constrained linear fractional programming model for managing irrigation water under uncertainty
ISSN: 0022-1694, 1879-2707Published: Elsevier B.V 01.09.2018Published in Journal of hydrology (Amsterdam) (01.09.2018)“…•A double-side stochastic chance-constrained linear fractional programming (DSCLFP) model is developed under uncertainty…”
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Joint Distribution Network and Renewable Energy Expansion Planning Considering Demand Response and Energy Storage-Part I: Stochastic Programming Model
ISSN: 1949-3053, 1949-3061Published: IEEE 01.03.2018Published in IEEE transactions on smart grid (01.03.2018)“… The problem is formulated as a stochastic-programming-based model driven by the maximization…”
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A Novel Approach for Efficiency Evaluation in Data Envelopment Analysis Framework with Fuzzy Stochastic Variables
ISSN: 1562-2479, 2199-3211Published: Heidelberg Springer Nature B.V 01.04.2025Published in International journal of fuzzy systems (01.04.2025)“…) are proposed, and deterministic equivalent interval DEA models with linear constraints are provided to address this problem…”
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Chance constrained programming approaches to congestion in stochastic data envelopment analysis
ISSN: 0377-2217, 1872-6860Published: Amsterdam Elsevier B.V 01.06.2004Published in European journal of operational research (01.06.2004)“… with their “deterministic equivalents.” This leads to a class of non-linear problems. However, it is shown to be possible to avoid some of the need for dealing with these non-linear…”
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A stochastic optimization approach to the design and operation planning of a hybrid renewable energy system
ISSN: 0306-2619, 1872-9118Published: Elsevier Ltd 01.08.2019Published in Applied energy (01.08.2019)“…•A stochastic approach is proposed to consider the uncertainty in energy profiles.•The model is formulated with mixed-integer linear programming…”
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Fault Location Observability Using Phasor Measurement Units in a Power Network Through Deterministic and Stochastic Algorithms
ISSN: 1532-5008, 1532-5016Published: Philadelphia Taylor & Francis 07.02.2019Published in Electric power components and systems (07.02.2019)“…This article studies deterministic and stochastic algorithms for placing minimum number of phasor measurement units (PMUs…”
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Using different dominance criteria in stochastic fuzzy linear multiobjective programming: A case of fuzzy weighted objective function
ISSN: 0895-7177, 1872-9479Published: Oxford Elsevier Ltd 01.01.2003Published in Mathematical and computer modelling (01.01.2003)“…In this paper, a stochastic fuzzy linear multiobjective programming problem is introduced and transformed to a stochastic fuzzy linear programming problem by utilizing a suggested approach of weighted objective function…”
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On the Value of Community Association for Microgrid Development: Learnings from Multiple Deterministic and Stochastic Planning Designs
ISSN: 2076-3417, 2076-3417Published: Basel MDPI AG 01.07.2021Published in Applied sciences (01.07.2021)“… This research seeks to quantify the potential benefits of urban community microgrids, based on the development of planning models with deterministic and stochastic optimization approaches…”
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Deterministic Conversion of Uncertain Manpower Planning Optimization Problem
ISSN: 1063-6706, 1941-0034Published: New York IEEE 01.10.2018Published in IEEE transactions on fuzzy systems (01.10.2018)“…Manpower planning is a very important component of human resource management. However, there are many indeterminate factors that should be taken into…”
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