Výsledky vyhľadávania - stochastic mixed integer quadratic programming

Risk-averse decision-making to maintain supply chain viability under propagated disruptions Autor Sawik, Tadeusz, Sawik, Bartosz

“…: minimisation of Conditional Cost-at-Risk and maximisation of Conditional Service-at-Risk. Then, the risk-averse viable production trajectory between the two boundaries is selected using a stochastic mixed integer quadratic programming model…”
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Multi-objective two-stage stochastic programming for adaptive interdisciplinary pain management with piecewise linear network transition models Autor Iqbal, Gazi Md Daud, Rosenberger, Jay, Chen, Victoria, Gatchel, Robert, Noe, Carl

“…). A multi-objective mixed integer linear program (MILP) is developed to optimize treatment strategies for patients based upon on these transition models…”
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A mixed integer programming model for multistage mean–variance post-tax optimization Autor Osorio, Maria A., Gulpinar, Nalan, Rustem, Berc

“… The tax rules are used with stochastic linear and mixed integer quadratic programming models to compute an overall tax and return-risk efficient multistage portfolio…”
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A general framework for multistage mean-variance post-tax optimization Autor Osorio, Maria A., Gülpınar, Nalan, Rustem, Berç

“…An investor’s decisions affect the way taxes are paid in a general portfolio investment, modifying the net redemption value and the yearly optimal portfolio…”
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Two-Stage Stochastic Energy Scheduling for Multi-Energy Rural Microgrids With Irrigation Systems and Biomass Fermentation Autor Li, Wanhao, Zou, Yunyang, Yang, Hongming, Fu, Xueqian, Xiang, Sheng, Li, Zhengmao

“… To handle the uncertainties in precipitation, reservoir inflows, renewable power generation as well as electrical and thermal load demands, a two-stage stochastic…”
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A stochastic programming model for the thermal optimal day-ahead bid problem with physical futures contracts Autor Corchero, Cristina, Heredia, F.-Javier

“… We propose a stochastic quadratic mixed-integer programming model which maximizes the expected profits, taking into account futures contracts settlement…”
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Dynamic Resource Allocation for Multi-Satellite Cooperation Networks: A Decentralized Scheme Under Statistical CSI Autor Zhao, Meihui, Yu, Hanxiao, Pan, Jianxiong, Jin, Yifeng, Lv, Guocheng, Jin, Ye

“… The original problem is a stochastic mixed-integer quadratic programming with the long-term accumulation nature, whose stochastic objective is first addressed by incorporating the outage probability constraint…”
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A novel dual‐decomposition method for non‐convex two‐stage stochastic mixed‐integer quadratically constrained quadratic problems Autor Belyak, Nikita, Oliveira, Fabricio

“…We propose the novel p ‐branch‐and‐bound method for solving two‐stage stochastic programming problems whose deterministic equivalents are represented by non‐convex mixed…”
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A Bilevel Stochastic Optimization Framework for Market-Oriented Transmission Expansion Planning Considering Market Power Autor Alnowibet, Khalid A., Alshamrani, Ahmad M., Alrasheedi, Adel F.

“… market power execution. A mixed-integer linear/quadratic programming (MILP/MIQP) reformulation of the stochastic…”
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Stochastic Optimization of Microgrids With Hybrid Energy Storage Systems for Grid Flexibility Services Considering Energy Forecast Uncertainties Autor Garcia-Torres, Felix, Bordons, Carlos, Tobajas, Javier, Real-Calvo, Rafael, Santiago, Isabel, Grieu, Stephane

“…This paper presents a stochastic framework for the optimization of microgrids that has the functionality of providing flexibility services to System Operators (SOs…”
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Stochastic Modeling of Natural Gas Infrastructure Development in Europe under Demand Uncertainty Autor Fodstad, Marte, Egging, Ruud, Midthun, Kjetil, Tomasgard, Asgeir

“…). We use a stochastic mixed integer quadratic model to analyze the impact of uncertainty about future natural gas consumption in Europe on optimal investments in pipelines…”
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A new optimal electricity market bid model solved through perspective cuts Autor Corchero, Cristina, Mijangos, Eugenio, Heredia, F.-Javier

“… In this work, the bilateral and physical futures contracts are included into the day-ahead market bid following MIBEL rules and a stochastic quadratic mixed-integer programming model is presented…”
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Exact and heuristic approaches for the index tracking problem with UCITS constraints Autor Scozzari, Andrea, Tardella, Fabio, Paterlini, Sandra, Krink, Thiemo

“…Index tracking aims at determining an optimal portfolio that replicates the performance of an index or benchmark by investing in a smaller number of…”
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Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic Autor Aldasoro, Unai, Merino, María, Pérez, Gloria

“… The model is formulated as a multistage stochastic mixed-integer quadratic programming problem combining risk-sensitive cost and scenario analysis approaches…”
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A stochastic MPC based approach to integrated energy management in microgrids Autor Zhang, Yan, Meng, Fanlin, Wang, Rui, Zhu, Wanlu, Zeng, Xiao-Jun

“…•An equivalent deterministic mixed integer quadratic programming is formulated based on the selected typical scenarios…”
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Quantitative stability of mixed-integer two-stage quadratic stochastic programs Autor Chen, Zhiping, Han, Youpan

“…For our introduced mixed-integer quadratic stochastic program with fixed recourse matrices, random recourse costs, technology matrix and right-hand sides, we study quantitative stability properties…”
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Stochastic short-term maintenance scheduling of GENCOs in an oligopolistic electricity market Autor Fotouhi Ghazvini, Mohammad Ali, Canizes, Bruno, Vale, Zita, Morais, Hugo

“…► Decision making under uncertainty. ► Stochastic Mixed Integer Quadratic Programming applied to short-term maintenance scheduling…”
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Container slot allocation and dynamic pricing of time-sensitive cargoes considering port congestion and uncertain demand Autor Wang, Tingsong, Tian, Xuecheng, Wang, Yadong

“…•Container slot allocation and pricing problem with uncertain shipping demand.•Two chance-constrained programming models under two slot allocation strategies…”
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Robust receding horizon control strategy for replenishment planning of pharmacy robotic dispensing systems Autor Dauod, Husam, Serhan, Duaa, Wang, Haifeng, Khader, Nourma, Won Yoon, Sang, Srihari, Krishnaswami

“…•Developed a robust mixed integer programming model to make replenishment decisions.•Proposed a robust receding horizon control strategy that considers stochastic variables…”
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Optimization of power production through coordinated use of hydroelectric and conventional power units Autor Doganis, Philip, Sarimveis, Haralambos

“… The methodology presented in this paper leads to the development of a convex mixed integer quadratic programming (MIQP…”
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