Výsledky vyhľadávania - "STOCHASTIC PROGRAMS"

Release immediately or sequentially? Strategies for allocating scarce therapeutic resources during disease outbreaks Autor Singh, Bismark, Rebennack, Steffen

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A scenario decomposition algorithm for 0–1 stochastic programs Autor Ahmed, Shabbir

“…We propose a scenario decomposition algorithm for stochastic 0–1 programs. The algorithm recovers an optimal solution by iteratively exploring and cutting-off…”
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Distributionally Risk-Receptive and Robust Multistage Stochastic Integer Programs and Interdiction Models Autor Kang, Sumin, Bansal, Manish

“…In this paper, we study distributionally risk-receptive and distributionally robust (or risk-averse) multistage stochastic mixed-integer programs (denoted by…”
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A hybrid inverse optimization-stochastic programming framework for network protection Autor Allen, Stephanie, Terekhov, Daria, Gabriel, Steven A.

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Risk Averse Scheduling by a PEV Aggregator Under Uncertainty Autor Momber, Ilan, Siddiqui, Afzal, Gomez San Roman, Tomas, Soder, Lennart

“…Research on electric power systems has considered the impact of foreseeable plug-in electric vehicle (PEV) penetration on its regulation, planning, and…”
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Scenario tree reduction methods through clustering nodes Autor Chen, Zhiping, Yan, Zhe

“…•We design new scenario tree reduction algorithms through clustering tree nodes.•A new distance to measure the difference between two scenario trees is…”
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Augmented simulation methods for discrete stochastic optimization with recourse Autor Ekin, Tahir, Walker, Stephen, Damien, Paul

“…We develop an augmented simulation approach to solve discrete stochastic optimization problems by converting them into a grand simulation problem in the joint…”
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Bounds in multi-horizon stochastic programs Autor Maggioni, Francesca, Allevi, Elisabetta, Tomasgard, Asgeir

“…In this paper, we present bounds for multi-horizon stochastic optimization problems , a class of problems introduced in Kaut et al. (Comput Manag Sci…”
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Integrated maintenance and production planning with endogenous uncertain yield Autor Ekin, Tahir

“…•We introduce a novel integrated decision making framework for production planning and maintenance problems.•Stochastic endogenous (decision dependent) yield…”
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Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design Autor Crainic, Teodor Gabriel, Hewitt, Mike, Rei, Walter

“…We propose a methodological approach to build strategies for grouping scenarios as defined by the type of scenario decomposition, type of grouping, and the…”
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Lens law based optimization algorithm: a novel approach Autor Nayak, Byamakesh, Roy Choudhury, Tanmoy

“…The application of three different categories such as swarm-based, physics-based, and evolutionary-based techniques to various optimization problems related to…”
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Constraint programming-based transformation approach for a mixed fuzzy-stochastic resource investment project scheduling problem Autor Subulan, Kemal, Çakır, Gizem

“…In fuzzy mathematical programming literature, most of the transformation approaches were mainly focused on integer linear programs (ILPs) with fuzzy…”
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Adapting Progressive Hedging for Solving Two-Stage Stochastic Programs Under a Peer-to-Peer Computing Network Autor Du, Bin, Kong, Nan, Sun, Dengfeng

“…Following recent technology advances and increasing applications in peer-to-peer network computing, we explore the potential of using decentralized…”
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Quantitative Stability Analysis of Stochastic Generalized Equations Autor Liu, Yongchao, Römisch, Werner, Xu, Huifu

“…We consider the solution of a system of stochastic generalized equations (SGE) where the underlying functions are mathematical expectation of random set-valued…”
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Risk-Averse Stochastic Programming and Distributionally Robust Optimization Via Operator Splitting Autor de Oliveira, Welington

“…This work deals with a broad class of convex optimization problems under uncertainty. The approach is to pose the original problem as one of finding a zero of…”
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Stochastic hydrothermal unit commitment models via stabilized benders decomposition Autor Colonetti, Bruno, Finardi, Erlon Cristian

“…The high penetration of wind generation has prompted the development of stochastic hydrothermal unit commitment (SHTUC) models, which are more difficult to be…”
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Lagrangian decomposition for stochastic TIMES energy system optimization model Autor Zhu, Yujun, Ming, Ju

“…Energy system optimization models play an essential role in current decision support on topics including energy security, sustainable development and…”
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Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization Autor Chen, Zhiping, Yan, Zhe

“…We construct an arbitrage‐free scenario tree reduction model, from which some arbitrage‐free scenario tree reduction algorithms are designed. They ensure that…”
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Combination of moment-matching, Cholesky and clustering methods to approximate discrete probability distribution of multiple wind farms Autor Li, Jinghua, Zhu, Dunlin

“…This study focuses on approximating a reduced discrete probability distribution (RDPD) of wind power from the original discrete probability distribution…”
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On Maximizing Sampling Time of RF-Harvesting Sensor Nodes over Random Channel Gains Autor Yang, Changlin, Chin, Kwan-Wu, Liu, Ying

“…In the future, sensor nodes or Internet of Things (IoTs) will be tasked with sampling the environment. These nodes/devices are likely to be powered by a Hybrid…”
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