Suchergebnisse - "stochastic linear programming"

Solving multistage stochastic linear programming via regularized linear decision rules: An application to hydrothermal dispatch planning von Nazare, Felipe, Street, Alexandre

“… •Linear decision rules are subject to overfit and high out-of-sample cost.•We propose a new AdaLASSO-based regularized two-stage linear decision rule …”
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Integrating mining loading and hauling equipment selection and replacement decisions using stochastic linear programming von Santelices, Gabriel, Pascual, Rodrigo, Lüer-Villagra, Armin, Mac Cawley, Alejandro, Galar, Diego

“… In order to fill this gap, we developed a stochastic model that combines the selection and equipment replacement problems, subject to a stochastic production rate constraint …”
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A fuzzy stochastic multi-objective optimization model to configure a supply chain considering new product development von Alizadeh Afrouzy, Zahra, Nasseri, Seyyed Hadi, Mahdavi, Iraj, Paydar, Mohammad Mahdi

“… •Designing a multi objective multi period multi product supply chain model.•Considering the SC configuration and the NPD simultaneously.•Optimum lunching time …”
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Multistage stochastic linear programming model for daily coordinated multi-reservoir operation von Lee, Yongdae, Kim, Sheung-Kown, Ko, Ick Hwan

“… Operation planning for a coordinated multi-reservoir is a complex and challenging task due to the inherent uncertainty in inflow. In this study, we suggest the …”
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Stochastic linear programming methods in limit load analysis and optimal plastic design under stochastic uncertainty von Marti, K., Stoeckl, G.

“… Then the total expected costs are minimized subject to the remaining deterministic constraints …”
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A high performance neural network model for solving chance constrained optimization problems von Nazemi, Alireza, Tahmasbi, Narges

“… This paper presents a neural network model to solve chance constrained optimization (CCO) problems. The main idea is to convert the chance constrained problem …”
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Planning the supply of rewards with cooperative promotion considerations in coalition loyalty programmes management von Cao, Yuheng, Nsakanda, Aaron L, Diaby, Moustapha

“… to redeem their accumulated 'reward points', subject to commercial partners' capacities for offering rewards, the firm's overall budget for purchasing rewards, and its control policy on points …”
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Stochastic optimization methods in optimal engineering design under stochastic uncertainty von Marti, K.

“… Problems from optimal plastic design are based on the convex, linear or linearized yield/strength condition and the linear equilibrium equation for the generic …”
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Stochastic Linear Programming von MILLHAM, CHARLES BLANCHARD

“… The maximization (or minimization) of a linear function, called the objective function, subject to a set of linear constraints is called linear programming …”
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Response surface analysis of two-stage stochastic linear programming with recourse von Bailey, Thomas Glenn

“… This research investigates a special class of stochastic linear programs known as two-stage stochastic linear programming with relatively complete and fixed recourse …”
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Energy evaluation method and its optimization models for process planning with stochastic characteristics: A case study in disassembly decision-making von Tian, Guangdong, Liu, Yumei, Ke, Hua, Chu, Jiangwei

“… In this paper, a disassembly network is established, in which lengths of arc are stochastic variables with a specified power subject to specified distributions and denote removal times of parts …”
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Risk aversion energy management in the networked microgrids with presence of renewable generation using decentralised optimisation approach von Ghaemi, Sina, Salehi, Javad, Hamzeh Aghdam, Farid

“… Energy management problem is regarded as an important subject in the networked microgrids (MGs …”
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A method for optimal cut-off grade policy in open pit mining operations under uncertain supply von Khan, Asif, Asad, Mohammad Waqar Ali

“… This paper shares a two-stage stochastic linear programming based …”
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Algorithmic Approaches to Inventory Management Optimization von Perez, Hector D., Hubbs, Christian D., Li, Can, Grossmann, Ignacio E.

“… ) deterministic linear programming, (2) multi-stage stochastic linear programming, and (3) reinforcement learning …”
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An expanded database structure for a class of multi-period, stochastic mathematical programming models for process industries von Gupta, Narain, Dutta, Goutam, Fourer, Robert

“… The model maximizes the expected contribution (to profit), subject to constraints of material balance, facility capacity, facility input, facility output, inventory balance constraints, and additional constraints for non-anticipativity …”
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An Approach to Financial Planning of Retirement Pensions with Scenario-Dependent Correlation Matrixes and Convex Risk Measures von Ziemba, William T.

“… The article describes an approach to asset-liability modeling using discrete time stochastic linear programming …”
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Optimization of static wind power investment in the Australian national electricity market von Forsyth, Sebastian, Mahmoudi, Nadali, Saha, Tapan

“… This paper studies the Australian market conditions and subsidies in place to promote the growth of wind power through the use of a stochastic linear programming model …”
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A chance constrained approach for uplink wireless OFDMA networks von Nunez, Belarmino, Adasme, Pablo, Soto, Ismael, Jianqiang Cheng, Letournel, Marc, Lisser, Abdel

“… ) wireless OFDMA network. For this purpose, we formulate the problem as a stochastic linear programming (SLP) problem …”
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Supply chain risk management: Models and algorithms von Tokou, Helene

“… Assuming a finite number of the possible future events (scenarios) have been identified, we describe a two-stage stochastic linear programming model in which the …”
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Pricing and Hedging of Contingent Claims in Incomplete Markets von Camcı, Ahmet

“… In this thesis, we analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case. We work on both …”
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