Výsledky vyhledávání - stochastic integer programming

Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: A multi-stage stochastic integer programming approach Autor Maier, Sebastian, Polak, John W., Gann, David M.

“…•Introduces a valuation approach for portfolios of interdependent real options.•Uses influence diagrams to graphically model interdependencies between real…”
Získat plný text

Regional-scale electric power system planning under uncertainty—A multistage interval-stochastic integer linear programming approach Autor Li, Y.F., Huang, G.H., Li, Y.P., Xu, Y., Chen, W.T.

“… (EPS) planning under uncertainty that is based on a multistage interval-stochastic integer linear programming method…”
Získat plný text

Inexact fuzzy-stochastic mixed integer programming approach for long-term planning of waste management–––Part B: Case study Autor Guo, P., Huang, G.H.

“…In this study, a solid waste decision-support system was developed for the long-term planning of waste management in the City of Regina, Canada. Interactions…”
Získat plný text

Multistage Stochastic Unit Commitment Using Stochastic Dual Dynamic Integer Programming Autor Zou, Jikai, Ahmed, Shabbir, Sun, Xu Andy

“… We propose a new type of decomposition algorithm, based on the recently proposed framework of stochastic dual dynamic integer programming (SDDiP…”
Získat plný text

Simulation and Stochastic Integer Programming Approach to Wildfire Initial Attack Planning Autor Ntaimo, Lewis, Gallego-Arrubla, Julian A, Gan, Jianbang, Stripling, Curt, Young, Joshua, Spencer, Thomas

“… To address the deployment and dispatch problem, we combine fire behavior simulation and a two-stage stochastic integer programming model called the explicit fire growth response model (EFGRM…”
Získat plný text

Inexact fuzzy-stochastic mixed-integer programming approach for long-term planning of waste management – Part A: Methodology Autor Guo, P., Huang, G.H.

“…In this study, an inexact fuzzy chance-constrained two-stage mixed-integer linear programming (IFCTIP…”
Získat plný text

A multi-stage stochastic integer programming approach for locating electric vehicle charging stations Autor Kadri, Ahmed Abdelmoumene, Perrouault, Romain, Boujelben, Mouna Kchaou, Gicquel, Céline

“…Electric vehicles (EVs) represent one of the promising solutions to face environmental and energy concerns in transportation. Due to the limited range of EVs,…”
Získat plný text

An approximate dynamic programming approach for multi-stage stochastic lot-sizing under a Decision–Hazard–Decision information structure Autor Spitzer, Victor, Gicquel, Céline, Gurevsky, Evgeny, Sanson, François

Získat plný text

Mature offshore oil field development: Solving a real options problem using stochastic dual dynamic integer programming Autor Bakker, Steffen J., Kleiven, Andreas, Fleten, Stein-Erik, Tomasgard, Asgeir

“… of a portfolio of interdependent options. We formulate a multistage stochastic integer programming model that incorporates a detailed representation of the uncertain oil price, and demonstrate how such a complex real options problem…”
Získat plný text

Integer set reduction for stochastic mixed-integer programming Autor Venkatachalam, Saravanan, Ntaimo, Lewis

“…Two-stage stochastic mixed-integer programs (SMIPs) with general integer variables in the second-stage are generally difficult to solve…”
Získat plný text

Stochastic dual dynamic integer programming Autor Zou, Jikai, Ahmed, Shabbir, Sun, Xu Andy

“…Multistage stochastic integer programming (MSIP) combines the difficulty of uncertainty, dynamics, and non-convexity, and constitutes a class of extremely challenging problems…”
Získat plný text

Two-stage stochastic mixed-integer nonlinear programming model for post-wildfire debris flow hazard management: Mitigation and emergency evacuation Autor 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…”
Získat plný text

A study of progressive hedging for stochastic integer programming Autor Christiansen, Jeffrey, Dandurand, Brian, Eberhard, Andrew, Oliveira, Fabricio

“…) to stochastic mixed-integer programming (SMIP) problems, we provide theoretical support for the inclusion of integer variables, bridging the gap between theory and practice…”
Získat plný text

Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization Autor Zhang, Shixuan, Sun, Xu Andy

“…In this paper, we study multistage stochastic mixed-integer nonlinear programs (MS-MINLP). This general class of problems encompasses, as important special…”
Získat plný text

Valid Inequalities and Integer Programming Formulations for Stochastic Integer Programming and Some Machine Learning Problems Autor Chen, Rui

“…We study valid inequalities for solving stochastic integer programs and integer programs arising from machine learning applications…”
Získat plný text

Stochastic integer programming models for reducing wastages and shortages of blood products at hospitals Autor Gunpinar, Serkan, Centeno, Grisselle

“… This paper presents integer programming models to minimize the total cost, shortage and wastage levels of blood products at a hospital within a planning horizon…”
Získat plný text

A stochastic programming approach to cash management in banking Autor Castro, Jordi

“… From historical data we can obtain a discrete probability distribution of this demand, which allows the application of stochastic programming techniques…”
Získat plný text

Platelet ordering policies at hospitals using stochastic integer programming model and heuristic approaches to reduce wastage Autor Rajendran, Suchithra, Ravindran, A. Ravi

“…•Stochastic integer programming model is developed to determine ordering policy.•Model is computationally complex and hence three heuristic policies are proposed…”
Získat plný text

A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems Autor Lulli, Guglielmo, Sen, Suvrajeet

“…In this paper, we present a branch-and-price method to solve special structured multistage stochastic integer programming problems…”
Získat plný text

A multi-stage stochastic integer programming approach for a multi-echelon lot-sizing problem with returns and lost sales Autor Quezada, Franco, Gicquel, Céline, Kedad-Sidhoum, Safia, Vu, Dong Quan

“…•It is modelled as a multi-stage stochastic integer program and solved by a Branch & Cut algorithm.•We propose a new family of tree valid inequalities generated by a mixing procedure…”
Získat plný text