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检索条件"主题词=Stochastic Programming"
5168 条 记 录,以下是181-190 订阅
排序:
On a dual method for a specially structured linear programming problem with application to stochastic programming
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OPTIMIZATION METHODS & SOFTWARE 2002年 第3期17卷 445-492页
作者: Fábián, CI Prékopa, A Ruf-Fiedler, O Rutgers State Univ Rutgers Ctr Operat Res RUTCOR Piscataway NJ 08854 USA Eotvos Lorand Univ Dept OR H-1518 Budapest Hungary Swiss Reinsurance Co Life Dept Mythenquai 50 60 CH-8022 Zurich Switzerland
This article revises and improves on a Dual Type Method (DTM), developed by Prekopa. (Prekopa, A. (1990). Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete p... 详细信息
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On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse
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MATHEMATICAL METHODS OF OPERATIONS RESEARCH 1998年 第1期47卷 39-49页
作者: Pflug, GC Ruszczynski, A Schultz, R Univ Vienna Inst Stat & Operat Res A-1090 Vienna Austria Rutgers State Univ Dept Management Sci & Informat Syst Piscataway NJ 08854 USA
Expected recourse functions in linear two-stage stochastic programs with mixed-integer second stage are approximated by estimating the underlying probability distribution via empirical measures. Under mild conditions,... 详细信息
来源: 评论
Multiperiod portfolio investment using stochastic programming with conditional value at risk
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COMPUTERS & OPERATIONS RESEARCH 2017年 第May期81卷 305-321页
作者: Chen, Hung-Hsin Yang, Chang-Biau Natl Sun Yat Sen Univ Dept Comp Sci & Engn 70 Lienhai Rd Kaohsiung 80424 Taiwan
This paper proposes the portfolio stochastic programming (PSP) model and the stagewise portfolio stochastic programming (SPSP) model for investing in stocks in the Taiwan stock market. The SPSP model effectively reduc... 详细信息
来源: 评论
Challenges in stochastic programming
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MATHEMATICAL programming 1996年 第2期75卷 115-135页
作者: Wets, RJB Department of Mathematics University of California Davis USA
Remarkable progress has been made in the development of algorithmic procedures and the availability of software for stochastic programming problems. However, some fundamental questions have remained unexplored. This p... 详细信息
来源: 评论
Solving stochastic programming problems using new approach to Differential Evolution algorithm
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EGYPTIAN INFORMATICS JOURNAL 2017年 第2期18卷 75-86页
作者: Mohamed, Ali Wagdy Cairo Univ Inst Stat Studies & Res Operat Res Dept Giza 12613 Egypt
This paper presents a new approach to Differential Evolution algorithm for solving stochastic programming problems, named DESP. The proposed algorithm introduces a new triangular mutation rule based on the convex comb... 详细信息
来源: 评论
Equity valuation, production, and financial planning: A stochastic programming approach
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NAVAL RESEARCH LOGISTICS 2006年 第7期53卷 641-655页
作者: Xu, Xiaodong Birge, John R. Northwestern Univ Dept Ind Engn & Management Sci Evanston IL 60208 USA Univ Chicago Grad Sch Business Chicago IL 60637 USA
Most of the operations management literature assumes that a firm can always finance production decisions at an optimal level or borrow at a constant interest rate;however, operational decisions are constrained by limi... 详细信息
来源: 评论
A multistage stochastic programming approach for capital budgeting problems under uncertainty
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IMA JOURNAL OF MANAGEMENT MATHEMATICS 2013年 第1期24卷 89-110页
作者: Beraldi, Patrizia Violi, Antonio De Simone, Francesco Costabile, Massimo Massabo, Ivar Russo, Emilio Univ Calabria Dept Elect Informat & Syst I-87036 Arcavacata Di Rende CS Italy Univ Calabria Dept Business Adm I-87036 Arcavacata Di Rende CS Italy
This paper addresses the capital budgeting problem under uncertainty. In particular, we propose a multistage stochastic programming model aimed at selecting and managing a project portfolio. The dynamic uncertain evol... 详细信息
来源: 评论
Applying oracles of on-demand accuracy in two-stage stochastic programming - A computational study
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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2014年 第2期239卷 437-448页
作者: Wolf, Christian Fabian, Csaba I. Koberstein, Achim Suhl, Leena Univ Paderborn DS&OR Lab D-33098 Paderborn Germany Kecskemet Coll Dept Informat H-6000 Kecskemet Hungary Goethe Univ Frankfurt D-60323 Frankfurt Germany
Traditionally, two variants of the L-shaped method based on Benders' decomposition principle are used to solve two-stage stochastic programming problems: the aggregate and the disaggregate version. In this study w... 详细信息
来源: 评论
Computational complexity of stochastic programming problems
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MATHEMATICAL programming 2006年 第3期106卷 423-432页
作者: Dyer, M Stougie, L Univ Leeds Sch Comp Leeds W Yorkshire England Tech Univ Eindhoven Dept Math & Comp Sci Amsterdam Netherlands CWI NL-1009 AB Amsterdam Netherlands
stochastic programming is the subfield of mathematical programming that considers optimization in the presence of uncertainty. During the last four decades a vast quantity of literature on the subject has appeared. De... 详细信息
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Interval two-stage stochastic programming model under uncertainty for planning emission rights trading in the Yellow River basin of China
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ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH 2023年 第14期30卷 40298-40314页
作者: Yu, Qianwen Wu, Fengping Shen, Junyuan Xu, Xia Suzhou Univ Sci & Technol Business Sch Suzhou 215009 Peoples R China Hohai Univ Business Sch Nanjing 211100 Peoples R China Suzhou Inst Dev & Planning Studies Suzhou 215004 Peoples R China Tongling Univ Architectural Engn Sch Tongling 244000 Peoples R China
As a critical way to realize the optimal allocation of water environment capacity resources in the basin, emission rights trading faces multiple uncertainties, making it extremely hard and challenging to formulate app... 详细信息
来源: 评论