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检索条件"主题词=Stochastic Programming with Recourse"
22 条 记 录,以下是1-10 订阅
排序:
A Proposed Multi-Objective, Multi-Stage stochastic programming with recourse Model for Reservoir Management and Operation
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WATER RESOURCES RESEARCH 2021年 第10期57卷 e2020WR029200-e2020WR029200页
作者: Li, Jinshu Zhang, Wei Yeh, William W-G Univ Calif Los Angeles Dept Civil & Environm Engn Los Angeles CA 90095 USA China Three Gorges Corp Beijing Peoples R China Wuhan Univ Wuhan Peoples R China
We present a multi-objective, multi-stage stochastic programming with recourse model for reservoir management and operation, where we use utility theory to select the best compromise solution from the Pareto front. A ... 详细信息
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Scenario tree reduction in stochastic programming with recourse for hydropower operations
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WATER RESOURCES RESEARCH 2015年 第8期51卷 6359-6380页
作者: Xu, Bin Zhong, Ping-An Zambon, Renato C. Zhao, Yunfa Yeh, William W. -G. Hohai Univ Coll Hydrol & Water Resources Nanjing Jiangsu Peoples R China Univ Calif Los Angeles Dept Civil & Environm Engn Los Angeles CA 90095 USA Hohai Univ Natl Engn Res Ctr Water Resources Efficient Utili Nanjing Jiangsu Peoples R China Univ Sao Paulo Dept Hydraul & Environm Engn Polytech Sch Sao Paulo Brazil China Three Gorges Corp Beijing Peoples R China Univ Calif Los Angeles Dept Civil & Environm Engn Los Angeles CA USA
A stochastic programming with recourse model requires the consequences of recourse actions be modeled for all possible realizations of the stochastic variables. Continuous stochastic variables are approximated by scen... 详细信息
来源: 评论
Multi-sourcing under supply uncertainty and Buyer's risk aversion
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EURO JOURNAL ON COMPUTATIONAL OPTIMIZATION 2021年 9卷
作者: Chintapalli, Prashant Western Univ Ivey Business Sch London ON N6A 3K7 Canada
We address the combined problem of supplier (or vendor) selection and ordering decision when a buyer can choose to procure from multiple suppliers whose yields are uncertain and potentially correlated. We model this p... 详细信息
来源: 评论
A Complex Algorithm for Solving a Kind of stochastic programming
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Journal of Applied Mathematics and Physics 2020年 第6期8卷 1016-1030页
作者: Yunpeng Luo Xinshun Ma Department of Mathematics and Physics North China Electric Power University Baoding China
Considering that the probability distribution of random variables in stochastic programming usually has incomplete information due to a perfect sample data in many real applications, this paper discusses a class of tw... 详细信息
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The capacitated vehicle routing problem with evidential demands
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INTERNATIONAL JOURNAL OF APPROXIMATE REASONING 2018年 第Apr.期95卷 124-151页
作者: Helal, Nathalie Pichon, Frederic Porumbel, Daniel Mercier, David Lefevre, Eric Univ Artois EA 3926 Lab Genie Informat & Automat Artois LGI2A F-62400 Bethune France Conservatoire Natl Arts & Metiers EA 4629 F-75003 Paris France
We propose to represent uncertainty on customer demands in the Capacitated Vehicle Routing Problem (CVRP) using the theory of evidence. To tackle this problem, we extend classical stochastic programming modelling appr... 详细信息
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A recourse Approach for the Capacitated Vehicle Routing Problem with Evidential Demands  14th
A Recourse Approach for the Capacitated Vehicle Routing Prob...
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14th European Conference on Symbolic and Quantitative Approaches to Reasoning with Uncertainty (ECSQARU)
作者: Helal, Nathalie Pichon, Frederic Porumbel, Daniel Mercier, David Lefevre, Eric Univ Artois Lab Genie Informat & Automat Artois LGI2A EA 3926 F-62400 Bethune France Conservatoire Natl Arts & Metiers EA 4629 F-75003 Paris France
The capacitated vehicle routing problem with stochastic demands can be modelled using either the chance-constrained approach or the recourse approach. In previous works, we extended the former approach to address the ... 详细信息
来源: 评论
Parametric Forecasting and stochastic programming Models for Call-Center Workforce Scheduling
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M&SOM-MANUFACTURING & SERVICE OPERATIONS MANAGEMENT 2015年 第4期17卷 571-588页
作者: Gans, Noah Shen, Haipeng Zhou, Yong-Pin Korolev, Nikolay McCord, Alan Ristock, Herbert Univ Penn Wharton Sch Operat Informat & Decis Dept Philadelphia PA 19104 USA Univ N Carolina Dept Stat & Operat Res Chapel Hill NC 27599 USA Univ Hong Kong Sch Business Innovat & Informat Management Pok Fu Lam Hong Kong Peoples R China Univ Washington Michael G Foster Sch Business Dept Informat Syst & Operat Management Seattle WA 98195 USA Genesys Telecommun Labs Daly City CA 94014 USA
We develop and test an integrated forecasting and stochastic programming approach to workforce management in call centers. We first demonstrate that parametric forecasts, discretized using Gaussian quadrature, can be ... 详细信息
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Customer allocation and production optimization under plant outages
Customer allocation and production optimization under plant ...
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5th International Conference on Industrial Engineering and Systems Management (IEEE IESM)
作者: Dubedout, Hugues Negau, Nicoleta Dejax, Pierre Yeung, Thomas Air Liquide Claude Delorme Res Ctr Jouy En Josas France Ecole Mines Nantes IRCCyN Nantes France
We consider the allocation of customers and optimization of production planning over a single time period (e.g., 1 year). The problem consists of deciding customer allocation to production plants coupled to the decisi... 详细信息
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Comparative Statics Analysis of Multiproduct Newsvendor Networks Under Responsive Pricing
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OPERATIONS RESEARCH 2012年 第5期60卷 1111-1124页
作者: Bish, Ebru K. Zeng, Xin Liu, Juqi Bish, Douglas R. Virginia Tech Grado Dept Ind & Syst Engn Blacksburg VA 24061 USA
We propose a novel analytic approach for the comparative statics analysis of multiproduct multiresource newsvendor networks under responsive pricing. Our approach involves exploiting the properties of the primal mathe... 详细信息
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Incorporating geo-metallurgical information into mine production scheduling
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JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY 2011年 第1期62卷 60-68页
作者: Kumral, M. Inonu Univ Sch Engn TR-44280 Malatya Turkey
Economic characterization ofmining parcels depends upon geo-metallurgical properties, which vary throughout orebody. Mine production scheduling should aim to obtain maximum utility from orebody in such a way as to ens... 详细信息
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