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   Articles with "stochastic programming" as a keyword



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The policy graph decomposition of multistage stochastic programming problems

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recommendations! Published in 2020 at "Networks"

DOI: 10.1002/net.21932

Abstract: Funding information We propose the policy graph as a structured way of formulating a general class of multistage stochastic programming problems in away that leads to a natural decomposition. We also propose an extension to… read more here.

Keywords: programming; stochastic programming; programming problems; multistage stochastic ... See more keywords
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Large Deviations of Empirical Estimates in the Stochastic Programming Problem with Nonstationary Observations and Continuous Time

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recommendations! Published in 2019 at "Cybernetics and Systems Analysis"

DOI: 10.1007/s10559-019-00187-8

Abstract: The paper considers a stochastic programming problem with the empirical function constructed based on nonstationary observations and continuous time. A random process, stationary in a narrow sense and satisfying the strong mixing condition is investigated… read more here.

Keywords: programming problem; stochastic programming; nonstationary observations; observations continuous ... See more keywords
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On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems

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recommendations! Published in 2019 at "Computational Optimization and Applications"

DOI: 10.1007/s10589-019-00104-x

Abstract: We consider well-known decomposition techniques for multistage stochastic programming and a new scheme based on normal solutions for stabilizing iterates during the solution process. The given algorithms combine ideas from finite perturbation of convex programs… read more here.

Keywords: decomposition methods; decomposition; multistage stochastic; stochastic programming ... See more keywords
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Train timetabling at rapid rail transit lines: a robust multi-objective stochastic programming approach

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recommendations! Published in 2017 at "Operational Research"

DOI: 10.1007/s12351-016-0232-2

Abstract: Abstract In the setting of public transportation system, improving the service quality as well as robustness against uncertainty through minimizing the total waiting times of passengers is a real issue. This study proposed robust multi-objective… read more here.

Keywords: programming; stochastic programming; multi objective; robust multi ... See more keywords
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A stochastic programming approach for offshore flight scheduling

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recommendations! Published in 2020 at "IFAC-PapersOnLine"

DOI: 10.1016/j.ifacol.2021.04.068

Abstract: Abstract In this paper, we propose a stochastic programming approach to perform optimal and robust offshore flight scheduling from a service level perspective, reducing flight delays. The two-stage stochastic programming is reduced to a deterministic… read more here.

Keywords: flight scheduling; flight; stochastic programming; offshore flight ... See more keywords
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A robust fuzzy stochastic programming for sustainable procurement and logistics under hybrid uncertainty using big data

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recommendations! Published in 2020 at "Journal of Cleaner Production"

DOI: 10.1016/j.jclepro.2020.120640

Abstract: Abstract Today, in many organizations, the debate about the difference in core capabilities has become an important factor for market competition. Companies, based on the field of activity, decide to strengthen some of their capabilities,… read more here.

Keywords: big data; fuzzy stochastic; uncertainty; stochastic programming ... See more keywords
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A stochastic programming approach for the optimization of gas detector placement in offshore platforms

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recommendations! Published in 2019 at "Ocean Engineering"

DOI: 10.1016/j.oceaneng.2019.106223

Abstract: Abstract In offshore platforms, effective gas detection system is an essential layer of protection for preventing potential gas release accident from turning to fire and explosion disasters. However, according to statistics the actual efficiency of… read more here.

Keywords: gas; gas detector; optimization; programming approach ... See more keywords
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Risk-averse stochastic programming approach for microgrid planning under uncertainty

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recommendations! Published in 2017 at "Renewable Energy"

DOI: 10.1016/j.renene.2016.08.064

Abstract: In the planning of isolated microgrids aiming for a small carbon footprint, the penetration of renewable energy resources is expected to be high. Energy supply from renewable sources are highly variable and renewable energy sources… read more here.

Keywords: risk; stochastic programming; energy; renewable energy ... See more keywords
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An uncertain optimization method for overall ballistics based on stochastic programming and a neural network surrogate model

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recommendations! Published in 2019 at "Engineering Optimization"

DOI: 10.1080/0305215x.2018.1484122

Abstract: ABSTRACT A nonlinear stochastic programming method is proposed in this article to deal with the uncertain optimization problems of overall ballistics. First, a general overall ballistic dynamics model is achieved based on classical interior ballistics,… read more here.

Keywords: uncertain optimization; stochastic programming; method; model ... See more keywords
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Production planning with a two-stage stochastic programming model in a kitting facility under demand and yield uncertainties

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recommendations! Published in 2020 at "International Journal of Management Science and Engineering Management"

DOI: 10.1080/17509653.2019.1710301

Abstract: ABSTRACT The main objective of this study is to develop a two-stage stochastic programming framework for lot-sizing and scheduling the production activities at a kitting facility to support a manufacturing plant. The novelty of the… read more here.

Keywords: stage stochastic; production; stochastic programming; two stage ... See more keywords
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Process flexibility design in heterogeneous and unbalanced networks: A stochastic programming approach

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recommendations! Published in 2017 at "IISE Transactions"

DOI: 10.1080/24725854.2017.1299953

Abstract: ABSTRACT Most studies of process flexibility design have focused on homogeneous networks, whereas production systems in practice usually differ in many aspects, such as plant efficiency and product profitability. This research investigates the impacts of… read more here.

Keywords: flexibility design; stochastic programming; unbalanced networks; process flexibility ... See more keywords