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Browsing by Author "Vlerk, Maarten H. van der"
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20080306BuchA dynamic dayahead paratransit planning problem Cremers, Maria L.A.G.; Haneveld, Willem K. Klein; Vlerk, Maarten H. van derWe consider a dynamic planning problem for the transport of elderly and disabled people. The focus is on a decision to make one day ahead:which requests to serve with own vehicles, and which ones to assign to subcontractors, ...

20030630BuchApproximation in stochastic integer programming Stougie, Leen; Vlerk, Maarten H. van derApproximation algorithms are the prevalent solution methods in the field of stochastic programming. Problems in this field are very hard to solve. Indeed, most of the research in this field has concentrated on designing ...

20050411BuchConvex approximations for a class of mixedinteger recourse models Vlerk, Maarten H. van derWe consider mixedinteger recourse (MIR) models with a single recourse constraint. We relate the secondstage value function of such problems to the expected simple integer recourse (SIR) shortage function. This allows to ...

20020526BuchConvex approximations for complete integer recourse models Vlerk, Maarten H. van derWe consider convex approximations of the expected value function of a twostage integer recourse problem. The convex approximations are obtained by perturbing the distribution of the random righthand side vector. It is ...

20130402BuchConvex approximations for totally unimodular integerrecourse models: A uniform error bound Romeijnders, Ward; Vlerk, Maarten H. van der; Haneveld, Willem K. KleinWe consider a class of convex approximations for totally unimodular (TU) integer recourse models and derive a uniform error bound by exploiting properties of the total variation of the probability density functions involved. ...

20121221BuchConvex hull approximation of TU integer recourse models:Counterexamples, sufficient conditions, and special cases Romeijnders, Ward; Vlerk, Maarten H. van derWe consider a convex approximation for integer recourse models. In particular, we showthat the claim of Van der Vlerk (2004) that this approximation yields the convex hull of totallyunimodular (TU) integer recourse models ...

20020422BuchExact solutions to a class of stochastic generalized assignment problems AlbaredaSambola, Maria; Vlerk, Maarten H. van der; Fernandez, ElenaThis paper deals with a stochastic Generalized Assignment Problem with recourse. Only a random subset of the given set of jobs will require to be actually processed. An assignment of each job to an agent is decided a priori, ...

20020729BuchIntegrated chance constraints reduced forms and an algorithmHaneveld, Willem K. Klein; Vlerk, Maarten H. van derWe consider integrated chance constraints (ICC), which provide quantitative alternatives for traditional chance constraints. We derive explicit polyhedral descriptions for the convex feasible sets induced by ICCs, for the ...

20030704BuchIntegrated chance constraints in an ALM model for pension funds Vlerk, Maarten H. van der; Haneveld, Willem K. Klein; Streutker, Matthijs H.We discuss integrated chance constraints in their role of shortterm risk constraints in a strategic ALM model for Dutch pension funds. The problem is set up as a multistage recourse model, with special attention for ...

20010606BuchModeling farmers' response to uncertain rainfall in Burkina Faso a stochastic programming approachMaatman, Arno; Schweigman, Caspar; Ruijs, Arjan; Vlerk, Maarten H. van derFarmers on the Central Plateau of Burkina Faso in West Africa cultivate under precarious conditions. Rainfall variability is extremely high in this area, and accounts for much of the uncertainty surrounding the farmers? ...

20020502BuchOn Multiple Simple Recourse models Vlerk, Maarten H. van derWe consider multiple simple recourse (MSR) models, both continuous and integer versions, which generalize the corresponding simple recourse (SR) models by allowing for a refined penalty cost structure for individual shortages ...

20000524BuchOptimizing electricity distribution using twostage integer recourse models Haneveld, Willem K. Klein; Vlerk, Maarten H. van derWe consider two planning problems faced by an electricity distributor. Electricity can be obtained both from power plants and small generators such as hospitals and greenhouses, whereas the future demand for electricity ...

20121031BuchOptimizing existing railway timetables by means of stochastic programming Vekas, Peter; Vlerk, Maarten H. van der; Haneveld, Willem K. KleinWe present some models to find the best allocation of a limited amount of socalled runningtime supplements (extra minutes added to a timetable to reduce delays) on a railway line. Bythe best allocation, we mean the solution ...

20050110BuchSimple Integer Recourse Models Convexity and Convex ApproximationsHaneveld, Willem K. Klein; Stougie, Leen; Vlerk, Maarten H. van derWe consider the objective function of a simple recourse problem with fixed technology matrix and integer secondstage variables. Separability due to the simple recourse structure allows to study a onedimensional version ...

20030621BuchSimplification of recourse models by modification of recourse data Vlerk, Maarten H. van derWe consider modification of the recourse data, consisting of the secondstage parameters and the underlying distribution, as an approximation technique for solving twostage recourse problems. This approach is applied to ...