Browsing by Author "Haneveld, Willem K. Klein"

Now showing items 1-7 of 7

2008-03-06Buch

A dynamic day-ahead paratransit planning problem

Cremers, Maria L.A.G.; Haneveld, Willem K. Klein; Vlerk, Maarten H. van der

We 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, ...
2013-04-02Buch

Convex approximations for totally unimodular integerrecourse models: A uniform error bound

Romeijnders, Ward; Vlerk, Maarten H. van der; Haneveld, Willem K. Klein

We 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. ...
2002-07-29Buch

Integrated chance constraints

Haneveld, Willem K. Klein; Vlerk, Maarten H. van der

We 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 ...
2003-07-04Buch

Integrated 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 short-term risk constraints in a strategic ALM model for Dutch pension funds. The problem is set up as a multi-stage recourse model, with special attention for ...
2000-05-24Buch

Optimizing electricity distribution using two-stage integer recourse models

Haneveld, Willem K. Klein; Vlerk, Maarten H. van der

We 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 ...
2012-10-31Buch

Optimizing existing railway timetables by means of stochastic programming

Vekas, Peter; Vlerk, Maarten H. van der; Haneveld, Willem K. Klein

We present some models to find the best allocation of a limited amount of so-called runningtime supplements (extra minutes added to a timetable to reduce delays) on a railway line. Bythe best allocation, we mean the solution ...
2005-01-10Buch

Simple Integer Recourse Models

Haneveld, Willem K. Klein; Stougie, Leen; Vlerk, Maarten H. van der

We consider the objective function of a simple recourse problem with fixed technology matrix and integer second-stage variables. Separability due to the simple recourse structure allows to study a one-dimensional version ...