Browsing Volume 2002 by Subject "convex approximation"

Now showing items 1-3 of 3

2002-05-26Buch

Convex approximations for complete integer recourse models

Vlerk, Maarten H. van der

We consider convex approximations of the expected value function of a two-stage integer recourse problem. The convex approximations are obtained by perturbing the distribution of the random right-hand side vector. It is ...
2002-04-22Buch

Exact solutions to a class of stochastic generalized assignment problems

Albareda-Sambola, Maria; Vlerk, Maarten H. van der; Fernandez, Elena

This 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, ...
2002-05-02Buch

On Multiple Simple Recourse models

Vlerk, Maarten H. van der

We 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 ...