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- Stochastic Programming E-print Series (SPEPS)
- Volume 2004
- Auflistung Volume 2004 nach Autor
Auflistung Volume 2004 nach Autor "Ahmed, Shabbir"
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2004-02-21BuchA branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem Guan, Yongpei; Ahmed, Shabbir; Nemhauser, George L.This paper addresses a multi-stage stochastic integer programming formulation of the uncapacitated lot-sizing problem under uncertainty. We show that the classical $(\mathcal{l}, S)$ inequalities for the deterministic ...
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2004-04-16BuchMean-risk objectives in stochastic programming Ahmed, ShabbirTraditional stochastic programming is risk neutral in the sense that it is concerned with the optimization of an expectation criterion. A common approach to addressing risk in decision making problems is to consider a ...