Auflistung Volume 2014 nach Titel
Anzeige der Publikationen 3-6 von 6
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2014-04-16BuchMitigating Uncertainty via Compromise Decisions in Two-stage Stochastic Linear Programming Stochastic Programming (SP) has long been considered as a well-justified yet computationally challenging paradigm for practical applications. Computational studies in the literature often involve approximating a large ...
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2014-04-04BuchMulti-Objective Probabilistically Constrained Programming with Variable Risk: New Models and Applications We consider a class of multi-objective probabilistically constrained problems MOPCP with a joint chance constraint, a multi-row random technology matrix, and a risk parameter (i.e., the reliability level) defined as a ...
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2014-05-07BuchOn Distributionally Robust Multiperiod Stochastic Optimization This paper considers model uncertainty for multistage stochastic programs. The data and information structure of the baseline model is a tree, on which the decision problem is defined. We consider ambiguity neighborhoods ...
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2014-12-30BuchQuasi-Monte Carlo methods for linear two-stage stochastic programming problems Quasi-Monte Carlo algorithms are studied for generating scenarios to solve two-stage linear stochastic programming problems. Their integrands are piecewise linear-quadratic, but do not belong to the function spaces ...