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A resource portfolio planning model using sampling-based stochastic programming and genetic algorithm

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  • Wang, K.-J.
  • Wang, S.-M.
  • Chen, J.-C.

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  • Wang, K.-J. & Wang, S.-M. & Chen, J.-C., 2008. "A resource portfolio planning model using sampling-based stochastic programming and genetic algorithm," European Journal of Operational Research, Elsevier, vol. 184(1), pages 327-340, January.
    • Handle: RePEc:eee:ejores:v:184:y:2008:i:1:p:327-340
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    References listed on IDEAS

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    1. Barut, M. & Sridharan, V, 2004. "Design and evaluation of a dynamic capacity apportionment procedure," European Journal of Operational Research, Elsevier, vol. 155(1), pages 112-133, May.
    2. Ehrgott, Matthias & Klamroth, Kathrin & Schwehm, Christian, 2004. "An MCDM approach to portfolio optimization," European Journal of Operational Research, Elsevier, vol. 155(3), pages 752-770, June.
    3. Swaminathan, Jayashankar M., 2000. "Tool capacity planning for semiconductor fabrication facilities under demand uncertainty," European Journal of Operational Research, Elsevier, vol. 120(3), pages 545-558, February.
    4. Pongcharoen, P. & Hicks, C. & Braiden, P. M., 2004. "The development of genetic algorithms for the finite capacity scheduling of complex products, with multiple levels of product structure," European Journal of Operational Research, Elsevier, vol. 152(1), pages 215-225, January.
    5. Alonso, Antonio & Escudero, Laureano F. & Teresa Ortuno, M., 2000. "A stochastic 0-1 program based approach for the air traffic flow management problem," European Journal of Operational Research, Elsevier, vol. 120(1), pages 47-62, January.
    6. Bashyam, T. C. A., 1996. "Competitive capacity expansion under demand uncertainty," European Journal of Operational Research, Elsevier, vol. 95(1), pages 89-114, November.
    7. Xia, Yusen & Wang, Shouyang & Deng, Xiaotie, 2001. "A compromise solution to mutual funds portfolio selection with transaction costs," European Journal of Operational Research, Elsevier, vol. 134(3), pages 564-581, November.
    8. Gritsevskyi, Andrii & Nakicenovi, Nebojsa, 2000. "Modeling uncertainty of induced technological change," Energy Policy, Elsevier, vol. 28(13), pages 907-921, November.
    9. Rajagopalan, S., 1994. "Capacity expansion with alternative technology choices," European Journal of Operational Research, Elsevier, vol. 77(3), pages 392-403, September.
    10. Li, Y. & Ip, W. H. & Wang, D. W., 1998. "Genetic algorithm approach to earliness and tardiness production scheduling and planning problem," International Journal of Production Economics, Elsevier, vol. 54(1), pages 65-76, January.
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    Cited by:

    1. Aydin, Nezir & Murat, Alper, 2013. "A swarm intelligence based sample average approximation algorithm for the capacitated reliable facility location problem," International Journal of Production Economics, Elsevier, vol. 145(1), pages 173-183.
    2. Santos, A.M.P. & Fagerholt, Kjetil & Laporte, Gilbert & Guedes Soares, C., 2022. "A stochastic optimization approach for the supply vessel planning problem under uncertain demand," Transportation Research Part B: Methodological, Elsevier, vol. 162(C), pages 209-228.
    3. Geng, Na & Jiang, Zhibin & Chen, Feng, 2009. "Stochastic programming based capacity planning for semiconductor wafer fab with uncertain demand and capacity," European Journal of Operational Research, Elsevier, vol. 198(3), pages 899-908, November.

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