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Stochastic Linear Programming

Citations

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Cited by:

  1. Pu Huang & Dharmashankar Subramanian, 2012. "Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints," Computational Management Science, Springer, vol. 9(4), pages 441-458, November.
  2. Baldwin, Katherine L. & Foster, Ken & Jones, Keithly, 2011. "A stochastic approach to evaluating livestock marketing policy initiatives," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 6(2), pages 1-14, September.
  3. Csaba Fábián & Olga Papp & Krisztián Eretnek, 2013. "Implementing the simplex method as a cutting-plane method, with a view to regularization," Computational Optimization and Applications, Springer, vol. 56(2), pages 343-368, October.
  4. Nickel, Stefan & Saldanha-da-Gama, Francisco & Ziegler, Hans-Peter, 2012. "A multi-stage stochastic supply network design problem with financial decisions and risk management," Omega, Elsevier, vol. 40(5), pages 511-524.
  5. El-Shazly, Fawzy A. & Mansour, Mahmoud E. E. & Ahmed, Mousa A. & Shehata, Emad A., 2009. "التركيب المحصولى المصرى فى ظل المخاطرة والمتغيرات المحلية والدولية [Egyptian Cropping Pattern Under Risk and Varying Domestic and International Circumstances]," MPRA Paper 42634, University Library of Munich, Germany, revised 04 Oct 2009.
  6. Wim Ackooij, 2017. "A comparison of four approaches from stochastic programming for large-scale unit-commitment," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 5(1), pages 119-147, March.
  7. Olivier Klopfenstein, 2010. "Solving chance-constrained combinatorial problems to optimality," Computational Optimization and Applications, Springer, vol. 45(3), pages 607-638, April.
  8. Bernhard Hasche & Rüdiger Barth & Derk Jan Swider, 2007. "Effects of Improved Wind Forecasts on Operational Costs in the German Electricity System," Energy and Environmental Modeling 2007 24000017, EcoMod.
  9. Christian Valente & Gautam Mitra & Mustapha Sadki & Robert Fourer, 2009. "Extending Algebraic Modelling Languages for Stochastic Programming," INFORMS Journal on Computing, INFORMS, vol. 21(1), pages 107-122, February.
  10. Chassein, André & Goerigk, Marc & Kasperski, Adam & Zieliński, Paweł, 2020. "Approximating combinatorial optimization problems with the ordered weighted averaging criterion," European Journal of Operational Research, Elsevier, vol. 286(3), pages 828-838.
  11. Marla, Lavanya & Rikun, Alexander & Stauffer, Gautier & Pratsini, Eleni, 2020. "Robust modeling and planning: Insights from three industrial applications," Operations Research Perspectives, Elsevier, vol. 7(C).
  12. Beltran-Royo, C. & Escudero, L.F. & Zhang, H., 2016. "Multiperiod Multiproduct Advertising Budgeting: Stochastic Optimization Modeling," Omega, Elsevier, vol. 59(PA), pages 26-39.
  13. Zhou, Feng & Huang, Gordon H. & Chen, Guo-Xian & Guo, Huai-Cheng, 2009. "Enhanced-interval linear programming," European Journal of Operational Research, Elsevier, vol. 199(2), pages 323-333, December.
  14. Ben Abdelaziz, Fouad & Masri, Hatem, 2010. "A compromise solution for the multiobjective stochastic linear programming under partial uncertainty," European Journal of Operational Research, Elsevier, vol. 202(1), pages 55-59, April.
  15. Fábián, Csaba I., 2008. "Handling CVaR objectives and constraints in two-stage stochastic models," European Journal of Operational Research, Elsevier, vol. 191(3), pages 888-911, December.
  16. Mr. Udaibir S Das & Miss Yinqiu Lu & Mr. Michael G. Papaioannou & Iva Petrova, 2012. "Sovereign Risk and Asset and Liability Management: Conceptual Issues," IMF Working Papers 2012/241, International Monetary Fund.
  17. Francas, David & Kremer, Mirko & Minner, Stefan & Friese, Markus, 2009. "Strategic process flexibility under lifecycle demand," International Journal of Production Economics, Elsevier, vol. 121(2), pages 427-440, October.
  18. Walther, Grit & Schatka, Anne & Spengler, Thomas S., 2012. "Design of regional production networks for second generation synthetic bio-fuel – A case study in Northern Germany," European Journal of Operational Research, Elsevier, vol. 218(1), pages 280-292.
  19. Rashed Khanjani Shiraz & Madjid Tavana & Hirofumi Fukuyama & Debora Di Caprio, 2017. "Fuzzy chance-constrained geometric programming: the possibility, necessity and credibility approaches," Operational Research, Springer, vol. 17(1), pages 67-97, April.
  20. Chardy, Matthieu & Klopfenstein, Olivier, 2012. "Handling uncertainties in vehicle routing problems through data preprocessing," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 48(3), pages 667-683.
  21. Jitka Dupačová & Marida Bertocchi & Vittorio Moriggia, 2009. "Testing the structure of multistage stochastic programs," Computational Management Science, Springer, vol. 6(2), pages 161-185, May.
  22. Reimann, Marc & Schiltknecht, Philippe, 2009. "Studying the interdependence of contractual and operational flexibilities in the market of specialty chemicals," European Journal of Operational Research, Elsevier, vol. 198(3), pages 760-772, November.
  23. Nitish Umang & Michel Bierlaire & Alan L. Erera, 2017. "Real-time management of berth allocation with stochastic arrival and handling times," Journal of Scheduling, Springer, vol. 20(1), pages 67-83, February.
  24. Parisio, Alessandra & Neil Jones, Colin, 2015. "A two-stage stochastic programming approach to employee scheduling in retail outlets with uncertain demand," Omega, Elsevier, vol. 53(C), pages 97-103.
  25. Willem Klein Haneveld & Matthijs Streutker & Maarten Vlerk, 2010. "An ALM model for pension funds using integrated chance constraints," Annals of Operations Research, Springer, vol. 177(1), pages 47-62, June.
  26. Kazemi Zanjani, Masoumeh & Ait-Kadi, Daoud & Nourelfath, Mustapha, 2010. "Robust production planning in a manufacturing environment with random yield: A case in sawmill production planning," European Journal of Operational Research, Elsevier, vol. 201(3), pages 882-891, March.
  27. Peter Kall & János Mayer, 2006. "Some insights into the solution algorithms for SLP problems," Annals of Operations Research, Springer, vol. 142(1), pages 147-164, February.
  28. Svensson, Elin & Strömberg, Ann-Brith & Patriksson, Michael, 2011. "A model for optimization of process integration investments under uncertainty," Energy, Elsevier, vol. 36(5), pages 2733-2746.
  29. Ricardo Collado & Dávid Papp & Andrzej Ruszczyński, 2012. "Scenario decomposition of risk-averse multistage stochastic programming problems," Annals of Operations Research, Springer, vol. 200(1), pages 147-170, November.
  30. Badri, Hossein & Fatemi Ghomi, S.M.T. & Hejazi, Taha-Hossein, 2017. "A two-stage stochastic programming approach for value-based closed-loop supply chain network design," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 105(C), pages 1-17.
  31. Mirzapour Al-e-hashem, S.M.J. & Malekly, H. & Aryanezhad, M.B., 2011. "A multi-objective robust optimization model for multi-product multi-site aggregate production planning in a supply chain under uncertainty," International Journal of Production Economics, Elsevier, vol. 134(1), pages 28-42, November.
  32. Marc Goerigk & Adam Kasperski & Paweł Zieliński, 2021. "Combinatorial two-stage minmax regret problems under interval uncertainty," Annals of Operations Research, Springer, vol. 300(1), pages 23-50, May.
  33. Chaabane Djamal & Mebrek Fatma, 2014. "Optimization of a linear function over the set of stochastic efficient solutions," Computational Management Science, Springer, vol. 11(1), pages 157-178, January.
  34. Beltran-Royo, C., 2017. "Two-stage stochastic mixed-integer linear programming: The conditional scenario approach," Omega, Elsevier, vol. 70(C), pages 31-42.
  35. Bordley, Robert F. & Pollock, Stephen M., 2012. "Assigning resources and targets to an organization’s activities," European Journal of Operational Research, Elsevier, vol. 220(3), pages 752-761.
  36. M Kazemi Zanjani & M Nourelfath & D Ait-Kadi, 2011. "Production planning with uncertainty in the quality of raw materials: a case in sawmills," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 62(7), pages 1334-1343, July.
  37. Shi, Ning & Song, Haiqing & Powell, Warren B., 2014. "The dynamic fleet management problem with uncertain demand and customer chosen service level," International Journal of Production Economics, Elsevier, vol. 148(C), pages 110-121.
  38. repec:dgr:rugsom:07010 is not listed on IDEAS
  39. Singer, Nico, 2010. "Safety-first portfolio optimization: Fixed versus random target," Thuenen-Series of Applied Economic Theory 113, University of Rostock, Institute of Economics.
  40. Ekin, Tahir, 2018. "Integrated maintenance and production planning with endogenous uncertain yield," Reliability Engineering and System Safety, Elsevier, vol. 179(C), pages 52-61.
  41. Cremers, Marloes & Klein Haneveld, Wim & van der Vlerk, Maarten, 2007. "A dynamic day-ahead paratransit planning problem," Research Report 07010, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  42. Svensson, Elin & Berntsson, Thore & Strömberg, Ann-Brith & Patriksson, Michael, 2009. "An optimization methodology for identifying robust process integration investments under uncertainty," Energy Policy, Elsevier, vol. 37(2), pages 680-685, February.
  43. Dirk Lorenz & Marc Pfetsch & Andreas Tillmann, 2014. "An infeasible-point subgradient method using adaptive approximate projections," Computational Optimization and Applications, Springer, vol. 57(2), pages 271-306, March.
  44. Maria Cremers & Willem Klein Haneveld & Maarten Vlerk, 2009. "A two-stage model for a day-ahead paratransit planning problem," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 69(2), pages 323-341, May.
  45. Dorfleitner, Gregor & Utz, Sebastian, 2012. "Safety first portfolio choice based on financial and sustainability returns," European Journal of Operational Research, Elsevier, vol. 221(1), pages 155-164.
  46. Benjamin Lev, 2005. "Book Reviews," Interfaces, INFORMS, vol. 35(6), pages 531-538, December.
  47. Mohsen Zamani & Mahdi Abolghasemi & Seyed Mohammad Seyed Hosseini & Mir Saman Pishvaee, 2019. "Considering pricing and uncertainty in designing a reverse logistics network," Papers 1909.11633, arXiv.org.
  48. Singer, Nico, 2011. "A behavioral portfolio analysis of retirement portfolios," Thuenen-Series of Applied Economic Theory 104, University of Rostock, Institute of Economics.
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