A multi-stage stochastic programming approach to epidemic resource allocation with equity considerations

A new approach for solving fuzzy multi-objective quadratic programming of water resource allocation problem

A multi-stage stochastic programming for condition-based maintenance with proportional hazards model

Condition-Based Maintenance (CBM) optimization using Proportional Hazards Model (PHM) is a kind of maintenance optimization problem in which inspections of a system relevant to its failure rate depending on the age and value of covariates are performed in time intervals. The general approach for constructing a CBM based on PHM for a system is to minimize a long run average cost per unit of time...

Svenson Stochastic dynamic programming for resource allocation

not more than 200 words) Resource allocation and management is an important part of the future network-based defence. In order to provide an adequate situation picture for commanders in the field, sensor platforms must be guided correctly and the needs of different users must be prioritized correctly. Other important problems which require resource allocation include determining where soldiers ...

A Multi-Stage Single-Machine Replacement Strategy Using Stochastic Dynamic Programming

In this paper, the single machine replacement problem is being modeled into the frameworks of stochastic dynamic programming and control threshold policy, where some properties of the optimal values of the control thresholds are derived. Using these properties and by minimizing a cost function, the optimal values of two control thresholds for the time between productions of two successive nonco...

Multi-stage Stochastic Linear Programming: An Approach by Events

To solve the multi-stage linear programming problem, one may use a deterministic or a stochastic approach. The drawbacks of the two techniques are well known: the deterministic approach is unrealistic under uncertainty and the stochastic approach suffers from scenario explosion. We introduce a new technique, whose objective is to overcome both drawbacks. The focus of this new technique is on ev...