منابع مشابه
Stochastic Approach to Vehicle Routing Problem: Development and Theories
Stochastic Approach to Vehicle Routing Problem: Development and Theories Abstract In this article, a chance constrained (CCP) formulation of the Vehicle Routing Problem (VRP) is proposed. The reality is that once we convert some special form of probabilistic constraint into their equivalent deterministic form then a nonlinear constraint generates. Knowing that reliable computer software...
متن کاملStochastic Approximation Approach to Stochastic Programming
In this paper we consider optimization problems where the objective function is given in a form of the expectation. A basic difficulty of solving such stochastic optimization problems is that the involved multidimensional integrals (expectations) cannot be computed with high accuracy. The aim of this paper is to compare two computational approaches based on Monte Carlo sampling techniques, name...
متن کاملStochastic Comparison approach for Stochastic Model Checking
Stochastic model checking requires the computation of steady-state or transient distribution for finite or infinite Markov chains for the evaluation of some formulas implying probabilities. However the numerical analysis of Markov chains is much less efficient than the sophisticated algorithmic techniques such as MTBDD developed for the deterministic model checking. We propose to simplify the n...
متن کاملRobust Stochastic Approximation Approach to Stochastic Programming
In this paper we consider optimization problems where the objective function is given in a form of the expectation. A basic difficulty of solving such stochastic optimization problems is that the involved multidimensional integrals (expectations) cannot be computed with high accuracy. The aim of this paper is to compare two computational approaches based on Monte Carlo sampling techniques, name...
متن کاملA Discrete Stochastic Approach to Hotel Revenue Management
A linear programming model has been presented for finding an appropriate planning in order to maximize hotel revenue. In this model, a special planning horizon has been considered that includes several busy days of a year. There are several reservation periods that may start a few months earlier. Each period of reservation may have different prices and so result different incomes. Hotel custo...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Astronomical Union Colloquium
سال: 1980
ISSN: 0252-9211
DOI: 10.1017/s0252921100075370