Two-Stage Stochastic Integer Programming: a Survey
نویسندگان
چکیده
Stochastic integer programming is more complicated than stochastic linear programming, as will be explained for the case of the two-stage stochastic programming model. A survey of the results accomplished in this recent field of research is given.
منابع مشابه
A Two Stage Stochastic Programming Model of the Price Decision Problem in the Dual-channel Closed-loop Supply Chain
In this paper, we propose a new model for designing integrated forward/reverse logistics based on pricing policy in direct and indirect sales channel. The proposed model includes producers, disposal center, distributers and final customers. We assumed that the location of final customers is fixed. First, a deterministic mixed integer linear programming model is developed for integrated logistic...
متن کاملA two-stage stochastic programming model for the optimal sizing of hybrid PV/diesel/battery in hybrid electric ship system
Ships play the major role in bulk transportation and they need their special energy system. This paper proposes a stochastic programing method for optimal sizing of a hybrid ship power system with energy storage system (ESS), photovoltaic power (PV) and diesel generator. To account for uncertainties, in this study a two-stage stochastic mixed-integer non-linear programing is used to model the o...
متن کاملTwo-stage fuzzy-stochastic programming for parallel machine scheduling problem with machine deterioration and operator learning effect
This paper deals with the determination of machine numbers and production schedules in manufacturing environments. In this line, a two-stage fuzzy stochastic programming model is discussed with fuzzy processing times where both deterioration and learning effects are evaluated simultaneously. The first stage focuses on the type and number of machines in order to minimize the total costs associat...
متن کاملStochastic integer programming: state of the art
We survey structural properties of and algorithms for stochastic integer programming models, mainly considering linear two-stage models with mixedinteger recourse (and their multi-stage extensions).
متن کاملTwo-stage stochastic integer programming: A brief introduction
Stochastic integer programming problems combine the difficulty of stochastic programming with integer programming. In this article, we briefly review some of the challenges in solving two-stage stochastic integer programming problems, and discuss the research progress towards these challenges.
متن کامل