Design of a logistics network in proper way provides a proper platform for efficient and effective supply chain management. This paper studies a multi-period, multi echelon and multi-product integrated forward-reverse logistics network under uncertainty. First, an efficient complex mixed-integer linear programming (MILP) model by considering some real-world assumptions is developed for the inte...

In the oil supply chain, the refined petroleum products are transported by various transportation modes, such as rail, road, vessel and pipeline. The latter provides one of the safest and cheapest ways to connect production areas to local markets. This paper addresses the operational scheduling of a multi-product tree-like pipeline connecting several refineries to multiple distribution centers ...

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.

Attention with reverse logistics networks has increased during the last decade since their economic impact has been increasingly important and as environmental legislation has been becoming stricter. In this paper, A multi-period multi-echelon forward–reverse logistics network design under risk model is developed. The proposed network structure consists of three echelons in the forward directio...

optimal allocation of water resources is an essential service in agriculture that must be considered by farmers. one of the most significant factors in optimal allocation of water resources in agriculture is to define optimal farm cropping pattern. in this study, in order to determine optimal cropping pattern and water resources allocation in central district of mashhad city (toos village), the...

We propose a two-stage stochastic variational inequality model to deal with random variables in variational inequalities, and formulate this model as a two-stage stochastic programming with recourse by using an expected residual minimization (ERM) solution procedure. The solvability, differentiability and convexity of the two-stage stochastic programming and the convergence of its sample averag...

In this study, a two-stage fuzzy robust integer programming (TFRIP) method has been developed for planning environmental management systems under uncertainty. This approach integrates techniques of robust programming and two-stage stochastic programming within a mixed integer linear programming framework. It can facilitate dynamic analysis of capacity-expansion planning for waste management fac...

POLYNOMIAL APPROXIMATION METHOD FOR STOCHASTIC PROGRAMMING Dongxue Ma October 2nd, 2009 Two stage stochastic programming is an important part in the whole area of stochastic programming, and is widely spread in multiple disciplines, such as financial management, risk management, and logistics. The two stage stochastic programming is a natural extension of linear programming by incorporating unc...

@article{KautEA12, author = {Michal Kaut and Kjetil T. Midthun and Adrian S. Werner and Asgeir Tomasgard and Lars Hellemo and Marte Fodstad}, title = {Multi-horizon stochastic programming}, journal = {Computational Management Science}, year = {2014}, volume = {11}, number = {1--2}, pages = {179--193}, note = {Special Issue: Computational Techniques in Management Science}, doi = {10.1007/s10287-...