نتایج جستجو برای: two stage programming
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introduction: in the present study, dealing with water deficit challenges for gorgan river basin has been considered. golestan province's economy is dependent on agriculture but the occurrence of drought periods reduced the agricultural production and consequently the region's economy is in crisis. therefore, performing studies for programming and management of the water resources of the provin...
In portfolio selection models, uncertainty plays an important role. The parameter’s uncertainty leads to getting away from optimal solution so it is needed to consider that in models. In this paper we presented a two-stage robust model that in first stage determines the desired percentage of investment in each industrial group by using return and risk measures from different industries. One rea...
background one of most important operations research problems is nurse scheduling problem (nsp) that tries to find an optimal way to assign nurses to shifts with a set of hard constraints. most of the researches are dealing with this problem in deterministic environment with constant parameters. while in the real world applications of nsp, the stochastic nature of some parameters like number of...
We present an approximate method for solving nonlinear control problems over long time horizons, in which the full model is preserved initial part of horizon, while remainder horizon modeled using a linear relaxation. As this problem may still be too large to solve directly, we Benders decomposition-based solution algorithm that iterates between and parts horizon. This extends dual dynamic prog...
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