نتایج جستجو برای: recourse allocation

تعداد نتایج: 83193  

Journal: :Management Science 2004
Yalçin Akçay Susan H. Xu

T paper considers a multicomponent, multiproduct periodic-review assemble-to-order (ATO) system that uses an independent base-stock policy for inventory replenishment. Product demands in each period are integer-valued correlated random variables, with each product being assembled from multiple units of a subset of components. The system quotes a prespecified response time window for each produc...

2010
David W. Walkup Roger J.-B. Wets DAVID W. WALKUP

Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/page/info/about/policies/terms.jsp. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive o...

Journal: :Annals OR 2010
Maarten H. van der Vlerk

We consider mixed-integer recourse (MIR) models with a single recourse constraint. We relate the secondstage value function of such problems to the expected simple integer recourse (SIR) shortage function. This allows to construct convex approximations for MIR problems by the same approach used for SIR models.

2015
M. CLAUS

Measuring and managing risk has become crucial in modern decision making under stochastic uncertainty. In two-stage stochastic programming, mean risk models are essentially defined by a parametric recourse problem and a quantification of risk. From the perspective of qualitative robustness theory, we discuss sufficient conditions for continuity of the resulting objective functions with respect ...

1997
Willem K. Klein Haneveld Leen Stougie Maarten H. van der Vlerk

We consider the objective function of a simple recourse problem with fixed technology matrix and integer second-stage variables. Separability due to the simple recourse structure allows to study a one-dimensional version instead. Based on an explicit formula for the objective function, we derive a complete description of the class of probability density functions such that the objective functio...

2012
W. Romeijnders W. K. Klein Haneveld

We discuss the performance of the convex approximations introduced by Van der Vlerk [2004] for the class of integer recourse problems with totally unimodular (TU) recourse matrices. We show that the main result in Van der Vlerk [2004] needs stronger assumptions, so that a performance guarantee for the convex approximations is lacking in general. In order to obtain such a performance guarantee, ...

2011

We consider the other direction: the 2-stage stochastic programming problem (or also called stochastic recourse problem). Conceptually one should think of the decision process taking place in two stages. In the first, values for the first stage variables x are chosen. In the second, upon a realisation of the random parameters, a recourse action is to be taken in case of infeasibilities. Costs a...

2012
Takayuki Shiina Chunhui Xu

Stochastic programming deals with optimization under uncertainty. A stochastic programming problem with recourse is referred to as a two-stage stochastic problem. We consider the stochastic programming problem with simple integer recourse in which the value of the recourse variable is restricted to a multiple of a nonnegative integer. The algorithm of a dynamic slope scaling procedure to solve ...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید