The field of multi-stage stochastic programming provides a rich modelling framework to tackle a broad range of real-world decision problems. In order to numerically solve such programs once they get reasonably large the infinite-dimensional optimization problem has to be discretized. The stochastic optimization program generally consists of an optimization model and a stochastic model. In the m...

In the last decade, multi-stage stochastic programs with recourse have been broadly used to model real-world applications. This paper reviews the main optimization methods that are used to solve multi-stage stochastic programs with recourse. In particular, this paper reviews four types of optimization approaches to solve multi-stage stochastic programs with recourse: direct methods, decompositi...

The stochastic resonance method finds its original application on solving the issue of singlefrequency signals. In this paper, a multi-frequency stochastic resonance detection method based on wavelet transform weak signal is proposed. The first wavelet transform is carried out for detaching the negative effect of weak noisy signal in multi-frequency to realize the separation of the various freq...

Reverse logistics planning plays a crucial role in supply chain management. Stochasticity different parameters along with time horizon can be challenge solving reverse problems. This paper proposes multi-stage, multi-period lot sizing decisions under uncertainties. The main uncertain factors are return and demand quantities, quality. Moment matching method was adopted to generate discrete set o...

Abstract – Distributed generation (DG) technology is known as an efficient solution for applying in distribution system planning (DSP) problems. Load growth uncertainty associated with distribution network is a significant source of uncertainty which highly affects optimal management of DGs. In order to handle this problem, a novel model is proposed in this paper based on DG solution, consideri...

Condition-Based Maintenance (CBM) optimization using Proportional Hazards Model (PHM) is a kind of maintenance optimization problem in which inspections of a system relevant to its failure rate depending on the age and value of covariates are performed in time intervals. The general approach for constructing a CBM based on PHM for a system is to minimize a long run average cost per unit of time...

Facility location-allocation models are used in a widespread variety of applications to determine the number of required facility along with the relevant allocation process. In this paper, a new mathematical model for the capacitated multi-facility location-allocation problem with probabilistic customer's locations and fuzzy customer’s demands under the Hurwicz criterion is proposed. Thi...

In this talk, we presented the Birkhoff-von Neumann type theorem for a multistochastic tensors. In particular, we give a necessary and sufficient condition such that a multi-stochastic tensor is a convex combination of finitely many permutation tensors. It is well-known that extreme points in the set of doubly-stochastic matrices are just permutation matrices. However, we find that extreme poin...