نتایج جستجو برای: multi stage stochastic programming

تعداد نتایج: 1197097  

2009
Zheng Wang Lei Shi

This paper presents a framework for the design and optimization of multi-product batch processes under uncertainty with environmental considerations. The uncertainties and environmental impacts are discussed. The profit and environmental impacts are considered as biobjectives for batch plant design. The problem, thus, is formulated as a multi-objective stochastic programming problem. It can be ...

Journal: :Transactions of the Operations Research Society of Japan 2010

Journal: :Surveys in Operations Research and Management Science 2014

2011
Francesca Maggioni Elisabetta Allevi Marida Bertocchi

Multistage stochastic programs, which involve sequences of decisions over time, are usually hard to solve in realistically sized problems. In the two-stage case, several approaches based on different levels of available information has been adopted in literature such as the Expected Value Problem, EV , the Sum of Pairs Expected Values, SPEV , the Expectation of Pairs Expected Value, EPEV , solv...

2013
Abbas Esmaeili Ahmad Jafarnejad Fariborz Jolai

Production planning is a key area of operations management. An important methodology for production planning is mathematical programming. Traditional mathematical programming models for production planning are deterministic, and cannot provide robust production plans in the presence of uncertainty. As such, deterministic planning models may yield unsatisfactory decisions. Stochastic programming...

2005
Kai Huang Shabbir Ahmed Ozlem Ergun Joel Sokol Samer Takriti

To my dear wife Ying Luo, my dad Naiyu Huang, my mom Yan Li, and my whole family, your love is always the source of my strength. iii ACKNOWLEDGEMENTS First, I want to thank my advisor Dr. Shabbir Ahmed, without whose guidance I could not have finished this exciting journey of discovery and exploration. He taught me how to select a valuable research topic, to conduct high quality research, and t...

2012
Serhat Gul H. Milton Stewart Brian T. Denton Edward P. Fitts John W. Fowler

We propose a multi-stage stochastic mixed integer programming formulation for the assignment of surgeries to operating rooms (ORs) over a finite planning horizon. We consider the demand for surgery and the duration of surgery to be random variables. The objective is to minimize three competing criteria: expected cost of surgery cancellations, postponements, and OR overtime. We discuss propertie...

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