{"title":"2. The SMPS Format for Stochastic Linear Programs","authors":"H. Gassmann","doi":"10.1137/1.9780898718799.ch2","DOIUrl":"https://doi.org/10.1137/1.9780898718799.ch2","url":null,"abstract":"","PeriodicalId":403781,"journal":{"name":"Applications of Stochastic Programming","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123879856","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"13. Modeling Production Planning and Scheduling under Uncertainty","authors":"A. Alonso-Ayuso, L. Escudero, M. T. Ortuño","doi":"10.1137/1.9780898718799.ch13","DOIUrl":"https://doi.org/10.1137/1.9780898718799.ch13","url":null,"abstract":"","PeriodicalId":403781,"journal":{"name":"Applications of Stochastic Programming","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122444118","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"9. Stochastic Modeling and Optimization Using stochastics","authors":"M. Dempster, J. E. Scott, G. Thompson","doi":"10.1137/1.9780898718799.ch9","DOIUrl":"https://doi.org/10.1137/1.9780898718799.ch9","url":null,"abstract":"","PeriodicalId":403781,"journal":{"name":"Applications of Stochastic Programming","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124870509","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"6. Building and Solving Stochastic Linear Programming Models with SLP-IOR","authors":"P. Kall, J. Mayer","doi":"10.1137/1.9780898718799.ch6","DOIUrl":"https://doi.org/10.1137/1.9780898718799.ch6","url":null,"abstract":"The goal of this chapter is to describe the capabilities and the usage of SLP–IOR, our interactive model management system for stochastic linear programming (SLP). The main features of SLP–IOR are the following: the system is intended to support the entire life cycle of a model, including model formulation, analysis of the model instance, solving it, and analyzing the solution. A main design characteristic is keeping connection to an algebraic modeling system; we have chosen GAMS (Brooke, Kendrick, and Meeraus 1992, Brooke et al. 1998). This approach has the following advantages: on the one hand, the powerful general–purpose solvers connected to GAMS are available for solving deterministic equivalents of SLP problems. On the other hand, deterministic LP’s formulated in the algebraic modeling language of GAMS can be imported into SLP–IOR for the purpose of developing stochastic variants of these. However, the usage of GAMS is optional; with the exception of the above–mentioned GAMS–related features, SLP–IOR can be fully utilized without having access to GAMS.","PeriodicalId":403781,"journal":{"name":"Applications of Stochastic Programming","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125578687","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
H. Gassmann, S. L. Schwartz, S. Wallace, W. Ziemba
{"title":"11. Introduction to Stochastic Programming Applications","authors":"H. Gassmann, S. L. Schwartz, S. Wallace, W. Ziemba","doi":"10.1137/1.9780898718799.ch11","DOIUrl":"https://doi.org/10.1137/1.9780898718799.ch11","url":null,"abstract":"","PeriodicalId":403781,"journal":{"name":"Applications of Stochastic Programming","volume":"19 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121401625","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"5. Computational Grids for Stochastic Programming","authors":"Jeff T. Linderoth, Stephen J. Wright","doi":"10.1137/1.9780898718799.ch5","DOIUrl":"https://doi.org/10.1137/1.9780898718799.ch5","url":null,"abstract":"","PeriodicalId":403781,"journal":{"name":"Applications of Stochastic Programming","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129746501","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"23. Refinancing Mortgages in Switzerland","authors":"K. Frauendorfer, Michael Schürle","doi":"10.1137/1.9780898718799.ch23","DOIUrl":"https://doi.org/10.1137/1.9780898718799.ch23","url":null,"abstract":"","PeriodicalId":403781,"journal":{"name":"Applications of Stochastic Programming","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131921707","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"16. A Stochastic Programming Model for Network Resource Utilization in the Presence of Multiclass Demand Uncertainty","authors":"J. Higle, S. Sen","doi":"10.1137/1.9780898718799.ch16","DOIUrl":"https://doi.org/10.1137/1.9780898718799.ch16","url":null,"abstract":"There are numerous applications in which revenues are generated by the use of resources that are distributed over a network. In some cases, these networks are spatial, while in others they are temporal. Nodes in a spatial network, such as those in air transportation and telecommunications industries, correspond to locations on the network, and arcs correspond to the ability to transport goods or provide services between nodes. On the other hand, temporal networks are formed by discretizing time and are commonly used for yield management models for automobile rental companies, hotels, etc. In these models, nodes are often associated with points in time, and arcs correspond to bookings over time. In either case, it is important to recognize that demand is often served by using resources associated with multiple arcs of the network. Airline customers may use multiple flights to complete their itineraries, calls may be routed across multiple links in a telecommunication network, and rental car and hotel customers may retain facilities for multiple days. Furthermore, these networks typically serve multiple classes of customers, some of whom pay higher rates than others. For example, if a television network has a “breaking’’ story for which video conferencing is necessary immediately, they may be willing to pay at a higher rate than a university that has paid in advance to transmit lectures over the same network. Similarly, customers in the airline industry are categorized by fare classes, as are hotel and car rental customers. In any of these applications, the revenue generated by the network depends, in large measure, on the admission control policy used for network management. Intuitively, good control policies will result in a system that serves as many high-paying customers as possible, while maintaining a high level of resource utilization. This paper introduces models that may be used to facilitate the efficient management","PeriodicalId":403781,"journal":{"name":"Applications of Stochastic Programming","volume":"133 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116933940","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}