Applications of Stochastic Programming最新文献

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12. Fleet Management 12. 车队管理
Applications of Stochastic Programming Pub Date : 1900-01-01 DOI: 10.1137/1.9780898718799.ch12
Warrren B Powell, Huseyin Topaloglu
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引用次数: 6
2. The SMPS Format for Stochastic Linear Programs 2. 随机线性规划的SMPS格式
Applications of Stochastic Programming Pub Date : 1900-01-01 DOI: 10.1137/1.9780898718799.ch2
H. Gassmann
{"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}
引用次数: 17
13. Modeling Production Planning and Scheduling under Uncertainty 13. 不确定条件下的生产计划与调度建模
Applications of Stochastic Programming Pub Date : 1900-01-01 DOI: 10.1137/1.9780898718799.ch13
A. Alonso-Ayuso, L. Escudero, M. T. Ortuño
{"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}
引用次数: 16
9. Stochastic Modeling and Optimization Using stochastics 9. 随机建模与随机优化
Applications of Stochastic Programming Pub Date : 1900-01-01 DOI: 10.1137/1.9780898718799.ch9
M. Dempster, J. E. Scott, G. Thompson
{"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}
引用次数: 7
6. Building and Solving Stochastic Linear Programming Models with SLP-IOR 6. 用SLP-IOR建立和求解随机线性规划模型
Applications of Stochastic Programming Pub Date : 1900-01-01 DOI: 10.1137/1.9780898718799.ch6
P. Kall, J. Mayer
{"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}
引用次数: 19
11. Introduction to Stochastic Programming Applications 11. 随机规划应用概论
Applications of Stochastic Programming Pub Date : 1900-01-01 DOI: 10.1137/1.9780898718799.ch11
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}
引用次数: 4
20. Mitigating Anthropogenic Climate Change 20.减缓人为气候变化
Applications of Stochastic Programming Pub Date : 1900-01-01 DOI: 10.1137/1.9780898718799.ch20
G. Yohe
{"title":"20. Mitigating Anthropogenic Climate Change","authors":"G. Yohe","doi":"10.1137/1.9780898718799.ch20","DOIUrl":"https://doi.org/10.1137/1.9780898718799.ch20","url":null,"abstract":"","PeriodicalId":403781,"journal":{"name":"Applications of Stochastic Programming","volume":"30 5","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"120859907","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}
引用次数: 0
5. Computational Grids for Stochastic Programming 5. 随机规划的计算网格
Applications of Stochastic Programming Pub Date : 1900-01-01 DOI: 10.1137/1.9780898718799.ch5
Jeff T. Linderoth, Stephen J. Wright
{"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}
引用次数: 10
23. Refinancing Mortgages in Switzerland 23. 瑞士的抵押贷款再融资
Applications of Stochastic Programming Pub Date : 1900-01-01 DOI: 10.1137/1.9780898718799.ch23
K. Frauendorfer, Michael Schürle
{"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}
引用次数: 0
16. A Stochastic Programming Model for Network Resource Utilization in the Presence of Multiclass Demand Uncertainty 16. 多类需求不确定性下网络资源利用的随机规划模型
Applications of Stochastic Programming Pub Date : 1900-01-01 DOI: 10.1137/1.9780898718799.ch16
J. Higle, S. Sen
{"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}
引用次数: 12
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