Randomized Progressive Hedging methods for multi-stage stochastic programming

Annals of Operations Research ◽

10.1007/s10479-020-03811-5 ◽

2020 ◽

Vol 295 (2) ◽

pp. 535-560

Author(s):

Gilles Bareilles ◽

Yassine Laguel ◽

Dmitry Grishchenko ◽

Franck Iutzeler ◽

Jérôme Malick

Keyword(s):

Stochastic Programming ◽

Multi Stage ◽

Progressive Hedging

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A Multi-Stage Stochastic Programming Approach to the Optimal Surveillance and Control of Emerald Ash Borer in Cities

SSRN Electronic Journal ◽

10.2139/ssrn.3802659 ◽

2020 ◽

Author(s):

Eyyüb Y. Kıbış ◽

I. Esra Buyuktahtakin ◽

Robert G. Haight ◽

Najmaddin Akhundov ◽

Kathleen Knight ◽

...

Keyword(s):

Stochastic Programming ◽

Emerald Ash Borer ◽

Programming Approach ◽

Multi Stage ◽

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A multi-stage interval-stochastic programming model for planning end-of-life vehicles allocation

Journal of Cleaner Production ◽

10.1016/j.jclepro.2015.11.102 ◽

2016 ◽

Vol 115 ◽

pp. 366-381 ◽

Author(s):

Vladimir Simic

Keyword(s):

Stochastic Programming ◽

End Of Life ◽

Programming Model ◽

Multi Stage ◽

Stochastic Programming Model

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A multi-stage stochastic programming for lot-sizing and scheduling under demand uncertainty

Computers & Industrial Engineering ◽

10.1016/j.cie.2018.03.033 ◽

2018 ◽

Vol 119 ◽

pp. 157-166 ◽

Author(s):

Zhengyang Hu ◽

Guiping Hu

Keyword(s):

Stochastic Programming ◽

Demand Uncertainty ◽

Multi Stage ◽

Lot Sizing And Scheduling

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A Multi-stage Stochastic Programming Model for Managing Risk-optimal Electricity Portfolios

Handbook of Power Systems II - Energy Systems ◽

10.1007/978-3-642-12686-4_14 ◽

2010 ◽

pp. 383-404 ◽

Author(s):

Ronald Hochreiter ◽

David Wozabal

Keyword(s):

Stochastic Programming ◽

Programming Model ◽

Multi Stage ◽

Stochastic Programming Model ◽

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Multi-Stage Stochastic Programming Problems

Stochastic Programming ◽

10.1007/978-94-010-1167-9_4 ◽

1977 ◽

pp. 76-111

Author(s):

V. V. Kolbin

Keyword(s):

Stochastic Programming ◽

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A strategic and global manufacturing capacity management optimisation model: A Scenario-based multi-stage stochastic programming approach

Omega ◽

10.1016/j.omega.2019.01.004 ◽

2020 ◽

Vol 93 ◽

pp. 102026 ◽

Author(s):

Ehsan Sabet ◽

Baback Yazdani ◽

Ramez Kian ◽

Kostas Galanakis

Keyword(s):

Stochastic Programming ◽

Capacity Management ◽

Programming Approach ◽

Global Manufacturing ◽

Multi Stage ◽

Optimisation Model

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Two-stage linear decision rules for multi-stage stochastic programming

Mathematical Programming ◽

10.1007/s10107-018-1339-4 ◽

2018 ◽

Author(s):

Merve Bodur ◽

James R. Luedtke

Keyword(s):

Stochastic Programming ◽

Decision Rules ◽

Two Stage ◽

Multi Stage ◽

Linear Decision Rules

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Limited multi-stage stochastic programming for managing water supply systems

Environmental Modelling & Software ◽

10.1016/j.envsoft.2012.11.006 ◽

2013 ◽

Vol 41 ◽

pp. 53-64 ◽

Author(s):

Mashor Housh ◽

Avi Ostfeld ◽

Uri Shamir

Keyword(s):

Stochastic Programming ◽

Water Supply ◽

Water Supply Systems ◽

Multi Stage ◽

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A Multi-site Supply Chain Planning Using Multi-stage Stochastic Programming

Applied Condition Monitoring - Multiphysics Modelling and Simulation for Systems Design and Monitoring ◽

10.1007/978-3-319-14532-7_30 ◽

2015 ◽

pp. 289-298 ◽

Author(s):

Houssem Felfel ◽

Omar Ayadi ◽

Faouzi Masmoudi

Keyword(s):

Supply Chain ◽

Stochastic Programming ◽

Supply Chain Planning ◽

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Multi-stage stochastic programming models for provisioning cloud computing resources

European Journal of Operational Research ◽

10.1016/j.ejor.2020.06.027 ◽

2021 ◽

Vol 288 (3) ◽

pp. 886-901

Author(s):

Kerem Bülbül ◽

Nilay Noyan ◽

Hazal Erol

Keyword(s):

Cloud Computing ◽

Stochastic Programming ◽

Programming Models ◽

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