622 search results - page 33 / 125 » Stochastic programming approach to optimization under uncert... |
IOR
2008
14 years 11 months ago
2008
In 1958, Wagner and Whitin published a seminal paper on the deterministic uncapacitated lot-sizing problem, a fundamental model that is embedded in many practical production plann...
4OR
2006
14 years 12 months ago
2006
This is a summary of the main results presented in the author's PhD thesis, supervised by D. Conforti and P. Beraldi and defended on March 2005. The thesis, written in English...
4OR
2004
14 years 11 months ago
2004
Abstract. Based on the recent approach of Bertsimas and Sim (2004, 2003) to robust optimization in the presence of data uncertainty, we prove an easily computable and simple bound ...
107
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IOR
2011
14 years 6 months ago
2011
In this paper we consider the problem of a firm that faces a stochastic (Poisson) demand and must replenish from a market in which prices fluctuate, such as a commodity market. ...
108
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APPROX
2010
Springer
15 years 1 months ago
2010
Springer
We consider optimization problems that can be formulated as minimizing the cost of a feasible solution wT x over an arbitrary combinatorial feasible set F {0, 1}n . For these pro...