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TRANSCI
2010
169views more  TRANSCI 2010»
14 years 4 months ago
A Model and Algorithm for the Courier Delivery Problem with Uncertainty
We consider the Courier Delivery Problem, a variant of the Vehicle Routing Problem with time windows in which customers appear probabilistically and their service times are uncert...
Ilgaz Sungur, Yingtao Ren, Fernando Ordó&nt...
TON
2002
116views more  TON 2002»
14 years 9 months ago
Managing capacity for telecommunications networks under uncertainty
The existing telecommunications infrastructure in most of the world is adequate to deliver voice and text applications, but demand for broadband services such as streaming video an...
Yann d'Halluin, Peter A. Forsyth, Kenneth R. Vetza...
IOR
2011
152views more  IOR 2011»
14 years 4 months ago
Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition
We formulate a risk-averse two-stage stochastic linear programming problem in which unresolved uncertainty remains after the second stage. The objective function is formulated as ...
Naomi Miller, Andrzej Ruszczynski
ANOR
2006
133views more  ANOR 2006»
14 years 9 months ago
Horizon and stages in applications of stochastic programming in finance
To solve a decision problem under uncertainty via stochastic programming means to choose or to build a suitable stochastic programming model taking into account the nature of the r...
Marida Bertocchi, Vittorio Moriggia, Jitka Dupacov...