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作者：Jaillet, P; Stafford, M
作者单位：Massachusetts Institute of Technology (MIT)
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作者：Gal, S
作者单位：University of Haifa
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作者：Maatman, A; Schweigman, C; Ruijs, A; van der Vlerk, MH
作者单位：University of Groningen
摘要：Farmers on the Central Plateau of Burkina Faso in West Africa cultivate under precarious conditions. Rainfall variability is extremely high in this area and accounts for much of the uncertainty surrounding the farmers' decision-making process, Strategies to cope with these risks are typically dynamic. Sequential decision making is one of the most important ways to cope with risk due to uncertain rainfall. In this paper, a stochastic programming model is presented to describe farmers' sequentia...
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作者：Laporte, G; Louveaux, F; van Hamme, L
作者单位：Universite de Montreal; HEC Montreal; Universite de Montreal; University of Namur
摘要：The classical Vehicle Routing Problem consists of determining optimal routes for in identical vehicles, starting and leaving at the depot, such that every customer is visited exactly once. In the capacitated version (CVRP) the total demand collected along a route cannot exceed the vehicle capacity, This article considers the situation where some of the demands are stochastic. This implies that the level of demand at each customer is not known before arriving at the customer. In some cases, the...
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作者：Anily, S; Beja, A; Mendel, A
作者单位：Tel Aviv University
摘要：A job shop has to deliver a given number of custom-order items. Production is performed in lots that require costly setup, and output quality is stochastic. The size of each lot must be set before output quality is observed. We study production processes whose yield is distributed according to a generalized truncated geometric distribution: Production can randomly go out of control, in which case all subsequent output of that lot is defective. The generalization allows both hazard rates and ma...
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作者：Sherali, HD; Al-Loughani, I; Subramanian, S
作者单位：Virginia Polytechnic Institute & State University; Kuwait University
摘要：In this paper, we study the capacitated Euclidean and l(p) distance location-allocation problems. There exists no global optimization algorithm that has been developed and tested for this class of problems, aside from a total enumeration approach. Beginning with the Euclidean distance problem, we design a branch-and-bound algorithm based on a partitioning of the allocation space that finitely converges to a global optimum for this nonconvex problem. For deriving lower bounds at node subproblem...
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作者：Singer, JI
作者单位：University of Michigan System; University of Michigan
摘要：Auctions are a common price-setting mechanism in many areas of the economy. Certain auctions, for example those in deregulated electric power networks, require that there exist sufficient capacity along the power lines connecting the buyers and the sellers. We investigate how auction participants modify their bidding strategies depending on the influence and behavior of a transmission line owner. We also investigate optimal strategic behavior when multiple buyers and sellers are separated by a...
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作者：Puelz, AV
摘要：Portfolio selection techniques must provide decision makers with a dynamic model framework that incorporates realistic assumptions regarding financial markets, risk preferences, and required portfolio characteristics. Unfortunately, multistage stochastic programming (SP) models for portfolio selection very quickly become intractable as assumptions are relaxed and uncertainty is introduced. In this paper, I present an alternative model framework for portfolio selection, stochastic convergence (...
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作者：Anderson, EJ; Philpott, AB
作者单位：University of New South Wales Sydney; University of Auckland
摘要：In this paper, we study strategies for generators making offers into electricity markets in circumstances where demand is unknown in advance. We concentrate on a model with smooth supply functions and derive conditions under which a single supply function can represent an optimal response to the offers of the other market participants over a range of demands. In order to apply this approach in practice, it may be necessary to approximate the supply functions of other players. we derive bounds ...
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作者：Dahl, G; Storvik, G; Fadnes, A
作者单位：University of Oslo; University of Oslo
摘要：An important problem in image analysis is to segment an image into regions with different class labels. This is relevant in applications in medicine and cartography. In a proper statistical framework this problem may be viewed as a discrete optimization problem. We present two integer linear programming formulations of the problem and study some properties of these models and associated polytopes. Different algorithms for solving these problems are suggested and compared on some realistic data...
