Paper Search Console

Home Search Page About Contact

Journal Title

Title of Journal: Ann Oper Res

Search In Journal Title:

Abbravation: Annals of Operations Research

Search In Journal Abbravation:

Publisher

Springer US

Search In Publisher:

DOI

10.1007/bf01919186

Search In DOI:

ISSN

1572-9338

Search In ISSN:
Search In Title Of Papers:

Scenario decomposition of riskaverse multistage s

Authors: Ricardo A Collado Dávid Papp Andrzej Ruszczyński
Publish Date: 2011/08/10
Volume: 200, Issue: 1, Pages: 147-170
PDF Link

Abstract

For a riskaverse multistage stochastic optimization problem with a finite scenario tree we introduce a new scenario decomposition method and we prove its convergence The main idea of the method is to construct a family of riskneutral approximations of the problem The method is applied to a riskaverse inventory and assembly problem In addition we develop a partially regularized bundle method for nonsmooth optimization

Keywords:

References

.
Search In Abstract Of Papers:
Other Papers In This Journal:
  1. A computational evaluation of a general branch-and-price framework for capacitated network location problems
  2. Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming
  3. Evolutionary coalitional games for random access control
  4. Service outsourcing under different supply chain power structures
  5. Time-dependent analysis for refused admissions in clinical wards
  6. Optimal design of container inspection strategies considering multiple objectives via an evolutionary approach
  7. A class of nonsmooth fractional multiobjective optimization problems
  8. Exploring the complexity boundary between coloring and list-coloring
  9. Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions
  10. Managerial insights from service industry models: a new scenario decomposition method
  11. Curriculum-based course timetabling with SAT and MaxSAT
  12. Setting handicaps to industrial sectors in DEA illustrated by Ethiopian industry
  13. Using linear programming to analyze and optimize stochastic flow lines
  14. Retail service for mixed retail and E-tail channels
  15. Redesigning product lines in a period of economic crisis: a hybrid simulated annealing algorithm with crossover
  16. Gated polling with stationary ergodic walking times, Markovian routing and random feedback
  17. A dynamic vehicle routing problem with multiple delivery routes
  18. An empirical examination of energy consumption, behavioral intention, and situational factors: evidence from Beijing
  19. Reverse-engineering country risk ratings: a combinatorial non-recursive model
  20. A multi-stage IP-based heuristic for class timetabling and trainer rostering
  21. Scheduling preparation of doses for a chemotherapy service
  22. A robust optimization solution to bottleneck generalized assignment problem under uncertainty
  23. The crew timetabling problem: An extension of the crew scheduling problem
  24. Relations between threshold and k -interval Boolean functions
  25. Network models and biproportional rounding for fair seat allocations in the UK elections
  26. An out-of-sample evaluation framework for DEA with application in bankruptcy prediction
  27. A study on supply chain investment decision-making and coordination in the Big Data environment
  28. An efficient model formulation for level of repair analysis
  29. Supply planning models for a remanufacturer under just-in-time manufacturing environment with reverse logistics
  30. Autonomous coalitions
  31. Spatially explicit forest harvest scheduling with difference equations
  32. An analytic framework to develop policies for testing, prevention, and treatment of two-stage contagious diseases
  33. Packet loss characteristics for M / G /1/ N queueing systems
  34. Cooperation strategy of technology licensing based on evolutionary game
  35. Tabu search approaches for solving the two-group classification problem
  36. Employee stock ownership and diversification
  37. A new decision support framework for managing foot-and-mouth disease epidemics
  38. Isomorphic scheduling problems
  39. Location of retail facilities under conditions of uncertainty
  40. Modelling either-or relations in integer programming
  41. Primal and dual bounds for the vertex p -median problem with balance constraints
  42. A simple model of optimal clearance of improvised explosive devices
  43. Evolution-inspired local improvement algorithm solving orienteering problem
  44. Nondifferentiable minimax programming problems with applications
Search Result: