Hirsutism
发表于 2025-3-25 04:28:05
Christine Behnke,Bertram Meimbresse derived in Chap. 2 and decomposition techniques from Chap. 6 to derive solution algorithms for MR-SLP for quantile and deviation risk measures. Definitions of risk measures and deterministic equivalent problem (DEP) formulations are derived in Chap. 2. The risk measures . (QDEV), . (CVaR), and . EE
不真
发表于 2025-3-25 09:43:58
Philip Michalk,Bertram Meimbresseochastic programming (SP) models derived in Chap. . and decomposition techniques from Chaps. . and . in the solution methods for MR-SLP. We study two main classical approaches, . and .. Exterior sampling or Monte Carlo methods involve taking a sample and solving an approximation problem, and getting
隼鹰
发表于 2025-3-25 13:54:39
https://doi.org/10.1007/978-3-642-23550-4o the stochastic setting. Thus, SMIP inherits the nonconvexity properties of MIP and with its large-scale nature due to data uncertainty, SMIP is very challenging to solve. Therefore, it is not surprising that there are few practical algorithms for SMIP. This motivates the study of SMIP due to its m
不可比拟
发表于 2025-3-25 16:33:06
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古代
发表于 2025-3-25 23:22:27
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我要威胁
发表于 2025-3-26 04:08:35
Introductionth optimization problems involving data uncertainties and risk. We begin with the motivation and explain why SP has become so pervasive in operations research, science, and engineering and discuss some of its diverse set of example applications that span our everyday lives. In Sect. 1.2, we provide
Champion
发表于 2025-3-26 05:22:26
Stochastic Programming Models in many decision-making problems in operations research and engineering involving risk. We introduce risk functions in Sect. 2.1 and the notion of risk measures, describing axioms that define a coherent risk measure. We consider two main classes of stochastic programming: mean-risk stochastic progr
Cleave
发表于 2025-3-26 12:21:15
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Cerebrovascular
发表于 2025-3-26 15:56:49
Example Applications of Stochastic Programmingtion planning, facility location, supply chain planning, fuel treatment planning, healthcare appointment scheduling, airport time slot allocation, air traffic flow management, satellite constellation scheduling, wildfire response planning, and vaccine allocation for epidemics. These applications spa
minaret
发表于 2025-3-26 17:23:21
Deterministic Large-Scale Decomposition Methods the foundation for decomposition methods for stochastic programming that followed, starting with the classical L-shaped method of Van Slyke and Wets in 1969. We begin our study with . for optimizing a convex function over a convex compact set using cutting-planes in Sect. 5.2. We then move on to .