Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 6 of 6 for “"Stochastic Integer Programming"”.
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Strategic Planning Under Uncertainty: Stochastic Integer Programming Approaches
… final part of this thesis, we address a class of stochastic programs with discrete first stage decisions and decision-dependent uncertainties. These problems are formulated as 0--1 hyperbolic programs for which we use the theory of convex extensions to develop a reformulation scheme and an exact …
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Semidefinite Cuts and Partial Convexification Techniques with Applications to Continuous Nonconvex Optimization, Stochastic Integer Programming, and Facility Layout Problems
… We then narrow our focus to the class of mixed-integer programming (MIP) problems, and develop a modification of Benders' decomposition method using concepts from RLT and lift-and-project cuts. This method is particularly motivated by the class of two-stage stochastic programs with integer …
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Multi-stage Stochastic Programming Models in Production Planning
… we study a series of closely related multi-stage stochastic programming models in production planning, from both a modeling and an algorithmic point of view. We first consider a very simple multi-stage stochastic lot-sizing problem, involving a single item with no fixed charge and capacity …
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New approaches to airline recovery problems
… disruption sources. It formulates a dynamic stochastic integer programming framework to minimize network-wide expected disruption recovery costs. Specifically, our Stochastic Reactive and Proactive Disruption Management (SRPDM) model combines a stochastic queuing model of airport congestion, …
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Models and Methods for Multiple Resource Constrained Job Scheduling under Uncertainty
… consumption, which we denote as the stochastic MRCSP with uncertain parameters (SMRCSP-U). The second case considers uncertainty in the number of jobs to schedule, which arises in consulting and defense contracting when companies bid on future contracts but may or may not win the bid. …
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Algorithms for Distributionally Risk-Receptive and Robust Stochastic Integer Programs and Interdiction Problems
… advances the theory and algorithms of stochastic mixed-integer programs under distributional ambiguity, with a particular focus on adversarial games and interdiction problems. We introduce models within both distributionally risk-receptive (DRR) and distributionally robust optimization …