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Showing 1 to 7 of 7 for “"Stochastic Mixed-Integer Programming"”.

  1. Real options "in" projects and systems design : identification of options and solutions for path dependency

    … a simulation model. Options analysis develops a stochastic mixed-integer programming model to value options. This approach decreases the complexity and size of the models at each stage and thus permits efficient computation even though traditionally fixed design parameters are allowed to vary …

    mit Repository record for Real options "in" projects and systems design : identification of options and solutions for path dependency (opens in a new tab)

  2. The Human Factor in Supply Chain Risk Management

    … a cross-impact analysis exercise into a hybrid stochastic mixed-integer programming (SMIP) technique CIA-SMIP. We demonstrate how the CIA-SMIP approach can be utilized as a single-source supplier selection model. In its totality, this dissertation represents a step towards the theoretical …

    vt Repository record for The Human Factor in Supply Chain Risk Management (opens in a new tab)

  3. Sequential Decision-making Under Uncertainty: Novel Methodologies and Applications

    … decision-making under uncertainty, multistage stochastic mixed-integer programming (MSMIP) is a tool for addressing optimization problems with a given probability distribution and the goal of optimizing a performance measure over a planning horizon. If there is no knowledge about the …

    toronto-retro Repository record for Sequential Decision-making Under Uncertainty: Novel Methodologies and Applications (opens in a new tab)

  4. Maritime Vehicle Routing under Uncertainty: Liquefied Natural Gas Shipping and Offshore Pipeline Damage Assessment Problems

    … generation. This is formulated as a two-stage stochastic mixed integer program. In the initial stage, a single production-inventory plan and routing schedule is determined before the realization of the random BOG generation. For every possible realization of the random BOG, the second-stage …

    houston Repository record for Maritime Vehicle Routing under Uncertainty: Liquefied Natural Gas Shipping and Offshore Pipeline Damage Assessment Problems (opens in a new tab)

  5. Discrete Two-Stage Stochastic Mixed-Integer Programs with Applications to Airline Fleet Assignment and Workforce Planning Problems

    Stochastic programming is an optimization technique that incorporates random variables as parameters. Because it better reflects the uncertain real world than its traditional deterministic counterpart, stochastic programming has drawn increasingly more attention among decision-makers, and its …

    vt Repository record for Discrete Two-Stage Stochastic Mixed-Integer Programs with Applications to Airline Fleet Assignment and Workforce Planning Problems (opens in a new tab)

  6. Integrated Microgrid Expansion Planning and Policy Making under Uncertainty in Power Electricity Market

    … into the optimization model, a two-stage stochastic optimization approach is proposed. The objective of the model is to maximize the expected revenue from power companies, while ensuring the cost-effectiveness and reliability of the power system under those uncertain factors. The proposed …

    houston Repository record for Integrated Microgrid Expansion Planning and Policy Making under Uncertainty in Power Electricity Market (opens in a new tab)

  7. Branch-and-Price Method for Stochastic Generalized Assignment Problem, Hospital Staff Scheduling Problem and Stochastic Short-Term Personnel Planning Problem

    … (BNP) method for the solution of various stochastic mixed integer programming problems (MIPs). In particular, we address the stochastic generalized assignment problem (SGAP), a hospital staff scheduling problem (HSSP), a stochastic hospital staff scheduling problem (SHSSP), and a …

    vt Repository record for Branch-and-Price Method for Stochastic Generalized Assignment Problem, Hospital Staff Scheduling Problem and Stochastic Short-Term Personnel Planning Problem (opens in a new tab)