Strategic Planning Under Uncertainty: Stochastic Integer Programming Approaches

In the 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 solution strategy. The proposed methods are used in a case study for locating restaurant franchises.

Name thesis:degree_name

Ph.D.

Level thesis:degree_level

Dissertation

Discipline thesis:degree_discipline

Industrial Engineering

Grantor

University of Illinois at Urbana-Champaign

Year dc:date

2015

Author dc:creator

• Ahmed, Shabbir

Contributors dc:contributor

• Sahinidis, Nikolaos V.

• Operations Research

Language dc:language

eng

Identifier

(MiAaPQ)AAI9989923

OAI identifier oai:identifier

oai:www.ideals.illinois.edu:2142/87108