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Linear Programming under Uncertainty

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Cited by:

  1. Dimitris Bertsimas & Shimrit Shtern & Bradley Sturt, 2023. "A Data-Driven Approach to Multistage Stochastic Linear Optimization," Management Science, INFORMS, vol. 69(1), pages 51-74, January.
  2. Marcel Klatt & Axel Munk & Yoav Zemel, 2022. "Limit laws for empirical optimal solutions in random linear programs," Annals of Operations Research, Springer, vol. 315(1), pages 251-278, August.
  3. Matthias Claus & Rüdiger Schultz & Kai Spürkel, 2018. "Strong convexity in risk-averse stochastic programs with complete recourse," Computational Management Science, Springer, vol. 15(3), pages 411-429, October.
  4. Thomas L. Magnanti, 2021. "Optimization: From Its Inception," Management Science, INFORMS, vol. 67(9), pages 5349-5363, September.
  5. Parkinson, Simon C. & Djilali, Ned, 2015. "Long-term energy planning with uncertain environmental performance metrics," Applied Energy, Elsevier, vol. 147(C), pages 402-412.
  6. Xin Chen & Melvyn Sim & Peng Sun & Jiawei Zhang, 2008. "A Linear Decision-Based Approximation Approach to Stochastic Programming," Operations Research, INFORMS, vol. 56(2), pages 344-357, April.
  7. Summerfield, Nichalin S. & Dror, Moshe, 2012. "Stochastic programming for decentralized newsvendor with transshipment," International Journal of Production Economics, Elsevier, vol. 137(2), pages 292-303.
  8. Abbas, Moncef & Bellahcene, Fatima, 2006. "Cutting plane method for multiple objective stochastic integer linear programming," European Journal of Operational Research, Elsevier, vol. 168(3), pages 967-984, February.
  9. Summerfield, Nichalin S. & Dror, Moshe, 2013. "Biform game: Reflection as a stochastic programming problem," International Journal of Production Economics, Elsevier, vol. 142(1), pages 124-129.
  10. Jones, Jason P.H. & McCarl, Bruce A., 2016. "Impacts of U.S. Production-Dependent Ethanol Policy on Agricultural Markets," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236258, Agricultural and Applied Economics Association.
  11. Michael Freimer & Jeffrey Linderoth & Douglas Thomas, 2012. "The impact of sampling methods on bias and variance in stochastic linear programs," Computational Optimization and Applications, Springer, vol. 51(1), pages 51-75, January.
  12. Onur Tavaslıoğlu & Oleg A. Prokopyev & Andrew J. Schaefer, 2019. "Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function," Operations Research, INFORMS, vol. 67(6), pages 1659-1677, November.
  13. Alonso-Ayuso, Antonio & Escudero, Laureano F. & Teresa Ortuno, M., 2003. "BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0-1 programs," European Journal of Operational Research, Elsevier, vol. 151(3), pages 503-519, December.
  14. Sinuany-Stern, Zilla, 2023. "Foundations of operations research: From linear programming to data envelopment analysis," European Journal of Operational Research, Elsevier, vol. 306(3), pages 1069-1080.
  15. Bistline, John E., 2016. "Energy technology R&D portfolio management: Modeling uncertain returns and market diffusion," Applied Energy, Elsevier, vol. 183(C), pages 1181-1196.
  16. Babooshka Shavazipour & Theodor J. Stewart, 2021. "Multi-objective optimisation under deep uncertainty," Operational Research, Springer, vol. 21(4), pages 2459-2487, December.
  17. Thomas T. D. Tran & Amanda D. Smith, 2019. "Stochastic Optimization for Integration of Renewable Energy Technologies in District Energy Systems for Cost-Effective Use," Energies, MDPI, vol. 12(3), pages 1-26, February.
  18. T. Glenn Bailey & Paul A. Jensen & David P. Morton, 1999. "Response surface analysis of two‐stage stochastic linear programming with recourse," Naval Research Logistics (NRL), John Wiley & Sons, vol. 46(7), pages 753-776, October.
  19. Hesam Ahmadi & Uday V. Shanbhag, 2020. "On the resolution of misspecified convex optimization and monotone variational inequality problems," Computational Optimization and Applications, Springer, vol. 77(1), pages 125-161, September.
  20. Andrey Krasovskii & Nikolay Khabarov & Michael Obersteiner, 2014. "Impacts of the Fairly Priced REDD-based CO2 Offset Options on the Electricity Producers and Consumers," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(3), pages 273-288.
  21. Dane A. Schiro & Benjamin F. Hobbs & Jong-Shi Pang, 2016. "Perfectly competitive capacity expansion games with risk-averse participants," Computational Optimization and Applications, Springer, vol. 65(2), pages 511-539, November.
  22. T. Heikkinen & A. Prékopa, 2005. "Optimal power control in a wireless network using a model with stochastic link coefficients," Naval Research Logistics (NRL), John Wiley & Sons, vol. 52(2), pages 178-192, March.
  23. Aghayi, Nazila & Maleki, Bentolhoda, 2016. "Efficiency measurement of DMUs with undesirable outputs under uncertainty based on the directional distance function: Application on bank industry," Energy, Elsevier, vol. 112(C), pages 376-387.
  24. Chen, Chien-Wei & Fan, Yueyue, 2012. "Bioethanol supply chain system planning under supply and demand uncertainties," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 48(1), pages 150-164.
  25. Sebastián Arpón & Tito Homem-de-Mello & Bernardo K. Pagnoncelli, 2020. "An ADMM algorithm for two-stage stochastic programming problems," Annals of Operations Research, Springer, vol. 286(1), pages 559-582, March.
  26. Adane Abebaw Gessesse & Rajashree Mishra & Mitali Madhumita Acharya & Kedar Nath Das, 2020. "Genetic algorithm based fuzzy programming approach for multi-objective linear fractional stochastic transportation problem involving four-parameter Burr distribution," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 11(1), pages 93-109, February.
  27. J. F. F. Almeida & S. V. Conceição & L. R. Pinto & B. R. P. Oliveira & L. F. Rodrigues, 2022. "Optimal sales and operations planning for integrated steel industries," Annals of Operations Research, Springer, vol. 315(2), pages 773-790, August.
  28. Marla, Lavanya & Rikun, Alexander & Stauffer, Gautier & Pratsini, Eleni, 2020. "Robust modeling and planning: Insights from three industrial applications," Operations Research Perspectives, Elsevier, vol. 7(C).
  29. A Paucar-Caceres, 2011. "The development of management sciences/operational research discourses: surveying the trends in the US and the UK," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 62(8), pages 1452-1470, August.
  30. Garoian, Lee & Conner, J. Richard & Scifres, C.J., 1987. "A Discrete Stochastic Programming Model To Estimate Optimal Burning Schedules On Rangeland," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 19(2), pages 1-8, December.
  31. Zhou, Feng & Huang, Gordon H. & Chen, Guo-Xian & Guo, Huai-Cheng, 2009. "Enhanced-interval linear programming," European Journal of Operational Research, Elsevier, vol. 199(2), pages 323-333, December.
  32. Escudero, Laureano F. & Quintana, Francisco J. & Salmeron, Javier, 1999. "CORO, a modeling and an algorithmic framework for oil supply, transformation and distribution optimization under uncertainty," European Journal of Operational Research, Elsevier, vol. 114(3), pages 638-656, May.
  33. Andrea Beltratti & Andrea Consiglio & Stavros Zenios, 1999. "Scenario modeling for the management ofinternational bond portfolios," Annals of Operations Research, Springer, vol. 85(0), pages 227-247, January.
  34. Ankur Kulkarni & Uday Shanbhag, 2012. "Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms," Computational Optimization and Applications, Springer, vol. 51(1), pages 77-123, January.
  35. Víctor M. Albornoz & Marcelo I. Véliz & Rodrigo Ortega & Virna Ortíz-Araya, 2020. "Integrated versus hierarchical approach for zone delineation and crop planning under uncertainty," Annals of Operations Research, Springer, vol. 286(1), pages 617-634, March.
  36. Messina, E. & Mitra, G., 1997. "Modelling and analysis of multistage stochastic programming problems: A software environment," European Journal of Operational Research, Elsevier, vol. 101(2), pages 343-359, September.
  37. Tahvonen, Olli & Quaas, Martin F. & Voss, Rüdiger, 2018. "Harvesting selectivity and stochastic recruitment in economic models of age-structured fisheries," Journal of Environmental Economics and Management, Elsevier, vol. 92(C), pages 659-676.
  38. Terblanche, S.E. & Wessäly, R. & Hattingh, J.M., 2011. "Survivable network design with demand uncertainty," European Journal of Operational Research, Elsevier, vol. 210(1), pages 10-26, April.
  39. Dönmez, Kadir & Çetek, Cem & Kaya, Onur, 2022. "Air traffic management in parallel-point merge systems under wind uncertainties," Journal of Air Transport Management, Elsevier, vol. 104(C).
  40. Mula, J. & Poler, R. & Garcia-Sabater, J.P. & Lario, F.C., 2006. "Models for production planning under uncertainty: A review," International Journal of Production Economics, Elsevier, vol. 103(1), pages 271-285, September.
  41. Walter Gutjahr & Alois Pichler, 2016. "Stochastic multi-objective optimization: a survey on non-scalarizing methods," Annals of Operations Research, Springer, vol. 236(2), pages 475-499, January.
  42. Bastian, Nathaniel D. & Lunday, Brian J. & Fisher, Christopher B. & Hall, Andrew O., 2020. "Models and methods for workforce planning under uncertainty: Optimizing U.S. Army cyber branch readiness and manning," Omega, Elsevier, vol. 92(C).
  43. Schwarz, Hannes & Bertsch, Valentin & Fichtner, Wolf, 2015. "Two-stage stochastic, large-scale optimization of a decentralized energy system - a residential quarter as case study," Working Paper Series in Production and Energy 10, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP).
  44. Steffen Rebennack, 2022. "Data-driven stochastic optimization for distributional ambiguity with integrated confidence region," Journal of Global Optimization, Springer, vol. 84(2), pages 255-293, October.
  45. Yueyue Fan & Changzheng Liu, 2010. "Solving Stochastic Transportation Network Protection Problems Using the Progressive Hedging-based Method," Networks and Spatial Economics, Springer, vol. 10(2), pages 193-208, June.
  46. Kanudia, Amit & Loulou, Richard, 1998. "Robust responses to climate change via stochastic MARKAL: The case of Quebec," European Journal of Operational Research, Elsevier, vol. 106(1), pages 15-30, April.
  47. Fan, Wei, 2014. "Optimizing Strategic Allocation of Vehicles for One-Way Car-sharing Systems Under Demand Uncertainty," Journal of the Transportation Research Forum, Transportation Research Forum, vol. 53(3).
  48. Chardy, Matthieu & Klopfenstein, Olivier, 2012. "Handling uncertainties in vehicle routing problems through data preprocessing," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 48(3), pages 667-683.
  49. Schwarz, Hannes & Kotthoff, Lars & Hoos, Holger & Fichtner, Wolf & Bertsch, Valentin, 2017. "Using automated algorithm configuration to improve the optimization of decentralized energy systems modeled as large-scale, two-stage stochastic programs," Working Paper Series in Production and Energy 24, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP).
  50. M. Sakawa & T. Matsui & H. Katagiri, 2013. "An interactive fuzzy satisficing method for random fuzzy multiobjective integer programming problems through probability maximization with possibility," Fuzzy Information and Engineering, Springer, vol. 5(3), pages 335-350, September.
  51. Poojari, Chandra A. & Varghese, Boby, 2008. "Genetic Algorithm based technique for solving Chance Constrained Problems," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1128-1154, March.
  52. Escudero, L. F. & Galindo, E. & Garcia, G. & Gomez, E. & Sabau, V., 1999. "Schumann, a modeling framework for supply chain management under uncertainty," European Journal of Operational Research, Elsevier, vol. 119(1), pages 14-34, November.
  53. Kanudia, Amit & Shukla, PR, 1998. "Modelling of Uncertainties and Price Elastic Demands in Energy-environment Planning for India," Omega, Elsevier, vol. 26(3), pages 409-423, June.
  54. Anupam Gupta & R. Ravi & Amitabh Sinha, 2007. "LP Rounding Approximation Algorithms for Stochastic Network Design," Mathematics of Operations Research, INFORMS, vol. 32(2), pages 345-364, May.
  55. Crean, Jason & Parton, Kevin & Mullen, John & Jones, Randall, 2013. "Representing climatic uncertainty in agricultural models – an application of state-contingent theory," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(3).
  56. Entriken, Robert & Infanger, Gerd, 1990. "5.2 Decomposition and importance sampling for stochastic linear models," Energy, Elsevier, vol. 15(7), pages 645-659.
  57. C.H. Rosa & D. Yates, 1994. "Addressing the Issue of Uncertainty Within the Egyptian Agricultural Sector," Working Papers wp94097, International Institute for Applied Systems Analysis.
  58. Yu, Chian-Son & Li, Han-Lin, 2000. "A robust optimization model for stochastic logistic problems," International Journal of Production Economics, Elsevier, vol. 64(1-3), pages 385-397, March.
  59. McCarl, Bruce A., 1986. "Innovations In Programming Techniques For Risk Analysis," Regional Research Projects > 1986: S-180 Annual Meeting, March 23-26, 1986, Tampa, Florida 271825, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
  60. Song, Haiqing & Cheung, Raymond K. & Wang, Haiyan, 2014. "An arc-exchange decomposition method for multistage dynamic networks with random arc capacities," European Journal of Operational Research, Elsevier, vol. 233(3), pages 474-487.
  61. Walter J. Gutjahr & Alois Pichler, 2016. "Stochastic multi-objective optimization: a survey on non-scalarizing methods," Annals of Operations Research, Springer, vol. 236(2), pages 475-499, January.
  62. Tahir Ekin & Nicholas G. Polson & Refik Soyer, 2017. "Augmented nested sampling for stochastic programs with recourse and endogenous uncertainty," Naval Research Logistics (NRL), John Wiley & Sons, vol. 64(8), pages 613-627, December.
  63. Ouhimmou, Mustapha & Nourelfath, Mustapha & Bouchard, Mathieu & Bricha, Naji, 2019. "Design of robust distribution network under demand uncertainty: A case study in the pulp and paper," International Journal of Production Economics, Elsevier, vol. 218(C), pages 96-105.
  64. Dehghani, Maryam & Abbasi, Babak & Oliveira, Fabricio, 2021. "Proactive transshipment in the blood supply chain: A stochastic programming approach," Omega, Elsevier, vol. 98(C).
  65. Dimitris Bertsimas & Vineet Goyal, 2010. "On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems," Mathematics of Operations Research, INFORMS, vol. 35(2), pages 284-305, May.
  66. Arie M. C. A. Koster & Michael Poss, 2018. "Special issue on: robust combinatorial optimization," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(3), pages 207-209, September.
  67. Xide Zhu & Peijun Guo, 2020. "Bilevel programming approaches to production planning for multiple products with short life cycles," 4OR, Springer, vol. 18(2), pages 151-175, June.
  68. Suleyman Karabuk & S. David Wu, 2003. "Coordinating Strategic Capacity Planning in the Semiconductor Industry," Operations Research, INFORMS, vol. 51(6), pages 839-849, December.
  69. Tereza Sedlářová Nehézová & Michal Škoda & Robert Hlavatý & Helena Brožová, 2022. "Fuzzy and robust approach for decision-making in disaster situations," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 30(2), pages 617-645, June.
  70. Weskamp, Christoph & Koberstein, Achim & Schwartz, Frank & Suhl, Leena & Voß, Stefan, 2019. "A two-stage stochastic programming approach for identifying optimal postponement strategies in supply chains with uncertain demand," Omega, Elsevier, vol. 83(C), pages 123-138.
  71. Maskooki, Alaleh & Kallio, Markku, 2023. "A bi-criteria moving-target travelling salesman problem under uncertainty," European Journal of Operational Research, Elsevier, vol. 309(1), pages 271-285.
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  73. Michal Houda, 2007. "Role of Dependence in Chance-constrained and Robust Programming [Role závislosti v úlohách s pravděpodobnostními omezeními a v úlohách robustního programování]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2007(4), pages 111-120.
  74. Collins, Seán & Deane, John Paul & Poncelet, Kris & Panos, Evangelos & Pietzcker, Robert C. & Delarue, Erik & Ó Gallachóir, Brian Pádraig, 2017. "Integrating short term variations of the power system into integrated energy system models: A methodological review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 76(C), pages 839-856.
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  79. Rashed Khanjani-Shiraz & Ali Babapour-Azar & Zohreh Hosseini-Noudeh & Panos M. Pardalos, 2022. "Distributionally robust maximum probability shortest path problem," Journal of Combinatorial Optimization, Springer, vol. 43(1), pages 140-167, January.
  80. Teemu Pennanen, 2011. "Convex Duality in Stochastic Optimization and Mathematical Finance," Mathematics of Operations Research, INFORMS, vol. 36(2), pages 340-362, May.
  81. Verma, Manish & Gendreau, Michel & Laporte, Gilbert, 2013. "Optimal location and capability of oil-spill response facilities for the south coast of Newfoundland," Omega, Elsevier, vol. 41(5), pages 856-867.
  82. Dimitris Bertsimas & Vineet Goyal & Xu Andy Sun, 2011. "A Geometric Characterization of the Power of Finite Adaptability in Multistage Stochastic and Adaptive Optimization," Mathematics of Operations Research, INFORMS, vol. 36(1), pages 24-54, February.
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  110. Silvia Araújo dos Reis & José Eugenio Leal & Antônio Márcio Tavares Thomé, 2023. "A Two-Stage Stochastic Linear Programming Model for Tactical Planning in the Soybean Supply Chain," Logistics, MDPI, vol. 7(3), pages 1-26, August.
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  114. Omid Abdolazimi & Farzad Bahrami & Davood Shishebori & Majid Alimohammadi Ardakani, 2022. "A multi-objective closed-loop supply chain network design problem under parameter uncertainty: comparison of exact methods," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(9), pages 10768-10802, September.
  115. Panos Parpas & Berç Rustem, 2007. "Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems," INFORMS Journal on Computing, INFORMS, vol. 19(2), pages 239-247, May.
  116. Arezoo Atighehchian & Mohammad Mehdi Sepehri & Pejman Shadpour & Kamran Kianfar, 2020. "A two-step stochastic approach for operating rooms scheduling in multi-resource environment," Annals of Operations Research, Springer, vol. 292(1), pages 191-214, September.
  117. Kallio, Markku & Halme, Merja & Dehghan Hardoroudi, Nasim & Aspara, Jaakko, 2022. "Transparent structured products for retail investors," European Journal of Operational Research, Elsevier, vol. 302(2), pages 752-767.
  118. Bora Tarhan & Ignacio Grossmann & Vikas Goel, 2013. "Computational strategies for non-convex multistage MINLP models with decision-dependent uncertainty and gradual uncertainty resolution," Annals of Operations Research, Springer, vol. 203(1), pages 141-166, March.
  119. Alexandra M. Newman & Martin Weiss, 2013. "A Survey of Linear and Mixed-Integer Optimization Tutorials," INFORMS Transactions on Education, INFORMS, vol. 14(1), pages 26-38, September.
  120. Warren B. Powell, 2016. "Perspectives of approximate dynamic programming," Annals of Operations Research, Springer, vol. 241(1), pages 319-356, June.
  121. John Bistline & John Weyant, 2013. "Electric sector investments under technological and policy-related uncertainties: a stochastic programming approach," Climatic Change, Springer, vol. 121(2), pages 143-160, November.
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