Browsing by Subject "Stochastic programming"
Now showing items 113 of 13

Adaptive jacknife estimators for stochastic programming
(200712)Stochastic programming facilitates decision making under uncertainty. It is usually impractical or impossible to find the optimal solution to a stochastic problem, and approximations are required. Samplingbased approximations ... 
An assessment of the system costs and operational benefits of vehicletogrid schemes
(201312)With the emerging nationwide availability of plugin electric vehicles (PEVs) at prices attainable for many consumers, electric utilities, system operators, and researchers have been investigating the impact of this new ... 
Harnessing demand flexibility to minimize cost, facilitate renewable integration, and provide ancillary services
(201408)Renewable energy is key to a sustainable future. However, the intermittency of most renewable sources and lack of sufficient storage in the current power grid means that reliable integration of significantly more renewables ... 
Modeling and optimization for spatial detection to minimize abandonment rate
(201408)Some oil and gas companies are drilling and developing fields in the Arctic Ocean, which has an environment with sea ice called ice floes. These companies must protect their platforms from ice floe collisions. One proposal ... 
Monte Carlo methods for multistage stochastic programs
(2003)Stochastic programming is a natural and powerful extension of deterministic mathematical programming, and it is effectively utilized for analyzing optimization problems when the problem’s parameters are not known with ... 
Monte Carlo samplingbased methods in stochastic programming
(2005)Many problems in business, engineering and science involve uncertainties but optimization of such complex systems is often done in practice with deterministic model parameters. Stochastic programming extends determinis ... 
Optimal draining of fluid networks with parameter uncertainty
(200712)Fluid networks are useful tools for analyzing complex manufacturing environments especially in semiconductor wafer fabrication. The makespan of a fluid network is defined as the time to drain the system, when there is fluid ... 
Optimal infrastructure maintenance scheduling problem under budget uncertainty
(201108)This research addresses the infrastructure maintenance scheduling problems under budget uncertainty. Infrastructure agencies usually face budget uncertainties that will eventually lead to suboptimal planning if maintenance ... 
Portfolio optimization using stochastic programming with market trend forecast
(201408)This report discusses a multistage stochastic programming model that maximizes expected ending time profit assuming investors can forecast a bull or bear market trend. If an investor can always predict the market trend ... 
Prioritization via stochastic optimization
(201005)We take a novel perspective on reallife decision making problems involving binary activityselection decisions that compete for scarce resources. The current literature in operations research approaches these problems by ...