**Commenced**in January 2007

**Frequency:**Monthly

**Edition:**International

**Paper Count:**1207

# Search results for: stochastic programming

##### 1207 Use the Null Space to Create Starting Point for Stochastic Programming

**Authors:**
Ghussoun Al-Jeiroudi

**Abstract:**

**Keywords:**
interior point methods,
stochastic programming,
null space,
starting points

##### 1206 A Multi-Objective Programming Model to Supplier Selection and Order Allocation Problem in Stochastic Environment

**Authors:**
Rouhallah Bagheri,
Morteza Mahmoudi,
Hadi Moheb-Alizadeh

**Abstract:**

**Keywords:**
supplier selection,
order allocation,
dependent chance programming,
genetic algorithm

##### 1205 Stochastic Programming and C-Somga: Animal Ration Formulation

**Authors:**
Pratiksha Saxena,
Dipti Singh,
Neha Khanna

**Abstract:**

**Keywords:**
animal feed ration,
feed formulation,
linear programming,
stochastic programming,
self-migrating genetic algorithm,
C-SOMGA technique,
shelf life maximization,
cost minimization,
nutrient maximization

##### 1204 Supplier Selection and Order Allocation Using a Stochastic Multi-Objective Programming Model and Genetic Algorithm

**Authors:**
Rouhallah Bagheri,
Morteza Mahmoudi,
Hadi Moheb-Alizadeh

**Abstract:**

**Keywords:**
dependent chance programming,
genetic algorithm,
minimum deviation method,
order allocation,
supplier selection

##### 1203 Stochastic Energy and Reserve Scheduling with Wind Generation and Generic Energy Storage Systems

**Authors:**
Amirhossein Khazali,
Mohsen Kalantar

**Abstract:**

**Keywords:**
energy and reserve market,
energy storage device,
stochastic programming,
wind generation

##### 1202 Finding Data Envelopment Analysis Targets Using Multi-Objective Programming in DEA-R with Stochastic Data

**Authors:**
R. Shamsi,
F. Sharifi

**Abstract:**

**Keywords:**
DEA-R,
multi-objective programming,
stochastic data,
data envelopment analysis

##### 1201 Three-Stage Multivariate Stratified Sample Surveys with Probabilistic Cost Constraint and Random Variance

**Authors:**
Sanam Haseen,
Abdul Bari

**Abstract:**

**Keywords:**
chance constraint programming,
modified E-model,
stochastic programming,
stratified sample surveys,
three stage sample surveys

##### 1200 Multi-Period Supply Chain Design under Uncertainty

**Authors:**
Amir Azaron

**Abstract:**

**Keywords:**
supply chain management,
stochastic programming,
multiobjective programming,
inventory control

##### 1199 Finding DEA Targets Using Multi-Objective Programming

**Authors:**
Farzad Sharifi,
Raziyeh Shamsi

**Abstract:**

**Keywords:**
DEA,
MOLP,
STOCHASTIC,
DEA-R

##### 1198 A Multi-Criteria Model for Scheduling of Stochastic Single Machine Problem with Outsourcing and Solving It through Application of Chance Constrained

**Authors:**
Homa Ghave,
Parmis Shahmaleki

**Abstract:**

**Keywords:**
single machine scheduling,
multi-criteria mathematical model,
outsourcing strategy,
uncertain lead times and processing times,
chance constrained programming,
satisfaction function

##### 1197 A Reactive Flexible Job Shop Scheduling Model in a Stochastic Environment

**Authors:**
Majid Khalili,
Hamed Tayebi

**Abstract:**

**Keywords:**
flexible job-shop scheduling,
reactive scheduling,
stochastic environment,
mixed integer linear programming

##### 1196 Mathematical Programming Models for Portfolio Optimization Problem: A Review

**Authors:**
Mazura Mokhtar,
Adibah Shuib,
Daud Mohamad

**Abstract:**

**Keywords:**
portfolio optimization,
mathematical programming,
multi-objective programming,
solution approaches

##### 1195 Method of Parameter Calibration for Error Term in Stochastic User Equilibrium Traffic Assignment Model

**Authors:**
Xiang Zhang,
David Rey,
S. Travis Waller

**Abstract:**

**Keywords:**
parameter calibration,
sequential quadratic programming,
stochastic user equilibrium,
traffic assignment,
transportation planning

##### 1194 Deterministic and Stochastic Modeling of a Micro-Grid Management for Optimal Power Self-Consumption

**Authors:**
D. Calogine,
O. Chau,
S. Dotti,
O. Ramiarinjanahary,
P. Rasoavonjy,
F. Tovondahiniriko

**Abstract:**

**Keywords:**
photovoltaic production,
power consumption,
battery storage resources,
random variables,
stochastic modeling,
estimations of probability distributions,
mixed integer linear programming,
smart micro-grid,
self-consumption of electricity.

##### 1193 A Robust Optimization Model for the Single-Depot Capacitated Location-Routing Problem

**Authors:**
Abdolsalam Ghaderi

**Abstract:**

**Keywords:**
location-routing problem,
robust optimization,
stochastic programming,
variable neighborhood search

##### 1192 Method to Find a ε-Optimal Control of Stochastic Differential Equation Driven by a Brownian Motion

**Authors:**
Francys Souza,
Alberto Ohashi,
Dorival Leao

**Abstract:**

**Keywords:**
dynamic programming equation,
optimal control,
stochastic control,
stochastic differential equation

##### 1191 Stochastic Age-Structured Population Models

**Authors:**
Arcady Ponosov

**Abstract:**

**Keywords:**
boundary value problems,
population models,
stochastic delay differential equations,
stochastic partial differential equation

##### 1190 Optimal Management of Forest Stands under Wind Risk in Czech Republic

**Authors:**
Zohreh Mohammadi,
Jan Kaspar,
Peter Lohmander,
Robert Marusak,
Harald Vacik,
Ljusk Ola Eriksson

**Abstract:**

**Keywords:**
Czech republic,
forest stands,
stochastic dynamic programming,
wind risk

##### 1189 Non-Stationary Stochastic Optimization of an Oscillating Water Column

**Authors:**
María L. Jalón,
Feargal Brennan

**Abstract:**

**Keywords:**
non-stationary stochastic optimization,
oscillating water,
temporal variability,
wave energy

##### 1188 Weak Solutions Of Stochastic Fractional Differential Equations

**Authors:**
Lev Idels,
Arcady Ponosov

**Abstract:**

**Keywords:**
delay equations,
operator methods,
stochastic noise,
weak solutions

##### 1187 Lyapunov and Input-to-State Stability of Stochastic Differential Equations

**Authors:**
Arcady Ponosov,
Ramazan Kadiev

**Abstract:**

**Keywords:**
asymptotic stability,
delay equations,
operator methods,
stochastic perturbations

##### 1186 On Stability of Stochastic Differential Equations with Non Trivial Solutions

**Authors:**
Fakhreddin Abedi,
Wah June Leong

**Abstract:**

**Keywords:**
exponential stability in probability,
stochastic differential equations,
Lyapunov technique,
Ito’s formula

##### 1185 Optimal Delivery of Two Similar Products to N Ordered Customers

**Authors:**
Epaminondas G. Kyriakidis,
Theodosis D. Dimitrakos,
Constantinos C. Karamatsoukis

**Abstract:**

**Keywords:**
collection of similar products,
dynamic programming,
stochastic demands,
stochastic preferences,
vehicle routing problem

##### 1184 Production Planning for Animal Food Industry under Demand Uncertainty

**Authors:**
Pirom Thangchitpianpol,
Suttipong Jumroonrut

**Abstract:**

**Keywords:**
animal food,
stochastic linear programming,
aggregate planning,
production planning,
demand uncertainty

##### 1183 A Common Automated Programming Platform for Knowledge Based Software Engineering

**Authors:**
Ivan Stanev,
Maria Koleva

**Abstract:**

**Keywords:**
automated programming,
cloud computing,
knowledge based software engineering,
service oriented architecture

##### 1182 Supplier Selection in a Scenario Based Stochastic Model with Uncertain Defectiveness and Delivery Lateness Rates

**Authors:**
Abeer Amayri,
Akif A. Bulgak

**Abstract:**

**Keywords:**
global supply chains,
quality,
stochastic programming,
supplier selection

##### 1181 A Survey of Grammar-Based Genetic Programming and Applications

**Authors:**
Matthew T. Wilson

**Abstract:**

**Keywords:**
context-free grammar,
genetic algorithms,
genetic programming,
grammatical evolution

##### 1180 A Stochastic Vehicle Routing Problem with Ordered Customers and Collection of Two Similar Products

**Authors:**
Epaminondas G. Kyriakidis,
Theodosis D. Dimitrakos,
Constantinos C. Karamatsoukis

**Abstract:**

**Keywords:**
dynamic programming,
similar products,
stochastic demands,
stochastic preferences,
vehicle routing problem

##### 1179 Airport Check-In Optimization by IP and Simulation in Combination

**Authors:**
Ahmed Al-Sultan

**Abstract:**

**Keywords:**
airport terminal,
integer programming,
scheduling,
simulation

##### 1178 Cutting Plane Methods for Integer Programming: NAZ Cut and Its Variations

**Authors:**
A. Bari

**Abstract:**

**Keywords:**
Integer Programming,
NAZ cut,
A-T cut,
Cutting plane method