Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Arnt-Gunnar Lium"'
Autor:
Michal Kaut, Arnt-Gunnar Lium
Publikováno v:
Kybernetika. :1049-1064
In this paper, we present a method for generating scenarios for two-stage stochastic programs, using multivariate distributions specified by their marginal distributions and the correlation matrix. The margins are described by their cumulative distri
Autor:
Arnt-Gunnar Lium1 Arnt.G.Lium@himolde.no, Crainic, Teodor Gabriel2 theo@crt.umontreal.ca, Wallace, Stein W.3 Stein.W.Wallace@himolde.no
Publikováno v:
Asia-Pacific Journal of Operational Research. Apr2007, Vol. 24 Issue 2, p161-179. 19p.
Publikováno v:
The Journal of Energy Markets. 3:31-64
Publikováno v:
Journal of Heuristics. 16:653-679
This paper considers the time-dependent service network design problem with stochastic demand represented by scenarios. To our knowledge, this is the first attempt to address real life-size instances of this problem. The model integrates the balancin
Publikováno v:
Transportation Science. 43:144-157
The objective of this paper is to investigate the importance of introducing stochastic elements into service network design formulations. To offer insights into this issue, we take a basic version of the problem in which periodic schedules are built
Publikováno v:
The Energy Journal. 35
Publikováno v:
2007 IEEE International Conference on Industrial Engineering and Engineering Management.
A large number of logistics problems involve integer programming. Adding stochastics to such a problem seems computationally prohibitive. On the other hand, in most cases, stochastics is an integral part of the underlying problem. And more importantl