Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Vlerk, Maarten H. van der"'
We consider a class of convex approximations for totally unimodular (TU) integer recourse models and derive a uniform error bound by exploiting properties of the total variation of the probability density functions involved. For simple integer recour
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a778d4c989ab5d3139ff7d0744ecbde2
http://edoc.hu-berlin.de/18452/9083
http://edoc.hu-berlin.de/18452/9083
We consider a convex approximation for integer recourse models. In particular, we showthat the claim of Van der Vlerk (2004) that this approximation yields the convex hull of totallyunimodular (TU) integer recourse models is incorrect. We discuss cou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3d99ef03562b5f4eb9b8b33138d13f21
We present some models to find the best allocation of a limited amount of so-called running time supplements (extra minutes added to a timetable to reduce delays) on a railway line. By the best allocation, we mean the solution under which the sum of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::25f302f29ee1ce7edb1657770bb7817a
We consider a dynamic planning problem for the transport of elderly and disabled people. The focus is on a decision to make one day ahead:which requests to serve with own vehicles, and which ones to assign to subcontractors, under uncertainty of late
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______133::f1be156e5cd60156df3d05f8441d28fa
http://edoc.hu-berlin.de/18452/9038
http://edoc.hu-berlin.de/18452/9038
Autor:
Vlerk, Maarten H. van der
We consider mixed-integer recourse (MIR) models with a single recourse constraint. We relate the second-stage value function of such problems to the expected simple integer recourse (SIR) shortage function. This allows to construct convex approximati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1e7ab6c9985353a636f40c052cf3bf21
We consider the objective function of a simple recourse problem with fixed technology matrix and integer second-stage variables. Separability due to the simple recourse structure allows to study a one-dimensional version instead.Based on an explicit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______133::b66577a227bb42e4023401e800c379f8
http://edoc.hu-berlin.de/18452/8982
http://edoc.hu-berlin.de/18452/8982
Autor:
Vlerk, Maarten H. van der
We consider modification of the recourse data, consisting of the second-stage parameters and the underlying distribution, as an approximation technique for solving two-stage recourse problems. This approach is applied to several specific classes of m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ff626d95a268b6100c94caba04021539
We discuss integrated chance constraints in their role of short-term risk constraints in a strategic ALM model for Dutch pension funds. The problem is set up as a multi-stage recourse model, with special attention for modeling the guidelines proposed
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9d41b00d44ddfb3e9c5e00b4785906e6
Approximation algorithms are the prevalent solution methods in the field of stochastic programming. Problems in this field are very hard to solve. Indeed, most of the research in this field has concentrated on designing solution methods that approxim
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______133::db049fb914f7612bef8670c4e62a032b
http://edoc.hu-berlin.de/18452/8946
http://edoc.hu-berlin.de/18452/8946
Autor:
Vlerk, Maarten H. van der
We consider modification of the recourse data, consisting of the second-stage parameters and the underlying distribution, as an approximation technique for solving two-stage recourse problems. This approach is applied to several specific classes of r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7c10cfe86e4eba4ec7db8ffdf4d1d918