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Filtry

3 071 (0,077s)

Výsledek výzkumu

Selected Deterministic Reformulations of Stochastic Programs

The purpose of the paper is to discuss stochastic programs and their deterministic reformulations. At first, basic concepts are reviewed. Later, various types of reformulations are introduced. The principles of their compar...

BB - Aplikovaná statistika, operační výzkum

  • 2006
  • D
Výsledek výzkumu

A Note on Comparison of Optimal Solutions

The paper discusses the comparisons of optimal solutions of various deterministic reformulations in stochastic programming.

BB - Aplikovaná statistika, operační výzkum

  • 2004
  • D
Výsledek výzkumu

Heuristic approaches to stochastic quadratic assignment problem: VO and MM cases

The aim of the paper is to build on the previous article, which dealt with heuristic approaches to solving of the so-called EV and EO deterministic reformulations deterministic reformulations. It is known that the ...

Statistics and probability

  • 2016
  • D
Výsledek výzkumu

Stochastic Quadratic Assignment problem: EV and EO reformulations solved by HC12

. The use of stochastic programming allows us to utilize various deterministic reformulations. Two commonly known deterministic reformulations will be discussed in detail i.e. EV (expected value) reformulation<...

Statistics and probability

  • 2014
  • JSC
Výsledek výzkumu

Stochastic programming, applications in civil engineering

The paper indicates several important problems that practical applications generate mainly in the area of optimum and reliable structural desigh. The model reformulations and modifications derived from the stochastic programming principles a...

JN - Stavebnictví

  • 2006
  • D
Výsledek výzkumu

A Lagrangian relaxation algorithm for stochastic fixed interval scheduling with non-identical machines and classes

a deterministic reformulation based on network flow under the assumption that the machines classes. The deterministic problem with no delays and more than one machine type has been shown to be NP-hard. We generalize the

Statistics and probability

  • 2024
  • Jimp
  • Odkaz
Výsledek výzkumu

Two Algorithms for Risk-averse Reformulation of Multi-stage Stochastic Programming Problems

), it is, however, mostly up to researcher to reformulate the problem into its deterministic to their mathematical definition. Creating of a deterministic equivalent (and its solution) is up the algorithms, transforming the...

Economic Theory

  • 2018
  • D
Výsledek výzkumu

Heuristic algorithm for stochastic design optimization of reinforced concrete element

Main goal of the paper is to introduce algorithm for stochastic design optimization of reinforced concrete cross section. Firstly, the deterministic task follows. The task is subsequently reformulated into its stochastic form of

Civil engineering

  • 2018
  • D
Výsledek výzkumu

Stochastic optimization of reinforced concrete elements’ design

, the deterministic problem is introduced and described, followed by the description of uncertainties involved in the process and stochastic reformulation of the problem of deterministic optimization using reduced gradient ...

Civil engineering

  • 2018
  • D
  • Odkaz
Výsledek výzkumu

Hybrid Algorithm for Here-and-Now Stochastic Network Design Problem with Pricing

for the solution of a hereand-now scenario-based expected objective reformulation parameters and 0-1 network design variables. At the beginning, the deterministic parameters are introduced and modeled by random variables. The follo...

BB - Aplikovaná statistika, operační výzkum

  • 2014
  • O
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