King, A. J., & Wallace, S. W. (2012). Modeling with Stochastic Programming. Springer Series in operations research and financial engineering. New York: Springer.King, A., Wallace, S., Modeling with Stochastic Programming, Springer, NY, 2012....
Models are quickly constructed using the modeling libraries, simulated with the appropriate model of computation and analyzed with the generated reports. To support accurate modeling, the Block Diagram Editor has error detection and reporting, syntax checkers, graphical debuggers, tracing and logging. ...
ming. The theory and methods of solving stochastic integer programming problems draw heavily fromthe theory of general integer programming. Their comprehensive presentation would entail discussion of many concepts and methods of this vast field, which would have little connection with the rest of the...
参考文献[2]将SO在SVRP中的应用分为Apriori paradigm和reoptimization。前者也被称为stochastic programming with recourse。Apriori将问题改变成两阶段问题: 其中Q ( x , ξ )代表x和ξ实现之后recourse的期望成本。在第一阶段,我们首先根据参数的期望值构造一个解。在第二阶段,如果随机变量的实现值使得该解违背了...
Modeling with Itô Stochastic Differential Equations is useful for researchers and graduate students. As a textbook for a graduate course, prerequisites include probability theory, differential equations, intermediate analysis, and some knowledge of scientific programming.Similar...
We extend the linear programming (LP) model of deterministic supply-chain planning to take demand uncertainty and cash flows into account for the medium term. The resulting stochastic LP model is similar to that of asset–liability management (ALM), for which the literature using stochastic program...
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Projects Wiki Security Insights Additional navigation options main 1Branch70Tags Code Folders and files Name Last commit message Last commit date Latest commit mrmundt Merge pull request#3553from mrmundt/solver-dep-warn Apr 9, 2025 d2dc334·Apr 9, 2025 ...
However, for problems with slowly decaying Kolmogorov’s width, the nonlinear manifold approach outperforms the linear subspace one. Even though the authors hypothesize that a visual comparison between principal component analysis (PCA) and t-Distributed Stochastic Neighbor Embedding (t-SNE) could ...
There is also the broadest set of transit assignment methods including some innovative methods not found in other packages. These include a stochastic user equilibrium method that deals with multiple service alternatives, vehicle capacity, and optionally with dwell time and user’s value of time. In...