Stochastic Programming
Mostrando 1-12 de 49 artigos, teses e dissertações.
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1. CAPACITATED LOT SIZING AND SCHEDULING WITH ORDER ACCEPTANCE AND DELIVERY TIME WINDOWS: MATHEMATICAL MODEL AND A MIP-BASED HEURISTIC
ABSTRACT This research addresses a lot sizing and scheduling problem inspired by a real-world production environment where the customers make advanced orders and the industry need to decide which orders will be accepted with the aim of maximizing the profit respecting the production capacity constraints. Orders are composed of different types of items which
Pesqui. Oper.. Publicado em: 02/12/2019
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2. PERFORMANCE COMPARISON OF SCENARIO-GENERATION METHODS APPLIED TO A STOCHASTIC OPTIMIZATION ASSET-LIABILITY MANAGEMENT MODEL
ABSTRACT In this paper, we provide an empirical discussion of the differences among some scenario tree-generation approaches for stochastic programming. We consider the classical Monte Carlo sampling and Moment matching methods. Moreover, we test the Resampled average approximation, which is an adaptation of Monte Carlo sampling and Monte Carlo with naive al
Pesqui. Oper.. Publicado em: 2018-04
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3. Classical and stochastic mine planning techniques, state of the art and trends
Abstract Determination of the best possible ultimate pit for an open pit mine is a fundamental subject that has undergone a highly evolutionary process, reviewed in this study, since the correct choice carries substantial economic impact for the industry. The correct choice can be very beneficial for project analysis, whereas an incorrect choice has the pote
REM, Int. Eng. J.. Publicado em: 2018-04
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4. PERIODIC REVIEW SYSTEM FOR INVENTORY REPLENISHMENT CONTROL FOR A TWO-ECHELON LOGISTICS NETWORK UNDER DEMAND UNCERTAINTY: A TWO-STAGE STOCHASTIC PROGRAMING APPROACH
ABSTRACT Here, we propose a novel methodology for replenishment and control systems for inventories of two-echelon logistics networks using a two-stage stochastic programming, considering periodic review and uncertain demands. In addition, to achieve better customer services, we introduce a variable rationing rule to address quantities of the item in short.
Pesqui. Oper.. Publicado em: 2017-08
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5. A COMPARATIVE STUDY OF STOCHASTIC QUADRATIC PROGRAMMING AND OPTIMAL CONTROL MODEL IN PRODUCTION-INVENTORY SYSTEM WITH STOCHASTIC DEMAND
ABSTRACT This study compares the optimal control model and stochastic quadratic programming (SQP) model of a production-inventory system. A single product, without shortage in the case of a periodic-review policy with stochastic demand and deterioration rate as a function of time, is discussed. The items are subjected to deterioration via storage and the inv
Pesqui. Oper.. Publicado em: 2017-01
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6. A STOCHASTIC PROGRAMMING APPROACH TO LIQUIFIED NATURAL GAS PLANNING
ABSTRACT This work reports on modeling and numerical experience in solving the liquefied natural gas (LNG) planning for an oil and gas company. We developed a model to optimize said purchase, optimizing the amount of LNG bought on the spot and on the long-term markets, based on the predicted demand for the planning horizon. A stochastic approach to address u
Pesqui. Oper.. Publicado em: 2016-04
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7. Simulation and economic analysis of bovine sex selection
A simulation model implemented in the programming software Delphi XE® was applied to evaluate sex selection in bovine. The hypothesis under investigation was that a dynamic model with stochastic and deterministic elements could detect the sexed semen technique to minimize pregnancy cost and to determine the adequate number of recipients required for in vivo
R. Bras. Zootec.. Publicado em: 2013-05
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8. Desafios e oportunidades da geração eólica e termelétrica a gás natural no Sistema Elétrico Peruano. / Challenges and opportunities of the wind generation and to natural gas thermal in the Peruvian Electricity System.
Several countries around the world have increasingly sought to diversify their electrical matrix in order to reduce dependence on fossil fuels and reduce emissions of gases responsible for worsening greenhouse effect in the atmosphere. As a result, has grown the participation of some renewable energy sources that until two decades ago did not occupied a prom
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 08/02/2012
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9. Stochastic Benders decomposition for the supply chain investment planning problem under demand uncertainty
This paper presents the application of a stochastic Benders decomposition algorithm for the problem of supply chain investment planning under uncertainty applied to the petroleum byproducts supply chain. The uncertainty considered is related with the unknown demand levels for oil products. For this purpose, a model was developed based on two-stage stochastic
Pesqui. Oper.. Publicado em: 04/12/2012
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10. Long-term planning of a container terminal under demand uncertainty and economies of scale
Governments of many developing countries are presently granting concessions to private organizations to operate container terminals. A key element in this process is the technical and economic evaluation of the project. In practice, the demand levels over time are volatile. The first part of the paper deals with a capacity expansion problem with stochastic d
Pesquisa Operacional. Publicado em: 03/04/2012
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11. Tomada de decisão de investimento em um fundo de pensão com plano de benefícios do tipo benefício definido: uma abordagem via programação estocástica multiestágio linear. / Investment decision making in a defined benefit pension fund plan: an approach via linear stochastic programming.
Este trabalho apresenta uma abordagem via programação estocástica linear para a tomada de decisão de investimento em um fundo de pensão com plano de benefícios do tipo benefício definido. Propõe-se uma nova metodologia para a definição da alocação da carteira do fundo no instante inicial baseada na média de vários cenários econômicos gerados
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 28/09/2011
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12. Programação estocástica e otimização robusta no planejamento da produção de empresas moveleiras / Stochastic programming and robust optimization in the production planning of furniture industries
O planejamento da produção em indústrias moveleiras de pequeno porte é comumente constituído por decisões referentes ao volume de produção e à política de estoque, com o objetivo de minimizar o desperdício de material, os atrasos e as horas-extras utilizadas ao longo do horizonte de planejamento. Administrar tais decisões de uma maneira tratável
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 08/04/2011