Pages that link to "Item:Q1417787"
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The following pages link to Dynamic capacity acquisition and assignment under uncertainty (Q1417787):
Displaying 23 items.
- Two-stage stochastic lot-sizing problem under cost uncertainty (Q383162) (← links)
- Two-stage quadratic integer programs with stochastic right-hand sides (Q431020) (← links)
- A robust optimization solution to bottleneck generalized assignment problem under uncertainty (Q889555) (← links)
- Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs (Q934793) (← links)
- Strategic facility location, capacity acquisition, and technology choice decisions under demand uncertainty: robust vs. non-robust optimization approaches (Q1753532) (← links)
- A hierarchy of bounds for stochastic mixed-integer programs (Q1949254) (← links)
- Dynamic capacity allocation for group bookings in live entertainment (Q2023985) (← links)
- Integrated facility location and capacity planning under uncertainty (Q2244999) (← links)
- Asynchronous Lagrangian scenario decomposition (Q2246185) (← links)
- A generalized Benders decomposition-based branch and cut algorithm for two-stage stochastic programs with nonconvex constraints and mixed-binary first and second stage variables (Q2274882) (← links)
- The impact of uncertain yield on capacity acquisition in process plant networks (Q2473135) (← links)
- The million-variable ``march'' for stochastic combinatorial optimization (Q2494291) (← links)
- Addressing capacity uncertainty in resource-constrained assignment problems (Q2566939) (← links)
- Supply capacity acquisition and allocation with uncertain customer demands (Q2655615) (← links)
- A review on strategic capacity planning for the semiconductor manufacturing industry (Q3055415) (← links)
- Two-Stage Stochastic Mixed-Integer Programs: Algorithms and Insights (Q3565463) (← links)
- Combining Progressive Hedging with a Frank--Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming (Q4641662) (← links)
- Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs (Q5139855) (← links)
- A Scalable Bounding Method for Multistage Stochastic Programs (Q5348474) (← links)
- Simple dynamic location problem with uncertainty: a primal-dual heuristic approach (Q5746680) (← links)
- Combining penalty‐based and Gauss–Seidel methods for solving stochastic mixed‐integer problems (Q6066721) (← links)
- Scenario-dominance to multi-stage stochastic lot-sizing and knapsack problems (Q6164359) (← links)
- A study of progressive hedging for stochastic integer programming (Q6187184) (← links)
