In this paper, we propose a new model for designing integrated forward/reverse logistics based on pricing policy in direct and indirect sales channel. The proposed model includes producers, disposal center, distributers and final customers. We assumed that the location of final customers is fixed. First, a deterministic mixed integer linear programming model is developed for integrated logistic...

We survey structural properties of and algorithms for stochastic integer programming models, mainly considering linear two-stage models with mixedinteger recourse (and their multi-stage extensions).

We present recent developments in two-stage mixed-integer stochastic programming with regard to application in power production planning. In particular, we review structural properties, stability issues, scenario reduction and decomposition algorithms for two-stage models. Furthermore, we describe an application to stochastic thermal unit commitment.

In the context of public transportation system, improving the service quality and robustness through minimizing the average passengers waiting time is a real challenge. This study provides robust stochastic programming models for train timetabling problem in urban rail transit systems. The objective is minimization of the weighted summation of the expected cost of passenger waiting time, its va...

For a long time modeling approaches to stochastic programming were dominated by scenario generation methods. Consequently the main computational effort went into development of decomposition type algorithms for solving constructed large scale (linear) optimization problems. A different point of view emerged recently where computational complexity of stochastic programming problems was investiga...