The research is motivated by the need for economic efficiency and risk management in the national electric system. Stochastic costs of natural gas are introduced in a generalized network flow model of the integrated power energy system to explore the effects of uncertain fuel costs on the optimal energy flows in U.S. The fuel costs are modeled as discretely distributed random variables and a ro...

using greedy clustering method to solve capacitated location-routing problem with fuzzy demands abstract in this paper, the capacitated location routing problem with fuzzy demands (clrp_fd) is considered. in clrp_fd, facility location problem (flp) and vehicle routing problem (vrp) are observed simultaneously. indeed the vehicles and the depots have a predefined capacity to serve the customerst...

Expected recourse functions in linear two-stage stochastic programs with mixed-integer second stage are approximated by estimating the underlying probability distribution via empirical measures. Under mild conditions, almost sure uniform convergence of the empirical means to the original expected recourse function is established.

Stochastic programming problems with simple recourse belong to problems depending on a random element only through the corresponding probability measure. Consequently, this probability measure can be treated as a parameter of the problem. In this paper the stability with respect to the above mentioned parameter will be studied for generalized simple recourse problems.

In this paper, we combine the inexact Newton method with the stochastic decomposition method and present a stochastic Newton method for solving the two-stage stochastic program. We prove that the new method is superlinearly convergent with probability one and a probabilistic error bound h(N k). The error bound h(N k) at least has the same order as jjy k ?y jj when k ! 1. In the algorithm, we ca...

Mixed-integer two-stage stochastic programs with fixed recourse matrix, random recourse costs, technology matrix, and right-hand sides are considered. Quantitative continuity properties of its optimal value and solution set are derived when the underlying probability distribution is perturbed with respect to an appropriate probability metric.

In recent years, there has been a tremendous increase in environmental awareness, due to concerns about sustainability. Designing an efficient supply chain network that fulfills the expectation of both business owners and customers and, at same time, pays attention protection is becoming trend commercial world. This study proposes theoretical model incorporating vehicle routing problems (VRPs) ...

We consider a general adversarial stochastic optimization model. Our model involves the design of a system that an adversary may subsequently attempt to destroy or degrade. We introduce SPAR, which utilizes mixed-integer programming for the design decision and a Markov decision process (MDP) for the modeling of our adversarial phase. © 2005 Elsevier B.V. All rights reserved.