We consider power system expansion planning under uncertainty. In our approach, integer programming and stochastic programming provide a basic framework. We develop a multistage stochastic programming model in which some of the variables are restricted to integer values. By utilizing the special property of the problem, called block separable recourse, the problem is transformed into a two-stag...

In this chapter, the authors propose a new approach to analyze the Solid Transportation Problem (STP). This new approach considers the multi-choice programming into the cost coefficients of objective function and stochastic programming, which is incorporated in three constraints, namely sources, destinations, and capacities constraints, followed by Cauchy’s distribution for solid transportation...

since the emergence of power market, the target of power generating utilities has mainly switched from cost minimization to revenue maximization. they dispatch their power energy generation units in the uncertain environment of power market. as a result, multi-stage stochastic programming has been applied widely by many power generating agents as a suitable tool for dealing with self-scheduling...

In this paper, bi-level programming is proposed for designing a competitive supply chain network. A two-stage stochastic programming approach has been developed for a multi-product supply chain comprising a capacitated supplier, several distribution centers, retailers and some resellers in the market. The proposed model considers demand’s uncertainty and disruption in distribution centers and t...

this paper studies the multi-stage supply chain system (msscm) controlled by the kanban mechanism. in the kanban system, decision making is based on the number of kanbans as well as batch sizes. a kanban mechanism is employed to assist in linking different production processes in a supply chain system in order to implement the scope of just-in-time (jit) philosophy. for a msscm, a mixed-integer...

We consider the other direction: the 2-stage stochastic programming problem (or also called stochastic recourse problem). Conceptually one should think of the decision process taking place in two stages. In the first, values for the first stage variables x are chosen. In the second, upon a realisation of the random parameters, a recourse action is to be taken in case of infeasibilities. Costs a...

Benders' decomposition is a well-known technique for solving large linear programs with a special structure. In particular it is a popular technique for solving multi-stage stochastic linear programming problems. Early termination in the subproblems generated during Benders' decomposition (assuming dual feasibility) produces valid cuts which are inexact in the sense that they are not as constra...