Topic
Stochastic programming
About: Stochastic programming is a research topic. Over the lifetime, 12343 publications have been published within this topic receiving 421049 citations.
Papers published on a yearly basis
Papers
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TL;DR: In this article, a stochastic linear programming model is proposed within a multi-period planning framework to maximize the expected profit for supplying biomass to a biorefinery and shipping biofuel to demand centers.
97 citations
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TL;DR: The direct search approach to determine optimal reservoir operating policies is proposed with a real coded genetic algorithm (GA) as the optimization method, and the parameters of the policies are optimized using the objective values obtained from system simulations.
Abstract: The direct search approach to determine optimal reservoir operating policies is proposed with a real coded genetic algorithm (GA) as the optimization method. The parameters of the policies are optimized using the objective values obtained from system simulations. Different reservoir release rules or forms, such as linear, piecewise linear, fuzzy rule base, and neural network, are applied to a single reservoir system and compared with conventional models such as stochastic dynamic programming and dynamic programming and regression. The results of historical and artificial time series simulations show that the GA models are generally superior in identifying better expected system performance. Parsimony of policy parameters is inferred as a principle for selecting the structure of the policy, and Fourier series can be helpful for reducing the number of parameters by defining the time variations of coefficients. The proposed method has shown to be flexible and robust in optimizing various types of policies, e...
97 citations
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TL;DR: In this paper, chance-constrained 0–1 integer programming models for the stochastic traditional and U-type line balancing (ULB) problem are developed and a goal programming approach is presented in order to increase the system reliability.
97 citations
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TL;DR: In this article a stochastic location-routing problem is defined and cast as a two-stage model, in a first stage the set of plants and a family of routes are determined; in a second stage a recourse action is applied to adapt these routes to the actual set of customers to visit.
97 citations
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TL;DR: In this article, the authors presented a stochastic profit-based model for day-ahead operational planning of a combined wind farm-cascade hydro system, where the generation company (GenCo) that owns the VPP considered a portion of its hydro plants capacity to compensate the wind power forecast errors.
97 citations