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Stochastic programming

About: Stochastic programming is a research topic. Over the lifetime, 12343 publications have been published within this topic receiving 421049 citations.


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Book
01 Jan 1995

1,224 citations

Book
25 Apr 1996
TL;DR: In this paper, the authors present a survey of Fuzzy multiple objective decision-making techniques and their application in various aspects of the real world, such as: 1.1 Introduction.2 Goal Programming.
Abstract: 1 Introduction.- 1.1 Objectives of This Study.- 1.2 (Fuzzy) Multiple Objective Decision Making.- 1.3 Classification of (Fuzzy) Multiple Objective Decision Making.- 1.4 Applications of (Fuzzy) Multiple Objective Decision Making.- 1.5 Literature Survey.- 1.6 Fuzzy Sets.- 2 Multiple Objective Decision Making.- 2.1 Introduction.- 2.2 Goal Programming.- 2.2a A Portfolio Selection Problem.- 2.2b An Audit Sampling Problem.- 2.3 Fuzzy Programming.- 2.3.1 Max-Min Approach.- 2.3.1a A Trade Balance Problem.- 2.3.1b A Media Selection Problem.- 2.3.2 Augmented Max-Min Approach.- Example.- 2.3.2a A Trade Balance Problem.- 2.3.2b A Logistics Planning Model.- 2.3.3 Parametric Approach.- Example.- 2.4 Global Criterion Approach.- 2.4.1 Global Criterion Approach.- 2.4.1a A Nutrition Problem.- 2.4.2 TOPSIS for MODM.- 2. .2a A Water Quality Management Problem.- 2.5 Interactive Multiple Objective Decision Making.- 2.5.1 Optimal System Design.- 2.5.1a A Production Planning Problem.- 2.5.2 KSU-STEM.- 2.5.2a A Nutrition Problem.- 2.5.2b A Project Scheduling Problem.- 2.5.3 ISGP-II.- 2.5.3a A Nutrition Problem.- 2.5.3b A Bank Balance Sheet Management Problem.- 2.5.4 Augmented Min-Max Approach.- 2.5.4a A Water Pollution Control Problem.- 2.6 Multiple Objective Linear Fractional Programming.- 2.6.1 Luhandjula's Approach.- Example.- 2.6.2 Lee and Tcha's Approach.- 2.6.2a A Financial Structure Optimization Problem.- 2.7 Multiple Objective Geometric Programming.- Example.- 2.7a A Postal Regulation Problem.- 3 Fuzzy Multiple Objective Decision Making.- 3.1 Fuzzy Goal Programming.- 3.1.1 Fuzzy Goal Programming.- 3.1.1a A Production-Marketing Problem.- 3.1.1b An Optimal Control Problem.- 3.1.1c A Facility Location Problem.- 3.1.2 Preemptive Fuzzy Goal Programming.- Example: The Production-Marketing Problem.- 3.1.3 Interpolated Membership Function.- 3.1.3.1 Hannan's Method.- Example: The Production-Marketing Problem.- 3.1.3.2 Inuiguchi, Ichihashi and Kume's Method.- Example: The Trade Balance Problem.- 3.1.3.3 Yang, Ignizio and Kim's Method.- Example.- 3.1.4 Weighted Additive Model.- 3.1.4.1 Crisp Weights.- 3.1.4.1a Maximin Approach.- Example: The Production-Marketing Problem.- 3.1.4.1b Augmented Maximin Approach.- 3.1.4.1c Supertransitive Approximation.- Example: The Production-Marketing Problem.- 3.1.4.2 Fuzzy Weights.- Example: The Production-Marketing Problem.- 3.1.5 A Preference Structure on Aspiration Levels.- Example: The Production-Marketing Problem.- 3.1.6 Nested Priority.- 3.1.6a A Personnel Selection Problem.- 3.2 Fuzzy Global Criterion.- Example.- 3.3 Interactive Fuzzy Multiple Objective Decision Making.- 3.3.1 Werners's Method.- Example: The Trade Balance Problem.- 3.3.1a An Aggregate Production Planning Problem.- 3.3.2 Lai and Hwang's Method.- 3.3.3 Leung's Method.- Example.- 3.3.4 Fabian, Ciobanu and Stoica's Method.- Example.- 3.3.5 Sasaki, Nakahara, Gen and Ida's Method.- Example.- 3.3.6 Baptistella and Ollero's Method.- 3.3.6a An Optimal Scheduling Problem.- 4 Possibilistic Multiple Objective Decision Making.- 4.1 Introduction.- 4.1.1 Resolution of Imprecise Objective Functions.- 4.1.2 Resolution of Imprecise Constraints.- 4.2 Possibilistic Multiple Objective Decision Making.- 4.2.1 Tanaka and His Col1eragues' Methods.- Example.- 4.2.1.1 Possibilistic Regression.- Example 1.- Example 2.- 4.2.1.2 Possibilistic Group Method of Data Handling.- Example 28.- 4.2.2 Lai and Hwang's Method.- 4.2.3 Negi's Method.- Example.- 4.2.4 Luhandjula's Method.- Example.- 4.2.5 Li and Lee's Method.- Example.- 4.2.6 Wierzchon's Method.- 4.3 Interactive Methods for PMODM.- 4.3.1 Sakawa and Yano's Method.- Example.- 4.3.2 Slowinski's Method.- 4.3.2a A Long-Term Development Planning Problem of a Water Supply System.- 4.3.2b A Land-Use Planning Problem.- 4.3.2c A Farm Structure Optimization Problem.- 4.3.3 Rommelranger's Method.- Example.- 4.4 Hybrid Problems.- 4.4.1 Tanaka, Ichihashi and Asai's Method.- Example.- 4.4.2 Inuiguchi and Ichihashi's Method.- Example.- 4.5 Possibilistic Multiple Objective Linear Fractional Programming.- 4.6 Interactive Possibilistic Regression.- 4.6.1 Crisp Output and Crisp Input.- Example.- 4.6.2 Imprecise Output and Crisp Input.- Example.- 4.6.3 Imprecise Output and Imprecise Input.- Example.- 5 Concluding Remarks.- 5.1 Future Research.- 5.2 Fuzzy Mathematical Programming.- 5.3 Multiple Attribute Decision Making.- 5.4 Fuzzy Multiple Attribute Decision Making.- 5.5 Group Decision Making under Multiple Criteria.- Books, Monographs and Conference Proceedings.- Journal Articles, Technical Reports and Theses.- Appendix: Stochastic Programming.- A.1 Stochastic Programming with a Single Objective Function.- A.1.1 Distribution Problems.- A.1.2 Two-Stage Programming.- A.1.3 Chance-Constrained Programming.- A.2 Stochastic Programming with Multiple Objective Functions.- A.2.1 Distribution Problem.- A.2.2 Goal Programming Problem.- A.2.3 Utility Function Problem.- A.2.4 Interactive Problem.- References.

1,168 citations

Journal ArticleDOI
TL;DR: This paper reviews theory and methodology that have been developed to cope with the complexity of optimization problems under uncertainty and discusses and contrast the classical recourse-based stochastic programming, robust stochastics programming, probabilistic (chance-constraint) programming, fuzzy programming, and stochastically dynamic programming.

1,145 citations

Journal ArticleDOI
TL;DR: In this paper, the authors consider a point-to-point data transmission with an energy harvesting transmitter which has a limited battery capacity, communicating in a wireless fading channel, and they consider two objectives: maximizing the throughput by a deadline, and minimizing the transmission completion time of the communication session.
Abstract: Wireless systems comprised of rechargeable nodes have a significantly prolonged lifetime and are sustainable. A distinct characteristic of these systems is the fact that the nodes can harvest energy throughout the duration in which communication takes place. As such, transmission policies of the nodes need to adapt to these harvested energy arrivals. In this paper, we consider optimization of point-to-point data transmission with an energy harvesting transmitter which has a limited battery capacity, communicating in a wireless fading channel. We consider two objectives: maximizing the throughput by a deadline, and minimizing the transmission completion time of the communication session. We optimize these objectives by controlling the time sequence of transmit powers subject to energy storage capacity and causality constraints. We, first, study optimal offline policies. We introduce a directional water-filling algorithm which provides a simple and concise interpretation of the necessary optimality conditions. We show the optimality of an adaptive directional water-filling algorithm for the throughput maximization problem. We solve the transmission completion time minimization problem by utilizing its equivalence to its throughput maximization counterpart. Next, we consider online policies. We use stochastic dynamic programming to solve for the optimal online policy that maximizes the average number of bits delivered by a deadline under stochastic fading and energy arrival processes with causal channel state feedback. We also propose near-optimal policies with reduced complexity, and numerically study their performances along with the performances of the offline and online optimal policies under various different configurations.

1,130 citations

Book
25 Sep 2014

1,100 citations


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Performance
Metrics
No. of papers in the topic in previous years
YearPapers
2023175
2022423
2021526
2020598
2019578
2018532