Abstract. Stochastic optimization is a leading approach to model optimization problems in which there is uncertainty in the input data, whether from measurement noise or an inabili...
— The problem of finding an optimal path in an uncertain graph arises in numerous applications, including network routing, path-planning for vehicles, and the control of finite...
In this paper, we address the optimal joint control of inventory and transshipment for a firm that produces in two locations and faces capacity uncertainty. Capacity uncertainty (...
This paper presents preliminary work done on simulationbased optimization of a stochastic material-dispatching system in a retailer network. The problem we consider is one of dete...
Abstract. Motivated by an application in project portfolio analysis under uncertainty, we develop an algorithm S-VNS for solving stochastic combinatorial optimization (SCO) problem...
Walter J. Gutjahr, Stefan Katzensteiner, Peter Rei...