Algorithms for linear stochastic programs and their application in supply chain network design problems:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Hamburg
Kovač
2012
|
| Schriftenreihe: | Schriftenreihe QM
30 |
| Schlagworte: | |
| Online-Zugang: | Ausführliche Beschreibung Inhaltsverzeichnis |
| Beschreibung: | XVI, 212 S. graph. Darst. |
| ISBN: | 9783830065760 3830065760 |
Internformat
MARC
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Datensatz im Suchindex
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|---|---|
| adam_text | IMAGE 1
VII
C O N T E N T S
CONTENTS V I I
LIST O F FIGURES X I
LIST O F TABLES X I I
N O T A T I O N X I I I
1 INTRODUCTION 1
1.1 PURPOSE OF THIS THESIS 2
1.2 APPLICATIONS OF STOCHASTIC PROGRAMMING 2
1.2.1 POWER PRODUCTION AND MANAGEMENT 3
1.2.2 FINANCE 4
1.2.3 FLEET MANAGEMENT 5
1.2.4 HEALTH CARE MANAGEMENT AND EMERGENCY SERVICES . 6 1.2.5 PRODUCTION
7
1.2.6 SUPPLY CHAIN NETWORK DESIGN AND FACILITY LOCATION 8 1.2.7
TELECOMMUNICATIONS 8
1.3 ABOUT STOCHASTIC PROGRAMMING PROBLEM 10
1.4 OUTLINE 11
2 PRELIMINARIES 1 3
2.1 PRELIMINARIES FROM STATISTICS 13
2.2 GENERAL DESCRIPTION OF A STOCHASTIC OPTIMIZATION PROBLEM 17 2.3
STOCHASTIC PROGRAMMING 20
2.4 RELATED FIELDS OF STUDY 23
2.4.1 DECISION ANALYSIS 23
2.4.2 MARKOV DECISION PROCESSES 24
2.4.3 ROBUST OPTIMIZATION 26
HTTP://D-NB.INFO/102332038X
IMAGE 2
VIII
C O N T E N T S
2.4.4 STOCHASTIC DECISION THEORY 28
2.4.5 STOCHASTIC OPTIMAL CONTROL 29
2.5 SUMMARY 30
3 PROPERTIES AND M O D E L I N G ISSUES 3 3
3.1 SCENARIO TREE REPRESENTATION 35
3.2 THE BENEFIT FROM STOCHASTIC PROGRAMMING 42
3.2.1 THE VALUE OF THE STOCHASTIC SOLUTION 42
3.2.2 THE EXPECTED VALUE OF PERFECT INFORMATION 49
3.3 ROBUSTNESS AND CHANCE CONSTRAINTS 52
3.3.1 MODEL ROBUSTNESS 52
3.3.2 CHANCE CONSTRAINTS 53
3.4 RISK AVERSION 61
3.5 SUMMARY 63
4 SCENARIO GENERATION 6 5
4.1 SAMPLE AVERAGE APPROXIMATION 66
4.2 SUMMARY 72
5 ALGORITHMS 75
5.1 THE L-SHAPED METHOD 76
5.2 STOCHASTIC DYNAMIC PROGRAMMING 87
5.3 LAGRANGEAN RELAXATION 92
5.3.1 LAGRANGEAN RELAXATION OF COUPLING CONSTRAINTS . . 94 5.3.2
LAGRANGEAN RELAXATION OF NON-ANTICIPATIVITY CON STRAINTS 99
5.4 BRANCH & FIX COORDINATION 106
5.5 SUMMARY 107
6 A BRANCH-AND-BOUND APPROACH FOR MULTI-STAGE STOCHAS T I C M I X E D
0-1 PROGRAMS: A NON-ANTICIPATIVITY RELAXATION W I T H WARMSTART ( N A R
W ) 109
6.1 RELAXATION 110
6.2 BRANCH-AND-BOUND 116
6.2.1 BRANCHING 116
6.2.2 BOUNDING 119
6.2.3 FATHOMING 120
6.3 WARMSTART 126
IMAGE 3
C O N T E N T S IX
6.4 NARW A T A GLANCE 136
6.5 SUMMARY 139
7 A MULTI-STAGE STOCHASTIC SUPPLY NETWORK DESIGN PROBLEM W I T H
FINANCIAL DECISIONS A N D RISK M A N A G E M E N T 141
7.1 MOTIVATION 142
7.2 PROBLEM DESCRIPTION 148
7.2.1 DEALING WITH UNCERTAINTY 149
7.2.2 DECISIONS 149
7.2.3 INVESTMENTS 150
7.2.4 SERVICE LEVEL 151
7.2.5 DOWNSIDE RISK FOR THE ROI 152
7.2.6 OBJECTIVE 153
7.2.7 CONSTRAINTS 154
7.3 FORMULATION 154
7.3.1 NOTATION 154
7.3.2 D(ETERMINISTIC)E(QUIVALENT)P(ROGRAM) 158
7.4 PATH-BASED FORMULATION 165
7.5 THE VALUE OF THE STOCHASTIC SOLUTION IN S C N D M S F R * * * 1 6 8
7.6 COMPUTATIONAL RESULTS 173
7.6.1 GENERAL FRAMEWORK 173
7.6.2 VSS AND WARMSTART SOLUTIONS 174
7.6.3 RESULTS FROM NARW 178
7.7 SUMMARY 185
8 CONCLUSIONS AND FUTURE RESEARCH 187
A D A T A 197
|
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| author | Ziegler, Hans-Peter |
| author_GND | (DE-588)1021065668 |
| author_facet | Ziegler, Hans-Peter |
| author_role | aut |
| author_sort | Ziegler, Hans-Peter |
| author_variant | h p z hpz |
| building | Verbundindex |
| bvnumber | BV040488697 |
| ctrlnum | (OCoLC)809063735 (DE-599)DNB102332038X |
| dewey-full | 519.72 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.72 |
| dewey-search | 519.72 |
| dewey-sort | 3519.72 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Thesis Book |
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| id | DE-604.BV040488697 |
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| indexdate | 2024-07-10T00:24:49Z |
| institution | BVB |
| isbn | 9783830065760 3830065760 |
| language | English |
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| spelling | Ziegler, Hans-Peter Verfasser (DE-588)1021065668 aut Algorithms for linear stochastic programs and their application in supply chain network design problems Hans-Peter Ziegler Hamburg Kovač 2012 XVI, 212 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Schriftenreihe QM 30 Zugl.: Karlsruhe, Karlsruher Inst. für Technologie KIT, Diss., 2011 Stochastische Optimierung (DE-588)4057625-5 gnd rswk-swf Supply Chain Management (DE-588)4684051-5 gnd rswk-swf Lineare Optimierung (DE-588)4035816-1 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Stochastische Optimierung (DE-588)4057625-5 s Lineare Optimierung (DE-588)4035816-1 s Supply Chain Management (DE-588)4684051-5 s DE-604 Schriftenreihe QM 30 (DE-604)BV017090113 30 X:MVB text/html http://www.verlagdrkovac.de/978-3-8300-6576-0.htm Ausführliche Beschreibung DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025335769&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Ziegler, Hans-Peter Algorithms for linear stochastic programs and their application in supply chain network design problems Schriftenreihe QM Stochastische Optimierung (DE-588)4057625-5 gnd Supply Chain Management (DE-588)4684051-5 gnd Lineare Optimierung (DE-588)4035816-1 gnd |
| subject_GND | (DE-588)4057625-5 (DE-588)4684051-5 (DE-588)4035816-1 (DE-588)4113937-9 |
| title | Algorithms for linear stochastic programs and their application in supply chain network design problems |
| title_auth | Algorithms for linear stochastic programs and their application in supply chain network design problems |
| title_exact_search | Algorithms for linear stochastic programs and their application in supply chain network design problems |
| title_full | Algorithms for linear stochastic programs and their application in supply chain network design problems Hans-Peter Ziegler |
| title_fullStr | Algorithms for linear stochastic programs and their application in supply chain network design problems Hans-Peter Ziegler |
| title_full_unstemmed | Algorithms for linear stochastic programs and their application in supply chain network design problems Hans-Peter Ziegler |
| title_short | Algorithms for linear stochastic programs and their application in supply chain network design problems |
| title_sort | algorithms for linear stochastic programs and their application in supply chain network design problems |
| topic | Stochastische Optimierung (DE-588)4057625-5 gnd Supply Chain Management (DE-588)4684051-5 gnd Lineare Optimierung (DE-588)4035816-1 gnd |
| topic_facet | Stochastische Optimierung Supply Chain Management Lineare Optimierung Hochschulschrift |
| url | http://www.verlagdrkovac.de/978-3-8300-6576-0.htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025335769&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV017090113 |
| work_keys_str_mv | AT zieglerhanspeter algorithmsforlinearstochasticprogramsandtheirapplicationinsupplychainnetworkdesignproblems |