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Multiparametric linear fractional functionals programming.

Shyam S. Chadha (1989)

Trabajos de Investigación Operativa

In this paper a multiparametric linear fractional functionals program, with parameters appearing only in the objective function, is generated. The optimum solution of this parametric program is supposed to satisfy the constraints as equations only. It is also shown that the set of parameters forms a convex polyhedron.

Multiple routing strategies in a labelled network

J. Maublanc, D. Peyrton, A. Quilliot (2001)

RAIRO - Operations Research - Recherche Opérationnelle

We present here models and algorithms for the construction of efficient path systems, robust to possible variations of the characteristics of the network. We propose some interpretations of these models and proceed to numerical experimentations of the related algorithms. We conclude with a discussion of the way those concepts may be applied to the design of a Public Transportation System.

Multiple Routing Strategies in a Labelled Network

J. Maublanc, D. Peyrton, A. Quilliot (2010)

RAIRO - Operations Research

We present here models and algorithms for the construction of efficient path systems, robust to possible variations of the characteristics of the network. We propose some interpretations of these models and proceed to numerical experimentations of the related algorithms. We conclude with a discussion of the way those concepts may be applied to the design of a Public Transportation System.

Multistage multivariate nested distance: An empirical analysis

Sebastiano Vitali (2018)

Kybernetika

Multistage stochastic optimization requires the definition and the generation of a discrete stochastic tree that represents the evolution of the uncertain parameters in time and space. The dimension of the tree is the result of a trade-off between the adaptability to the original probability distribution and the computational tractability. Moreover, the discrete approximation of a continuous random variable is not unique. The concept of the best discrete approximation has been widely explored and...

Multistage stochastic programs via autoregressive sequences and individual probability constraints

Vlasta Kaňková (2008)

Kybernetika

The paper deals with a special case of multistage stochastic programming problems. In particular, the paper deals with multistage stochastic programs in which a random element follows an autoregressive sequence and constraint sets correspond to the individual probability constraints. The aim is to investigate a stability (considered with respect to a probability measures space) and empirical estimates. To achieve new results the Wasserstein metric determined by 1 norm and results of multiobjective...

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