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Author: Horand Gassmann
Publisher: World Scientific
ISBN: 9814407518
Category : Business & Economics
Languages : en
Pages : 549
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Book Description
This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems.
Author: Horand Gassmann
Publisher: World Scientific
ISBN: 9814407518
Category : Business & Economics
Languages : en
Pages : 549
Get Book Here
Book Description
This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems.
Author: Gerd Infanger
Publisher: Springer Science & Business Media
ISBN: 1441916423
Category : Mathematics
Languages : en
Pages : 373
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Book Description
From the Preface... The preparation of this book started in 2004, when George B. Dantzig and I, following a long-standing invitation by Fred Hillier to contribute a volume to his International Series in Operations Research and Management Science, decided finally to go ahead with editing a volume on stochastic programming. The field of stochastic programming (also referred to as optimization under uncertainty or planning under uncertainty) had advanced significantly in the last two decades, both theoretically and in practice. George Dantzig and I felt that it would be valuable to showcase some of these advances and to present what one might call the state-of- the-art of the field to a broader audience. We invited researchers whom we considered to be leading experts in various specialties of the field, including a few representatives of promising developments in the making, to write a chapter for the volume. Unfortunately, to the great loss of all of us, George Dantzig passed away on May 13, 2005. Encouraged by many colleagues, I decided to continue with the book and edit it as a volume dedicated to George Dantzig. Management Science published in 2005 a special volume featuring the “Ten most Influential Papers of the first 50 Years of Management Science.” George Dantzig’s original 1955 stochastic programming paper, “Linear Programming under Uncertainty,” was featured among these ten. Hearing about this, George Dantzig suggested that his 1955 paper be the first chapter of this book. The vision expressed in that paper gives an important scientific and historical perspective to the book. Gerd Infanger
Author: Marcus Dettenbach
Publisher: Logos Verlag Berlin GmbH
ISBN: 3832539905
Category : Business & Economics
Languages : en
Pages : 148
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Book Description
This book focuses on supply chains with uncertainty due to random yields. A common assumption in such systems is that the yields are observable only after all transportation or production steps are completed. The actual yield realization however happens earlier during the process. Technological advances and stronger supply chain collaboration make it possible to observe yield realization in real time and therefore close the time gap between the event and the observation. Within this thesis optimal and heuristic policies are developed that make use of this new type of information in various supply chain settings. These policies are used to identify conditions under which real time yield information is particularly beneficial. This book is relevant to both scholars and practitioners interested in managing supply chains with random yields.
Author: Surendra M. Gupta
Publisher: CRC Press
ISBN: 1000611264
Category : Business & Economics
Languages : en
Pages : 347
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Book Description
Hotter temperatures, less arctic ice, loss of habitat-every other day, it seems, global warming and environmental issues make headlines. Consumer-driven environmental awareness combined with stricter recycling regulations have put the pressure on companies to produce and dispose of products in an environmentally responsible manner. Redefining indus
Author: Sophie D'Amours
Publisher: CRC Press
ISBN: 1498704875
Category : Business & Economics
Languages : en
Pages : 358
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Book Description
This book provides a global perspective on the various issues that the industry has to face as well as to provide some key global strategies that can help coping with those global challenges, such as collaboration, strategic value chain planning, and interdependency analyses. It presents literature reviews, strategic research orientations, assessment of some current key issues, and state-of-the-art methodologies.
Author: Pierluigi Argoneto
Publisher: Springer Science & Business Media
ISBN: 1848000588
Category : Technology & Engineering
Languages : en
Pages : 262
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Book Description
No other book has been published giving a single-volume introduction and survey to production planning in distributed manufacturing networks. The published literature so far includes conference proceedings only.
Author: Dawei Zheng
Publisher: CRC Press
ISBN: 1315760754
Category : Computers
Languages : en
Pages : 416
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Book Description
The 2014 International Conference on Future Information Engineering and Manufacturing Science (FIEMS 2014) was held June 26-27 in Beijing, China. The objective of FIEMS 2014 was to provide a platform for researchers, engineers, academics as well as industry professionals from all over the world to present their research results and development acti
Author: Christos T. Maravelias
Publisher: Cambridge University Press
ISBN: 1107154758
Category : Mathematics
Languages : en
Pages : 459
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Book Description
Understand common scheduling as well as other advanced operational problems with this valuable reference from a recognized leader in the field. Beginning with basic principles and an overview of linear and mixed-integer programming, this unified treatment introduces the fundamental ideas underpinning most modeling approaches, and will allow you to easily develop your own models. With more than 150 figures, the basic concepts and ideas behind the development of different approaches are clearly illustrated. Addresses a wide range of problems arising in diverse industrial sectors, from oil and gas to fine chemicals, and from commodity chemicals to food manufacturing. A perfect resource for engineering and computer science students, researchers working in the area, and industrial practitioners.
Author: Michael Kirste
Publisher: BoD – Books on Demand
ISBN: 3744838056
Category : Business & Economics
Languages : en
Pages : 250
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Book Description
In the real world, production systems are affected by external and internal uncertainties. Stochastic demand - an external uncertainty - arises mainly due to forecast errors and unknown behavior of customers in future. Internal uncertainties occur in situations where random yield, random production capacity, or stochastic processing times affect the productivity of a manufacturing system. The resulting stochastic production output is especially present in industries with modern and complex technologies as the semiconductor industry. This thesis provides model formulations and solution methods for capacitated dynamic lot sizing problems with stochastic demand and stochastic production output that can be used by practitioners within Manufacturing Resource Planning Systems (MRP), Capacitated Production Planning Systems (CPPS), and Advanced Planning Systems (APS). In all models, backordered demand is controlled with service levels. Numerical studies compare the solution methods and give managerial implications in presence of stochastic production output. This book addresses practitioners, consultants, and developers as well as students, lecturers, and researchers with focus on lot sizing, production planning, and supply chain management.
Author: RUSZCZYNSK
Publisher: North Holland
ISBN:
Category : Business & Economics
Languages : en
Pages : 708
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Book Description
Brings together leading in the most important sub-fields of stochastic programming to present a rigourous overview of basic models, methods and applications of stochastic programming. The text is intended for researchers, students, engineers and economists, who encounter in their work optimization problems involving uncertainty.
