Column Generation Approach For Stochastic Optimization Problems

Name: Column Generation Approach For Stochastic Optimization Problems
Brand: VDM Verlag
SKU: 9783639006421
Price: 328.35 RON
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Autor: Yong Min Wang

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Editura: VDM Verlag

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Understanding how uncertainty effects the dynamics §and behavior of an organization is a critical as...

Informații despre carte

Autor

Yong Min Wang

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2009

Pagini

124

EAN

9783639006421

ISBN

3639006429

Enbook ID

06810762

Editura

VDM Verlag

Greutate

191

Dimensiuni

152 x 229 x 7

Descriere completă

Understanding how uncertainty effects the dynamics §and behavior of an organization is a critical aspect §of system design. Models and methods that take §uncertainty into account can lead to significant §reductions in cost. This book investigates the use §of stochastic optimization models for a generalized §assignment problem (GAP) with uncertain resource §capacity and a shift planning and scheduling problem §(SPSP) with unknown demand. For the GAP, the first §stage decisions correspond to an assignment of jobs §to agents. Penalties are incurred when the §assignments do not permit all demand to be §satisfied. For the SPSP, the number of full-time and §part-time employees, as well as the number of full-§time shifts by type, must be specified before the §demand is known. In the second stage, feasibility is §addressed by allocating overtime and calling in §temporary workers to handle spikes in the mail §volume. This book contains the development and §analysis of stochastic integer models for the GAP §and the SPSP and the estimation of the demand §distributions from historical data. To solve the §associated stochastic integer problems, the column §generation algorithms are developed.

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Column Generation Approach For Stochastic Optimization Problems

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