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When an organization utilizes modern technology in its manufacturing process, it needs to update and upgrade its facilities repetitively by efficient ways to stay with great productivity along with efficiency so. Capital Budgeting (CB) problem is one of the most important issues in decision makings about capital in the manufacturing management. Sometimes all variables and parameters are not necessarily...
In this paper, a multi-stage stochastic programming model is constructed, for the dynamic asset allocation with the transaction cost constraints. In the mean time in order to improve the performance, the Conditional Value-at-Risk as the risk measure, which is a very important concept in the modern risk management field, is also contained. However, with the increase of the number of scenarios, the...
In this paper, by analyzing the essential characteristic of stochastic programming and the deficiencies of the existing methods, we propose the concept of synthesizing effect function for processing the objective function and constraints, and further we give an axiomatic system for synthesizing effect function. Finally, we establish a general solution model based on synthesizing effect function for...
In this paper, by analyzing the essential characteristic of stochastic programming and the deficiencies of the existing methods, we propose the concept of synthesizing effect function for the comparison of the objective function value, give an axiomatic system for stochastic synthesizing effect function, establish objective evaluation principles based on synthesizing effect; for the satisfaction of...
To deal with optimal design problem of manufacturing/remanufacturing (M/R) logistics network under uncertain circumstance, a two-stage stochastic-fuzzy programming model is developed, which involves continuous distribution stochastic parameters and fuzzy triangle or tolerance parameters. With the help of the model, the following items can be computed such as the optimal sites and numbers of M/R factory,...
Oilfield development plan is an important issue to energy exploitation. In addition to the deterministic and stochastic models brought forward in the past studies, this paper proposes a multi-objective programming model for oilfield development plan, in which parameters are fuzzy variables. In order to solve this model, we use AHP to weigh objective functions and design a hybrid intelligent algorithm...
With the development of air traffic transportation industry, present design capacity can not meet future demand. Multi-airport system is the research object of this paper. The main influencing factor of multi-airport system capacity is partial route legs have less capacities. This paper combines the restricted optimization method of simultaneous perturbation stochastic approximation (SPSA) and hierarchical...
Measures programming is an important way for improving the effect of measures of oil fields, which can extend the stable production age limit of oil fields, reduce the mining difficulty and improve oil-producing speed and final recovery ratio. Based on the theory of stochastic chance-constrained goal programming, a stochastic chance-constrained goal programming model is put forward for measures programming...
Considering resources constraints of supply chain environment, a problem of products optimal decision under demand uncertainty was studied in this paper. Putting every component of supply chain such as suppliers, manufacturing plant, distribution centers and customers into an identical decision system, an integrated optimal stochastic chance constraint programming model with objective of maximum profit...
We focus on the multi-period optimal investment allocation in the sense of minimizing the worst-case conditional value-at-risk function. In order to control the downside risk during the whole journey of investment, we develop the optimal dynamic portfolio strategy model suited to the current situation in China with stochastic programming approach, in which the future scenarios of financial market...
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