Multistage Adaptive Stochastic Mixed Integer Optimization Under Endogenous and Exogenous Uncertainty

[1]  Ignacio E. Grossmann,et al.  Models and computational strategies for multistage stochastic programming under endogenous and exogenous uncertainties , 2017, Comput. Chem. Eng..

[2]  Daniel Kuhn,et al.  Decision rules for information discovery in multi-stage stochastic programming , 2011, IEEE Conference on Decision and Control and European Control Conference.

[3]  Dimitris Bertsimas,et al.  Binary decision rules for multistage adaptive mixed-integer optimization , 2018, Math. Program..

[4]  Ignacio E. Grossmann,et al.  A Class of stochastic programs with decision dependent uncertainty , 2006, Math. Program..

[5]  Costas D. Maranas,et al.  A Two-Stage Modeling and Solution Framework for Multisite Midterm Planning under Demand Uncertainty , 2000 .

[6]  Luis A. Ricardez-Sandoval,et al.  Adjustable Robust Optimization for multi-tasking scheduling with reprocessing due to imperfect tasks , 2019 .

[7]  Ignacio E. Grossmann,et al.  A new decomposition algorithm for multistage stochastic programs with endogenous uncertainties , 2014, Comput. Chem. Eng..

[8]  Gintaras V. Reklaitis,et al.  Risk and uncertainty in managing chemical manufacturing supply chains , 2000 .

[9]  Ignacio E. Grossmann,et al.  Optimum design of chemical plants with uncertain parameters , 1978 .

[10]  Chrysanthos E. Gounaris,et al.  K-adaptability in two-stage mixed-integer robust optimization , 2017, Mathematical Programming Computation.

[11]  Suteaki Shioya,et al.  ON DESIGN MARGIN FOR PROCESS SYSTEM WITH PARAMETER UNCERTAINTY , 1974 .

[12]  John-Paul Clarke,et al.  Optimization of R&D project portfolios under endogenous uncertainty , 2010, Eur. J. Oper. Res..

[13]  Nikolaos V. Sahinidis,et al.  Optimization under uncertainty: state-of-the-art and opportunities , 2004, Comput. Chem. Eng..

[14]  Omid Nohadani,et al.  Optimization under Decision-Dependent Uncertainty , 2016, SIAM J. Optim..

[15]  F. Sibel Salman,et al.  Pre-disaster investment decisions for strengthening a highway network , 2010, Comput. Oper. Res..

[16]  Manfred Morari,et al.  Robust integer optimization and scheduling problems for large electricity consumers , 2012, 2012 American Control Conference (ACC).

[17]  Christos T. Maravelias,et al.  A stochastic programming approach for clinical trial planning in new drug development , 2008, Comput. Chem. Eng..

[18]  Chrysanthos E. Gounaris,et al.  Theoretical and computational comparison of continuous‐time process scheduling models for adjustable robust optimization , 2018 .

[19]  Ignacio E. Grossmann,et al.  A stochastic programming approach to planning of offshore gas field developments under uncertainty in reserves , 2004, Comput. Chem. Eng..

[20]  Chrysanthos E. Gounaris,et al.  Robust optimization for decision-making under endogenous uncertainty , 2018, Comput. Chem. Eng..

[21]  Christos T. Maravelias,et al.  Modeling methods and a branch and cut algorithm for pharmaceutical clinical trial planning using stochastic programming , 2010, Eur. J. Oper. Res..

[22]  Laureano F. Escudero,et al.  On preparedness resource allocation planning for natural disaster relief under endogenous uncertainty with time-consistent risk-averse management , 2018, Comput. Oper. Res..

[23]  Paul I. Barton,et al.  Decision-dependent probabilities in stochastic programs with recourse , 2018, Comput. Manag. Sci..

[24]  Chrysanthos E. Gounaris,et al.  Multi‐stage adjustable robust optimization for process scheduling under uncertainty , 2016 .

[25]  A. Ben-Tal,et al.  Adjustable robust solutions of uncertain linear programs , 2004, Math. Program..

[26]  Daniel Kuhn,et al.  Generalized decision rule approximations for stochastic programming via liftings , 2014, Mathematical Programming.

[27]  Tong Zhang,et al.  Medium-term maintenance turnaround planning under uncertainty for integrated chemical sites , 2016, Comput. Chem. Eng..