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Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering

Models, Theoretical Properties, And Solution Approaches For Stochastic Programming With Endogenous Uncertainty, Tanveer Hossain Bhuiyan May 2021

Models, Theoretical Properties, And Solution Approaches For Stochastic Programming With Endogenous Uncertainty, Tanveer Hossain Bhuiyan

Doctoral Dissertations

In a typical optimization problem, uncertainty does not depend on the decisions being made in the optimization routine. But, in many application areas, decisions affect underlying uncertainty (endogenous uncertainty), either altering the probability distributions or the timing at which the uncertainty is resolved. Stochastic programming is a widely used method in optimization under uncertainty. Though plenty of research exists on stochastic programming where decisions affect the timing at which uncertainty is resolved, much less work has been done on stochastic programming where decisions alter probability distributions of uncertain parameters. Therefore, we propose methodologies for the latter category of optimization under …


Two Multi-Objective Stochastic Models For Project Team Formation Under Uncertainty In Time Requirements, Fahimeh Rahmanniyay Aug 2017

Two Multi-Objective Stochastic Models For Project Team Formation Under Uncertainty In Time Requirements, Fahimeh Rahmanniyay

Masters Theses

Team formation is one of the key stages in project management. The cost associated with the individuals who form a team and the quality of the tasks completed by the team are two of the main concerns in team formation problems. In this study, two mathematical models to optimize simultaneously cost and quality in a team formation problem are developed. Because team formation problem arises in uncertain environment, different scenarios are defined for the time requirement of the project. Two-stage stochastic programming and multi-stage stochastic programming are applied to solve the first and the second model respectively. The presented models …


A Stochastic Model For Self-Scheduling Problem, Lili Zhang Aug 2014

A Stochastic Model For Self-Scheduling Problem, Lili Zhang

Masters Theses

The unit commitment (UC) problem is a typical application of optimization techniques in the power generation and operation. Given a planning horizon, the UC problem is to find an optimal schedule of generating units, including on/off status and production level of each generating unit at each time period, in order to minimize operational costs, subject to a series of technical constraints. Because technical constraints depend on the characteristics of energy systems, the formulations of the UC problem vary with energy systems. The self-scheduling problem is a variant of the UC problem for the power generating companies to maximize their profits …