Abstract
This chapter contains case studies on a wide variety of Stochastic Programming applications in e.g. production planning, energy, and healthcare. These case studies are more practically oriented than the assignments in Chap. 7 and are intended to be solved using a computer.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Notes
- 1.
These numbers are fictitious but the proportions are not unrealistic. The same is true for the values of other cost parameters in this example.
References
Yu. Ermoliev and R.J-B. Wets. Numerical Techniques for Stochastic Optimization. Springer-Verlag, Berlin, 1988.
E.P.C. Kao and M. Queyranne. Budgeting cost of nursing in a hospital. Management Science, 31(5):608–621, 1985.
W.K. Klein Haneveld and M.H. van der Vlerk. Optimizing electricity distribution using two-stage integer recourse models. In S. Uryasev and P.M. Pardalos, editors, Stochastic Optimization: Algorithms and Applications, pages 137–154. Kluwer Academic Publishers, 2001.
F.V. Louveaux and Y. Smeers. Optimal investments for electricity generation: a stochastic model and a test problem. In Yu. Ermoliev and R.J-B. Wets, editors, Numerical techniques for stochastic optimization, chapter 24, pages 445–453. Springer-Verlag, Berlin, 1988.
R.J. Peters, K. Boskma, and H.A.E. Kupper. Stochastic programming in production planning: a case with non-simple recourse. Statistica Neerlandica, 31:113–126, 1977.
C. Schweigman. OR in development countries. Khartoum University press, Khartoum, 1985.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2020 Springer Nature Switzerland AG
About this chapter
Cite this chapter
Klein Haneveld, W.K., van der Vlerk, M.H., Romeijnders, W. (2020). Case Studies. In: Stochastic Programming. Graduate Texts in Operations Research. Springer, Cham. https://doi.org/10.1007/978-3-030-29219-5_8
Download citation
DOI: https://doi.org/10.1007/978-3-030-29219-5_8
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-29218-8
Online ISBN: 978-3-030-29219-5
eBook Packages: Business and ManagementBusiness and Management (R0)