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020 ▼a 9780438072909
035 ▼a (MiAaPQ)AAI10792872
035 ▼a (MiAaPQ)iastate:17362
040 ▼a MiAaPQ ▼c MiAaPQ ▼d 248032
0820 ▼a 658
1001 ▼a Guo, Ge. ▼0 (orcid)0000-0001-8404-2256
24510 ▼a Solution Methods and Bounds for Two-stage Risk-neutral and Multistage Risk-averse Stochastic Mixed-integer Programs with Applications in Energy and Manufacturing.
260 ▼a [S.l.] : ▼b Iowa State University., ▼c 2018
260 1 ▼a Ann Arbor : ▼b ProQuest Dissertations & Theses, ▼c 2018
300 ▼a 113 p.
500 ▼a Source: Dissertation Abstracts International, Volume: 79-11(E), Section: B.
500 ▼a Adviser: Sarah M. Ryan.
5021 ▼a Thesis (Ph.D.)--Iowa State University, 2018.
520 ▼a This dissertation presents an integrated method for solving stochastic mixed-integer programs, develops a lower bounding approach for multistage risk-averse stochastic mixed-integer programs, and proposes an optimization formulation for mixed-mo
520 ▼a It is well known that a stochastic mixed-integer program is difficult to solve due to its non-convexity and stochastic factors. The scenario decomposition algorithms display computational advantage when dealing with a large number of possible re
520 ▼a In many applications, the decision makers are risk-averse and are more concerned with large losses in the worst scenarios than with average performance. The PH algorithm can serve as a time-efficient heuristic for risk-averse stochastic mixed-in
520 ▼a The existing optimization formulations for MMALS problems do not consider many real-world uncertainty factors such as timely part delivery and material quality. In addition, real-time sequencing decisions are required to deal with inevitable dis
520 ▼a Computational studies show that the integration of PH helps DD to reduce the run-time significantly, and the lower bounding approach can obtain convergent and tight lower bounds to help PH evaluate quality of solutions. The PH algorithm and the
590 ▼a School code: 0097.
650 4 ▼a Industrial engineering.
650 4 ▼a Operations research.
650 4 ▼a Statistics.
690 ▼a 0546
690 ▼a 0796
690 ▼a 0463
71020 ▼a Iowa State University. ▼b Industrial and Manufacturing Systems Engineering.
7730 ▼t Dissertation Abstracts International ▼g 79-11B(E).
773 ▼t Dissertation Abstract International
790 ▼a 0097
791 ▼a Ph.D.
792 ▼a 2018
793 ▼a English
85640 ▼u http://www.riss.kr/pdu/ddodLink.do?id=T14997728 ▼n KERIS
980 ▼a 201812 ▼f 2019
990 ▼a 관리자