Program Stokastik Cacah Campuran Dua Tahap
DAFTAR PUSTAKA
Ahmed, S., M. Tawarmalani and N.V. Sahinidis, 2003, A Finite Branch and
Bound Algorithm for Two-stage Stochastic Integer Programs. Preprint,
University of Illinois
Ahmed, S. M. Tawarmalani and N.V. Sahinidis, 2003, A Finite Branch and
Bound Algoritm for Two-stage Stochastic Integer Programs. Preprint,
University of Illionois.
Albornor V.M, C.M. Canaler. 2006. Total Allowatle Catch for Managing Squat
Lobster fishery using stochastic nonlinear programming, Computers and
operations Research, vol. 33, pp. 2113-2124.
Aman Nurlely, H. Mawengkang. 2008. Environmental-constrained energy planning using energy-efficiency and distributed-generation facilities, Proced.
ICERT-Penang.
Bastin Falian, C. Cirillo, P.L. Toint. 2007. Formulation and Solution Strategies
for Nonparametric Nonlinear Stochastic Programs with An Application
in Finance, Waking pape of Departement of Mathematics, University of
Namur, Belgia.
Boskma, K., R. J. Peters, and H. A. E. Kuper. 1977. Stochastic programming
in production planning: a case with nonsimple recourse. Stastistica Neerlandica 31, 113-126.
Carino, D. R., D. H. Myers, and W. T. Ziemba. 1998. Concepts, technical issues
and uses of the Russell-Yasuda-Kasai financial planning model. Oper. Res.
46(4) 450-462.
Caroe, C.C., 1998. Decomposisition in Stochastic Integer Programming, Ph.D
Thesis, University of Copenhagen
Caroe,C.C., and R.Schultz. 1999. Dual Decomposition in Stochastic Integer
Programming. Oper. Res. Lett. 24, 37-45
Diwekar, U. 2003a. Greener by design, Environmental Science and Techology,
37, 5432-5444.
Diwekar, U. 2003b. Introduction to applied optimization. Dordrecht : Kluwer
Academic Publishers.
Diwekar, U. 2005. Green process design, industrial ecology, and sustainability:
A systems analysis perspective. Resources, Conservation and Recycling,
44 (3), 215-235.
Edirisinghe, N. 1999. Bounds-based approximations in multistage stochastic
programming. Ann. Oper. Res. 85 103-127.
Edirisinghe, N., and W. Ziemba. 1996. Implementing bounds-based approximations in convex-concave two stage stochastic programming. Math. Programming 78(2) 314-340.
Erlinawaty and H. Mawengkang. 2006. A Feasible Neighborhood search for Portfolio Optimization Problems, Proceedings of Int. Conference of IRMSA,
Penang, Malaysia.
54
Universitas Sumatera Utara
55
Fauendorfer, K. 1996. Barycantric sceanario trees in convex multistage stochastic programming. Math. Programming B 75, 277-293.
Fauendorfer, K., and P. Kall. 1988. A solution method for SLP recourse problems with arbitrary multivariate distributions-the independent case. Problems Control Inform. Theory 17, 177-205.
Growe-Kuska, N., J. Dupacova, and W. Romisch. 2000. Scenario reduction in
stochastic programming: an approach using probability metrics. Preprint,
Institut fur Mathematik, Humboldt-Universitat zu Berlin, Berlin, Germany.
Goyal Vishal, M.G. Ierapetaiton. 2007. Stochastic MINLP Optimization using
simplicial appreoximation, Computers and Chemical Engineering, vol. 31,
pp. 1081-1087
Hoyland, K., and S. W. Wallace. 2001. Generating scenario trees for multi-stage
decisions problems. Management Sci. 47, 295-307.
Huang K and S. Ahmed, 2005, The Value of Multi-stage Stochastic Programming in Capacity Planning under Uncertainty, Reprint Georgia Institute
of Technology.
Jung, J., Blau, G., Penky, J., Reklaitis, G., and Eversdyk, D. 2004. A Simulation base optimization approach to supply chain management under demand uncertainty. Computers and Chemical Engineering, 28, 2087-2106.
Kall, P., and S.W. Wallace, 1994. Stochastic Programming, Wiley Cichester etc
Karuppiah R, I.E. Grossmann. 2008. Global Optimization of Multiscenario
Mixed Integer Nonlinear Programming Models arising in the Syathesis of
Integrated Water Networks Under Uncertainty, Computers and Chemical
engineering, Vol. 32, pp. 145-160
Kheawhom, S., and Hirao, M. 2004. Decision support tools for environmentally benign process design under uncertainty. Computers and Chemical
Engineering, 28, 1715-1723.
Klein-Haneveld, W.K., L. Stougie and M.H. van der Vlerk. 1996. An Algorithm for the Construction of Convex Hulls in Simple Integer Recourse
Programming, Annals of Operational Research, 64, 67-81
Laporte, G., and F.V. Louveaux, 1993. The Integer L-shaped Method for
Stochastic Integer Programs with Complete Recourse. Operations Research Letters, 13 133-142.
Lin, X., Janak, S., and Floudas, C. 2004. A new robust optimization approach
for scheduling under uncertainty: I. Bounded Uncertainty. Computers and
Chemical Engineering, 28, 1069-1085.
Lokketangen, A., and D.L. Woodruff, 1993, Progressive Hedging and Tabu
Search Applied to Mixed Integer (0,1) Multi-stage Stochastic Programming, J. of Heuristics, 2 ,111-128.
Lulli, G.,and S. Sen. 2003. A Branch and Price Algorithm for Multi-Stage
Stochastics Integer Programming with Application to Stochastic BatchSizing Problems. Working Paper, Univ. of Arizona
Universitas Sumatera Utara
Ahmed, S., M. Tawarmalani and N.V. Sahinidis, 2003, A Finite Branch and
Bound Algorithm for Two-stage Stochastic Integer Programs. Preprint,
University of Illinois
Ahmed, S. M. Tawarmalani and N.V. Sahinidis, 2003, A Finite Branch and
Bound Algoritm for Two-stage Stochastic Integer Programs. Preprint,
University of Illionois.
Albornor V.M, C.M. Canaler. 2006. Total Allowatle Catch for Managing Squat
Lobster fishery using stochastic nonlinear programming, Computers and
operations Research, vol. 33, pp. 2113-2124.
Aman Nurlely, H. Mawengkang. 2008. Environmental-constrained energy planning using energy-efficiency and distributed-generation facilities, Proced.
ICERT-Penang.
Bastin Falian, C. Cirillo, P.L. Toint. 2007. Formulation and Solution Strategies
for Nonparametric Nonlinear Stochastic Programs with An Application
in Finance, Waking pape of Departement of Mathematics, University of
Namur, Belgia.
Boskma, K., R. J. Peters, and H. A. E. Kuper. 1977. Stochastic programming
in production planning: a case with nonsimple recourse. Stastistica Neerlandica 31, 113-126.
Carino, D. R., D. H. Myers, and W. T. Ziemba. 1998. Concepts, technical issues
and uses of the Russell-Yasuda-Kasai financial planning model. Oper. Res.
46(4) 450-462.
Caroe, C.C., 1998. Decomposisition in Stochastic Integer Programming, Ph.D
Thesis, University of Copenhagen
Caroe,C.C., and R.Schultz. 1999. Dual Decomposition in Stochastic Integer
Programming. Oper. Res. Lett. 24, 37-45
Diwekar, U. 2003a. Greener by design, Environmental Science and Techology,
37, 5432-5444.
Diwekar, U. 2003b. Introduction to applied optimization. Dordrecht : Kluwer
Academic Publishers.
Diwekar, U. 2005. Green process design, industrial ecology, and sustainability:
A systems analysis perspective. Resources, Conservation and Recycling,
44 (3), 215-235.
Edirisinghe, N. 1999. Bounds-based approximations in multistage stochastic
programming. Ann. Oper. Res. 85 103-127.
Edirisinghe, N., and W. Ziemba. 1996. Implementing bounds-based approximations in convex-concave two stage stochastic programming. Math. Programming 78(2) 314-340.
Erlinawaty and H. Mawengkang. 2006. A Feasible Neighborhood search for Portfolio Optimization Problems, Proceedings of Int. Conference of IRMSA,
Penang, Malaysia.
54
Universitas Sumatera Utara
55
Fauendorfer, K. 1996. Barycantric sceanario trees in convex multistage stochastic programming. Math. Programming B 75, 277-293.
Fauendorfer, K., and P. Kall. 1988. A solution method for SLP recourse problems with arbitrary multivariate distributions-the independent case. Problems Control Inform. Theory 17, 177-205.
Growe-Kuska, N., J. Dupacova, and W. Romisch. 2000. Scenario reduction in
stochastic programming: an approach using probability metrics. Preprint,
Institut fur Mathematik, Humboldt-Universitat zu Berlin, Berlin, Germany.
Goyal Vishal, M.G. Ierapetaiton. 2007. Stochastic MINLP Optimization using
simplicial appreoximation, Computers and Chemical Engineering, vol. 31,
pp. 1081-1087
Hoyland, K., and S. W. Wallace. 2001. Generating scenario trees for multi-stage
decisions problems. Management Sci. 47, 295-307.
Huang K and S. Ahmed, 2005, The Value of Multi-stage Stochastic Programming in Capacity Planning under Uncertainty, Reprint Georgia Institute
of Technology.
Jung, J., Blau, G., Penky, J., Reklaitis, G., and Eversdyk, D. 2004. A Simulation base optimization approach to supply chain management under demand uncertainty. Computers and Chemical Engineering, 28, 2087-2106.
Kall, P., and S.W. Wallace, 1994. Stochastic Programming, Wiley Cichester etc
Karuppiah R, I.E. Grossmann. 2008. Global Optimization of Multiscenario
Mixed Integer Nonlinear Programming Models arising in the Syathesis of
Integrated Water Networks Under Uncertainty, Computers and Chemical
engineering, Vol. 32, pp. 145-160
Kheawhom, S., and Hirao, M. 2004. Decision support tools for environmentally benign process design under uncertainty. Computers and Chemical
Engineering, 28, 1715-1723.
Klein-Haneveld, W.K., L. Stougie and M.H. van der Vlerk. 1996. An Algorithm for the Construction of Convex Hulls in Simple Integer Recourse
Programming, Annals of Operational Research, 64, 67-81
Laporte, G., and F.V. Louveaux, 1993. The Integer L-shaped Method for
Stochastic Integer Programs with Complete Recourse. Operations Research Letters, 13 133-142.
Lin, X., Janak, S., and Floudas, C. 2004. A new robust optimization approach
for scheduling under uncertainty: I. Bounded Uncertainty. Computers and
Chemical Engineering, 28, 1069-1085.
Lokketangen, A., and D.L. Woodruff, 1993, Progressive Hedging and Tabu
Search Applied to Mixed Integer (0,1) Multi-stage Stochastic Programming, J. of Heuristics, 2 ,111-128.
Lulli, G.,and S. Sen. 2003. A Branch and Price Algorithm for Multi-Stage
Stochastics Integer Programming with Application to Stochastic BatchSizing Problems. Working Paper, Univ. of Arizona
Universitas Sumatera Utara