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• W1973405958 abstract "Reliability based techniques has been an area of active research in structural design during the last decade, and different methods have been developed. The same has occurred with stochastic programming, which is a framework for modeling optimization problems involving uncertainty. The discipline of stochastic programming has grown and broadened to cover a wide range of applications, such as agriculture, capacity planning, energy, finance, fisheries management, production control, scheduling, transportation, water management, etc., and because of this, techniques for solving stochastic programming models are of great interest for the scientific community. This paper presents a new approach for solving a certain type of stochastic programming problems presenting the following characteristics: (i) the joint probability distributions of random variables are given, (ii) these do not depend on the decisions made, and (iii) random variables only affect the objective function. The method is based on mathematical programming decomposition procedures and first-order reliability methods, and constitutes an efficient method for optimizing quantiles in high-dimensional settings. The solution provided by the method allows us to make informed decisions accounting for uncertainty." @default.
• W1973405958 created "2016-06-24" @default.
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• W1973405958 date "2011-02-01" @default.
• W1973405958 modified "2023-10-02" @default.
• W1973405958 title "Reliability and decomposition techniques to solve certain class of stochastic programming problems" @default.
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• W1973405958 doi "https://doi.org/10.1016/j.ress.2010.09.011" @default.
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