12 research outputs found
Scenario generation with distribution functions and correlations
summary:In this paper, we present a method for generating scenarios for two-stage stochastic programs, using multivariate distributions specified by their marginal distributions and the correlation matrix. The margins are described by their cumulative distribution functions and we allow each margin to be of different type. We demonstrate the method on a model from stochastic service network design and show that it improves the stability of the scenario-generation process, compared to both sampling and a method that matches moments and correlations
InfraPlan A tool for socio-economically optimal railway infrastructure investments under uncertainty
publishedVersio
InfraPlan A tool for socio-economically optimal railway infrastructure investments under uncertainty
publishedVersio
Prioritization of Trains: mathematical model
-We present a mathematical optimization model suitable for providing
decision support on train dispatching on small and medium sized regional
lines.
An implementation of the model has undergone extensive real life testing at
the Stavanger train dispatching central on the Stavanger- Mol line from February
to October 2014. During this test period the model has been solved about
40 000 times, typically finding the optimal solution within two-four seconds