The following pages link to (Q4079324):
Displayed 50 items.
- Satisficing data envelopment analysis: a Bayesian approach for peer mining in the banking sector (Q1730440) (← links)
- Fuzzy optimization problems based on the embedding theorem and possibility and necessity measures (Q1764980) (← links)
- Evaluate fuzzy optimization problems based on biobjective programming problems (Q1767807) (← links)
- Duality theory in fuzzy optimization problems (Q1771139) (← links)
- An inventory model with component commonality (Q1821682) (← links)
- On possibilistic linear programming (Q1821684) (← links)
- Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations (Q1869549) (← links)
- Post-tax optimization with stochastic programming (Q1877032) (← links)
- Optimisation under hybrid uncertainty (Q1885698) (← links)
- Strong convexity in stochastic programs with complete recourse (Q1893959) (← links)
- On the expected value function of a simple integer recourse problem with random technology matrix (Q1893961) (← links)
- A note on estimates in stochastic programming (Q1893964) (← links)
- Continuous approximation schemes for stochastic programs (Q1896441) (← links)
- A stochastic optimization approach for robot scheduling (Q1896448) (← links)
- On the convex hull of the simple integer recourse objective function (Q1896454) (← links)
- A note on \(K\) best network flows (Q1897375) (← links)
- Executing join queries in an uncertain distributed environment (Q1900302) (← links)
- Differentiation of probability functions: The transformation method (Q1904190) (← links)
- On structure and stability in stochastic programs with random technology matrix and complete integer recourse (Q1904660) (← links)
- A simple recourse model for power dispatch under uncertain demand (Q1904676) (← links)
- A robustness approach to international sourcing (Q1904678) (← links)
- A statistical generalized programming algorithm for stochastic optimization problems (Q1904722) (← links)
- On possibility distribution (Q1914458) (← links)
- On fuzzy random linear programming (Q1915317) (← links)
- On the formulation of stochastic linear programs using algebraic modelling languages (Q1918423) (← links)
- Second-order scenario approximation and refinement in optimization under uncertainty (Q1918426) (← links)
- Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)
- Studying interconnections between two classes of two-stage fuzzy optimization problems (Q1955461) (← links)
- Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty (Q1969865) (← links)
- Fuzzy linear programming problems: models and solutions (Q2153702) (← links)
- An approach for solving a fuzzy multiobjective programming problem (Q2255937) (← links)
- The Karush-Kuhn-Tucker optimality conditions for multi-objective programming problems with fuzzy-valued objective functions (Q2271108) (← links)
- Stability and sensitivity-analysis for stochastic programming (Q2277142) (← links)
- The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions (Q2378449) (← links)
- Multi-item EOQ model with hybrid cost parameters under fuzzy/fuzzy-stochastic resource constraints: A geometric programming approach (Q2389484) (← links)
- Stochastic supply chain, transportation models: implementations and benefits (Q2425017) (← links)
- The Karush--Kuhn--Tucker optimality conditions in an optimization problem with interval-valued objective function (Q2432881) (← links)
- Deviation measures in linear two-stage stochastic programming (Q2433239) (← links)
- A mixed integer programming model for multistage mean-variance post-tax optimization (Q2455612) (← links)
- Stochastic linear programming and decision: a fuzzy approach. (Q2468551) (← links)
- The Karush-Kuhn-Tucker optimality conditions for the optimization problem with fuzzy-valued objective function (Q2472184) (← links)
- On interval-valued nonlinear programming problems (Q2473884) (← links)
- Fuzzy stochastic linear programming: survey and future research directions (Q2503212) (← links)
- Cutting plane method for multiple objective stochastic integer linear programming (Q2569084) (← links)
- Worst-case robust decisions for multi-period mean-variance portfolio optimization (Q2643927) (← links)
- Chance constrained programming with some non-normal continuous random variables (Q2656565) (← links)
- Stochastic programs with recourse: An upper bound and the related moment problem (Q3026757) (← links)
- Stability in stochastic programming with recourse-estimated parameters (Q3040930) (← links)
- Tax impact on multi-stage mean-variance portfolio allocation (Q3157995) (← links)
- (Q3491317) (← links)