Solving geometric programming problems with normal, linear and zigzag uncertainty distributions

DOI10.1007/S10957-015-0857-YzbMath1376.90071OpenAlexW2303389871MaRDI QIDQ5890837

Debora Di Caprio, Hirofumi Fukuyama, Madjid Tavana, Rashed Khanjani Shiraz

Publication date: 31 August 2016

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-015-0857-y

zbMATH Keywords

uncertainty theorylinear uncertainty distributionnormal uncertainty distributionuncertain variablezigzag uncertainty distribution

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Optimality conditions and duality in mathematical programming (90C46) Programming in abstract spaces (90C48) Optimality conditions for minimax problems (49K35) Set functions, measures and integrals with values in abstract spaces (28B99)

Related Items (7)

On Riesz mean of complex uncertain sequences ⋮ Perfect duality in solving geometric programming problems under uncertainty ⋮ Geometric programming problems with triangular and trapezoidal twofold uncertainty distributions ⋮ Solving geometric programming problems with normal, linear and zigzag uncertainty distributions ⋮ Copula theory approach to stochastic geometric programming ⋮ Unnamed Item ⋮ A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions

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