A Stochastic Programming Model
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Cited in
(only showing first 100 items - show all)- ISTMO: An interval reference point-based method for stochastic multiobjective programming problems
- Convexity of chance constraints with independent random variables
- Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming
- Stochastic linear knapsack programming problem and its application to a portfolio selection problem
- Alternative growth versus security in continuous dynamic trading
- A linear approximation method for solving a special class of the chance constrained programming problem
- Stochastic spanning tree problem
- An -approximation scheme for combinatorial optimization problems with minimum variance criterion
- A fully polynomial time approximation scheme for minimum cost-reliability ratio problems
- On stochastic programming. I: Static linear programming under risk
- Modelling support for stochastic programs
- Stochastic decision making using multiplicative AHP
- Variance vs downside risk: Is there really that much difference?
- A stochastic programming model for scheduling maintenance personnel
- The diversification of currency loans: A comparison between safety-first and mean-variance criteria
- A joint chance-constrained programming model with row dependence
- A new approach to stochastic programming problems: Discrete model
- Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints
- Multiple response optimisation: an approach from multiobjective stochastic programming
- Multi-choice probabilistic linear programming problem
- A second-order cone programming formulation for two player zero-sum games with chance constraints
- Multiperiod Telser's safety-first portfolio selection with regime switching
- Cell-and-bound algorithm for chance constrained programs with discrete distributions
- A stochastic linear programming modelling and solution approach for planning the supply of rewards in loyalty reward programs
- A fuzzy random multiobjective 0--1 programming based on the expectation optimization model using possibility and necessity measures
- A multifactor model for international plant location and financing under uncertainty
- A parametric characterization and an \(\epsilon\)-approximation scheme for the minimization of a quasiconcave program
- Models and model value in stochastic programming
- A possibilistic linear program is equivalent to a stochastic linear program in a special case
- Satisfactory solution concepts and their relations for stochastic multiobjective programming problems
- A synchronous reference point-based interactive method for stochastic multiobjective programming
- Interactive fuzzy stochastic two-level integer programming through fractile criterion optimization
- Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
- A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting
- A new methodology for solving bi-criterion fractional stochastic programming
- Chance-constrained sets approximation: a probabilistic scaling approach
- Optimized Bonferroni approximations of distributionally robust joint chance constraints
- Portfolio optimization under safety first expected utility with nonlinear probability distortion
- An introduction to stochastic bin packing-based server consolidation with conflicts
- An extension of the quantile optimization problem with a loss function linear in random parameters
- A survey of decision making and optimization under uncertainty
- How's the performance of the optimized portfolios by safety-first rules: theory with empirical comparisons
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs
- INTEREST: A reference-point-based interactive procedure for stochastic multiobjective programming problems
- Direct plastic structural design under lognormally distributed strength by chance constrained programming
- Stochastic programming models for air quality management
- Optimal portfolio of safety-first models
- Quantile criterion-based control of the securities portfolio with a nonzero ruin probability
- Eventual convexity of probability constraints with elliptical distributions
- Bin packing problem with scenarios
- Interactive multiobjective fuzzy random linear programming: Maximization of possibility and probability
- Robustness of optimal portfolios under risk and stochastic dominance constraints
- The optimal portfolios based on a modified safety-first rule with risk-free saving
- \(\alpha\)-robust portfolio optimization problem under the distribution uncertainty
- Solution of a product substitution problem using stochastic programming
- Convexity and solutions of stochastic multidimensional 0-1 knapsack problems with probabilistic constraints
- Solving chance-constrained optimization problems with stochastic quadratic inequalities
- Stochastic optimal design in multivariate stratified sampling
- Interactive fuzzy programming based on fractile criterion optimization model for two-level stochastic linear programming problems
- An iterative procedure for solving stochastic fractional capacitated transhipment problem
- Portfolio choice via quantiles
- Linear programming method for production and transportation schedule problems with stochastic environment
- Stochastic programming problems involving Pareto distribution
- Risk-based factorial probabilistic inference for optimization of flood control systems with correlated uncertainties
- Multi-objective probabilistically constrained programs with variable risk: models for multi-portfolio financial optimization
- scientific article; zbMATH DE number 3860894 (Why is no real title available?)
- Uncertainty and the intertemporal management of environmental resources
- Stochastic programming computer implementations
- scientific article; zbMATH DE number 5007551 (Why is no real title available?)
- Risky asset pricing based on safety first fund management
- scientific article; zbMATH DE number 5138849 (Why is no real title available?)
- Genetic algorithm-based fuzzy goal programming for class of chance-constrained programming problems
- scientific article; zbMATH DE number 5734822 (Why is no real title available?)
- scientific article; zbMATH DE number 3896649 (Why is no real title available?)
- scientific article; zbMATH DE number 3920178 (Why is no real title available?)
- Stackelberg solutions for fuzzy random bilevel linear programming through level sets and probability maximization
- A Transportation Problem in Which Costs Depend on the Order of Arrival
- A STOCHASTIC PROGRAMMING MODEL FOR AGRICULTURAL PLANNING UNDER UNCERTAIN SUPPLY-DEMAND RELATIONS
- scientific article; zbMATH DE number 1187131 (Why is no real title available?)
- Stochastic programming and stochastic control
- Bibliography in fractional programming
- scientific article; zbMATH DE number 27158 (Why is no real title available?)
- On the application of deterministic and stochastic programming methods to problems of economics;Mathematische Programmierung und ihre Anwendung auf die Wirtschaft
- Interactive fuzzy random two-level linear programming through fractile criterion optimization
- Stochastic fractional programming approach to a mean and variance model of a transportation problem
- scientific article; zbMATH DE number 3543798 (Why is no real title available?)
- Adaptive decision rules for stochastic linear programming
- Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments
- Stackelberg solutions for fuzzy random two-level linear programming through level sets and fractile criterion optimization
- scientific article; zbMATH DE number 1984252 (Why is no real title available?)
- scientific article; zbMATH DE number 2006798 (Why is no real title available?)
- On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem
- Threshold Boolean form for joint probabilistic constraints with random technology matrix
- Stochastic simulation based genetic algorithm for chance constraint programming problems with some discrete random variables
- Optimal power control in a wireless network using a model with stochastic link coefficients
- A stochastic programming based analysis of the field use in a farm
- Stochastic simulation-based genetic algorithm for chance constraint programming problems with continuous random variables
- A VaR Black-Litterman model for the construction of absolute return fund-of-funds
- Interactive fuzzy random two-level linear programming based on level sets and fractile criterion optimization
- Portfolio optimization utilizing the framework of behavioral portfolio theory
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