Analysis and comparisons of some solution concepts for stochastic programming problems

DOI10.1007/BF02578943MaRDI QIDQ699511zbMATH OpenFDO

Authors D. Kharzeev

Publication date 24 September 2002

Published in Top (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02578943

zbMATH Keywords

stochastic programmingoptimal solution concepts

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 995813 (Why is no real title available?)
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• scientific article; zbMATH DE number 3200259 (Why is no real title available?)
• A Stochastic Programming Model
• A linear approximation method for solving a special class of the chance constrained programming problem
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
• Stochastic programming
• Stochastic programming: An interactive multicriteria approach
• Theory of multiobjective optimization

Cited in

(6)

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• scientific article; zbMATH DE number 1530339 (Why is no real title available?)
• The solution of stochastic standardization problems
• Satisfactory solution concepts and their relations for stochastic multiobjective programming problems
• ISTMO: An interval reference point-based method for stochastic multiobjective programming problems
• Analyzing the quality of the expected value solution in stochastic programming

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