Multistage stochastic programming with fuzzy probability distribution

DOI10.1016/j.fss.2008.10.010zbMath1177.90430OpenAlexW2042137655WikidataQ59284920 ScholiaQ59284920MaRDI QIDQ1043313

Fouad Ben Abdelaziz, Hatem Masri

Publication date: 7 December 2009

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2008.10.010

zbMATH Keywords

stochastic programmingfuzzy number\(\alpha \)-cut techniquenested decomposition method

Mathematics Subject Classification ID

Stochastic programming (90C15) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

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Uses Software

• MSLiP

Cites Work

• Stochastic programming with fuzzy linear partial information on probability distribution
• MSLiP: A computer code for the multistage stochastic linear programming problem
• Fuzzy probability and statistics.
• Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
• Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
• Nested Decomposition and Multi-Stage Linear Programs
• Operations on fuzzy numbers
• On the theory of Markov set-chains
• Introduction to Stochastic Programming
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