Die Ermittlung effizienter Lösungen zur stochastischen linearen Optimierungsaufgabe

DOI10.1007/BF01725081MaRDI QIDQ1058459zbMATH OpenOpenAlexFDO

Authors J. Blot

Publication date 1985

Published in OR Spektrum (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01725081

zbMATH Keywords

chance constrained programmingefficient solutionssolution methodstochastic multiple criteria modeltwo stage programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31)

Review text

The stochastic programming problem is described as a stochastic multiple criteria model (SMCM). The solution found by the SMCM has to be efficient. The chance constrained programming model and the two stage programming model derived from suitable defined SMCM satisfy this condition. Another solution approach is presented which determines efficient solutions, too. Furthermore a solution method for this approach is constructed.

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Cites work

• A Research Bibliography in Stochastic Programming, 1955–1975
• Chance Constrained Programming with Joint Constraints
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
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