Stochastic programming problems involving Pareto distribution

DOI10.1080/09720502.2011.10700734zbMATH Open1222.90036OpenAlexW1996402471MaRDI QIDQ3172992FDOQ3172992

Authors S. K. Barik, M. P. Biswal, D. Chakravarty

Publication date 7 October 2011

Published in Journal of Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/09720502.2011.10700734

zbMATH Keywords

Pareto distributionstochastic programmingfuzzy programming techniquetwo-stage stochastic programmingchance constrained programming

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 3936913 (Why is no real title available?)
• A Research Bibliography in Stochastic Programming, 1955–1975
• A class of volumetric barrier decomposition algorithms for stochastic quadratic programming
• Chance Constrained Programming with Joint Constraints
• Chance-Constrained Programming with Joint Constraints
• Chance-constrained programming
• Computation of probabilistic linear programming problems involving normal and log-normal random variables with a joint constraint
• Computation of some stochastic linear programming problems with Cauchy and extreme value distributions
• Decision-Making in a Fuzzy Environment
• Fuzzy programming and linear programming with several objective functions
• Fuzzy programming approach to multi-objective stochastic linear programming problems
• Introduction to Stochastic Programming
• Linear programming under uncertainty
• Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming
• Probabilistic linear programming problems with exponential random variables: a technical note
• Programming Under Uncertainty: The Equivalent Convex Program
• Stochastic Programs with Recourse
• Stochastic linear programming method for right-hand sides random vector
• Stochastic programming with fuzzy linear partial information on probability distribution
• Stochastic semidefinite programming: a new paradigm for stochastic optimization
• Two-stage stochastic problems with correlated normal variables: computational experiences

Cited in

(5)

• Multi-objective two-stage stochastic programming problem involving normal distribution
• Solving stochastic programming problems using modified differential evolution algorithms
• Chance constrained programming with some non-normal continuous random variables
• Nonlinear fuzzy chance constrained approach for multi-objective mixed fuzzy-stochastic optimization problem
• Pareto optimal solution for multiobjective stochastic linear programming problems with partial uncertainty

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