Stochastic programming problems involving Pareto distribution

DOI10.1080/09720502.2011.10700734zbMath1222.90036MaRDI QIDQ3172992

Mahendra Prasad Biswal, Suresh Kumar Barik, Debashish 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

stochastic programming; Pareto distribution; fuzzy programming technique; two-stage stochastic programming; chance constrained programming

Mathematics Subject Classification ID

90C15: Stochastic programming

Cites Work

• Unnamed Item
• Stochastic programming with fuzzy linear partial information on probability distribution
• Stochastic semidefinite programming: a new paradigm for stochastic optimization
• A class of volumetric barrier decomposition algorithms for stochastic quadratic programming
• Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming
• Fuzzy programming and linear programming with several objective functions
• Fuzzy programming approach to multi-objective stochastic linear programming problems
• Probabilistic linear programming problems with exponential random variables: a technical note
• Two-stage stochastic problems with correlated normal variables: computational experiences
• Chance-Constrained Programming
• Linear Programming under Uncertainty
• Stochastic linear programming method for right-hand sides random vector
• A Research Bibliography in Stochastic Programming, 1955–1975
• Introduction to Stochastic Programming
• Chance-Constrained Programming with Joint Constraints
• Chance Constrained Programming with Joint Constraints
• Computation of some stochastic linear programming problems with Cauchy and extreme value distributions
• Programming Under Uncertainty: The Equivalent Convex Program
• Stochastic Programs with Recourse
• Decision-Making in a Fuzzy Environment
• Computation of probabilistic linear programming problems involving normal and log-normal random variables with a joint constraint