scientific article; zbMATH DE number 4204118

MaRDI QIDQ3352844zbMATH OpenFDO

Authors Kurt Marti

Publication date 1990

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Stochastic programming (90C15) Applications of mathematical programming (90C90)

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Cited in

(8)

• Distributional efficiency in multiobjective stochastic linear programming
• Combinatorial optimization problems with normal random costs
• Correction of efficient solutions in a multistage stochastic optimization problem
• A class Of stochastic optimization problems with application to selective data editing
• An empirical analysis of scenario generation methods for stochastic optimization
• Solution approaches for the multiobjective stochastic programming
• Near optimal solutions to least-squares problems with stochastic uncertainty
• Robust generalized Merton-type financial portfolio models with generalized utility

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