scientific article; zbMATH DE number 4061000

zbMATH Open0649.90079MaRDI QIDQ3795487FDOQ3795487

Authors: Hiroshi Morita, Toshio Nishida, Hiroaki Ishii 

Publication date: 1988

Title of this publication is not available (Why is that?)

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zbMATH Keywords

minimax approachconfidence region methoddiagonal covariance matrixlinear stochastic knapsack problemmulti- normal distribution function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Combinatorial optimization (90C27) Stochastic programming (90C15) Integer programming (90C10)

Cited In (4)

• Stochastic linear knapsack programming problem and its application to a portfolio selection problem
• Confidence regional method of stochastic spanning tree problem
• CONFIDENCE REGION METHOD FOR A STOCHASTIC PROGRAMMING PROBLEM
• A stochastic improvement method for stochastic programming

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