scientific article; zbMATH DE number 3497598
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(only showing first 100 items - show all)- Applications of stochastic programming: Achievements and questions
- PROMISE: A DSS for multiple objective stochastic linear programming problems
- Executing join queries in an uncertain distributed environment
- Application of the scenario aggregation approach to a two-stage, stochastic, common component, inventory problem with a budget constraint
- SLP-IOR: An interactive model management system for stochastic linear programs
- The Karush-Kuhn-Tucker optimality conditions for multi-objective programming problems with fuzzy-valued objective functions
- Worst-case robust decisions for multi-period mean-variance portfolio optimization
- A distribution-free approach to stochastic efficiency measurement with inclusion of expert knowledge
- Optimisation under hybrid uncertainty
- A note on estimates in stochastic programming
- A note on \(K\) best network flows
- Strong convexity in stochastic programs with complete recourse
- A Fuzzy Goal Programming Approach for Fuzzy Multiobjective Stochastic Programming through Expectation Model
- Implementing bounds-based approximations in convex-concave two-stage stochastic programming
- Stochastic modelling and optimization for environmental management
- Stability in stochastic programming with recourse-estimated parameters
- Satisficing techniques in stochastic linear programming
- Cutting plane method for multiple objective stochastic integer linear programming
- Differentiation formulas for probability functions: The transformation method
- Distribution sensitivity in stochastic programming
- The Karush-Kuhn-Tucker optimality conditions for the optimization problem with fuzzy-valued objective function
- Linear programming with fuzzy random variable coefficients
- On fuzzy stochastic optimization
- A model-switching criterion for a class of stochastic linear programs
- Computational methods for solving two-stage stochastic linear programming problems
- Deviation measures in linear two-stage stochastic programming
- Solving the interval-valued optimization problems based on the concept of null set
- Depedent-chance programming: A class of stochastic optimization
- A simple recourse model for power dispatch under uncertain demand
- Second-order scenario approximation and refinement in optimization under uncertainty
- Error bounds for solutions of linear equations and inequalities
- Stochastic optimization for mechanical structures
- Genetic based fuzzy goal programming for multiobjective chance constrained programming problems with continuous random variables
- Satisfying solutions for a possibilistic linear program
- Optimal selectors for stochastic linear programs
- Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program
- Differentiation of probability functions: The transformation method
- A solution procedure for the two-stage stochastic program with simple recourse
- A surrogate for linear programs with random requirements
- The optimality conditions for optimization problems with convex constraints and multiple fuzzy-valued objective functions
- Satisficing data envelopment analysis: a Bayesian approach for peer mining in the banking sector
- Linear programming under randomness and fuzziness
- On solutions and distribution problems of the linear programming with fuzzy random variable coefficients
- Post-tax optimization with stochastic programming
- Refining bounds for stochastic linear programs with linearly transformed independent random variables
- Stochastic quasigradient methods for optimization of discrete event systems
- Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations
- Duality theory in interval-valued linear programming problems
- On fuzzy random linear programming
- scientific article; zbMATH DE number 1208128 (Why is no real title available?)
- Optimization over stochastic integer efficient set
- Distribution sensitivity analysis for stochastic programs with complete recourse
- A solution concept for fuzzy multiobjective programming problems based on convex cones.
- Fuzzy optimization problems based on the embedding theorem and possibility and necessity measures
- Evaluate fuzzy optimization problems based on biobjective programming problems
- Stability results for stochastic programming problems
- A statistical generalized programming algorithm for stochastic optimization problems
- Stochastic supply chain, transportation models: implementations and benefits
- Two-stage non-cooperative games with risk-averse players
- Stochastic optimization on Bayesian nets
- Continuous approximation schemes for stochastic programs
- An approach for solving a fuzzy multiobjective programming problem
- Quasi-linear stochastic programming model based on expectation and variance and its application in transportation problem
- Rates of convergence of semi-stochastic approximation procedures for solving stochastic optimization problems
- On possibility distribution
- On possibilistic linear programming
- A stochastic optimization approach for robot scheduling
- STRANGE: An interactive method for multi-objective linear programming under uncertainty
- Duality theorems in fuzzy mathematical programming problems based on the concept of necessity.
- Fuzzy linear programming problems: models and solutions
- On the expected value function of a simple integer recourse problem with random technology matrix
- On the expected value of stochastic linear programs and (dynamic) network flow problems
- Fuzzy stochastic linear programming: survey and future research directions
- An Extended Necessity Measure Maximisation Incorporating the Trade-Off between Robustness and Satisfaction in Fuzzy LP Problems
- Distributional efficiency in multiobjective stochastic linear programming
- Existence of measurable optima in stochastic nonlinear programming and control
- Stochastic linear programming and decision: a fuzzy approach.
- Fuzzy optimization problems based on ordering cones
- A numerical method for solving stochastic programming problems with moment constraints on a distribution function
- A mixed integer programming model for multistage mean-variance post-tax optimization
- Multi-item EOQ model with hybrid cost parameters under fuzzy/fuzzy-stochastic resource constraints: A geometric programming approach
- Stochastic programming approach to optimization under uncertainty
- Tax impact on multi-stage mean-variance portfolio allocation
- Path planning for robots under stochastic uncertainty*
- Interactive fuzzy stochastic two-level linear programming with simple recourse
- Die Ermittlung effizienter Lösungen zur stochastischen linearen Optimierungsaufgabe
- On the convex hull of the simple integer recourse objective function
- A new approach to stochastic linear programming
- Duality theory in fuzzy linear programming problems with fuzzy coefficients
- Smoothing and SAA method for stochastic programming problems with non-smooth objective and constraints
- Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty
- Solution to a two-step logistics problem in a quintile statement
- On stability in multiobjective programming. A stochastic approach
- Solving planning and design problems in the process industry using mixed integer and global optimization
- On some optimisation models in a fuzzy-stochastic environment
- Stability analysis for stochastic programs
- Optimization of a linear function over the set of stochastic efficient solutions
- Stochastic programming
- Chance constrained programming with some non-normal continuous random variables
- Stochastic programming with simple integer recourse
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