scientific article; zbMATH DE number 3497598
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- Linear programming under randomness and fuzziness
- Die Ermittlung effizienter Lösungen zur stochastischen linearen Optimierungsaufgabe
- Refining bounds for stochastic linear programs with linearly transformed independent random variables
- STRANGE: An interactive method for multi-objective linear programming under uncertainty
- Satisfying solutions for a possibilistic linear program
- A surrogate for linear programs with random requirements
- Fuzzy optimization: An appraisal
- Distributional efficiency in multiobjective stochastic linear programming
- Depedent-chance programming: A class of stochastic optimization
- Existence of measurable optima in stochastic nonlinear programming and control
- A strong duality theorem for the minimum of a family of convex programs
- A model-switching criterion for a class of stochastic linear programs
- Stochastic programming
- Distribution sensitivity in stochastic programming
- A numerical method for solving stochastic programming problems with moment constraints on a distribution function
- Linear programming with stochastic processes as parameters as applied to production planning
- Stability analysis for stochastic programs
- A new approach to uncertain parameter linear programming
- Some applications of mathematical programming techniques in optimal power dispatch
- On stability in multiobjective programming. A stochastic approach
- Stochastic quasigradient methods for optimization of discrete event systems
- Optimal selectors for stochastic linear programs
- Computational methods for solving two-stage stochastic linear programming problems
- Modelling stochastic decision systems using dependent-chance programming
- Stochastic optimization on Bayesian nets
- Application of the scenario aggregation approach to a two-stage, stochastic, common component, inventory problem with a budget constraint
- Linear programming with fuzzy random variable coefficients
- Stochastic programming with simple integer recourse
- On solutions and distribution problems of the linear programming with fuzzy random variable coefficients
- Distribution sensitivity for certain classes of chance-constrained models with application to power dispatch
- Stochastic allocation of a resource among partially interchangeable activities
- PROMISE: A DSS for multiple objective stochastic linear programming problems
- Quantitative stability in stochastic programming
- Differentiation formulas for probability functions: The transformation method
- SLP-IOR: An interactive model management system for stochastic linear programs
- Implementing bounds-based approximations in convex-concave two-stage stochastic programming
- On fuzzy stochastic optimization
- Stochastic optimization for mechanical structures
- Duality theorems in fuzzy mathematical programming problems based on the concept of necessity.
- Applications of stochastic programming: Achievements and questions
- Quasi-linear stochastic programming model based on expectation and variance and its application in transportation problem
- Two-stage non-cooperative games with risk-averse players
- Solving the interval-valued optimization problems based on the concept of null set
- Satisficing data envelopment analysis: a Bayesian approach for peer mining in the banking sector
- Fuzzy optimization problems based on the embedding theorem and possibility and necessity measures
- Evaluate fuzzy optimization problems based on biobjective programming problems
- Duality theory in fuzzy optimization problems
- An inventory model with component commonality
- On possibilistic linear programming
- Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations
- Post-tax optimization with stochastic programming
- Optimisation under hybrid uncertainty
- Strong convexity in stochastic programs with complete recourse
- On the expected value function of a simple integer recourse problem with random technology matrix
- A note on estimates in stochastic programming
- Continuous approximation schemes for stochastic programs
- A stochastic optimization approach for robot scheduling
- On the convex hull of the simple integer recourse objective function
- A note on \(K\) best network flows
- Executing join queries in an uncertain distributed environment
- Differentiation of probability functions: The transformation method
- On structure and stability in stochastic programs with random technology matrix and complete integer recourse
- A simple recourse model for power dispatch under uncertain demand
- A robustness approach to international sourcing
- A statistical generalized programming algorithm for stochastic optimization problems
- On possibility distribution
- On fuzzy random linear programming
- On the formulation of stochastic linear programs using algebraic modelling languages
- Second-order scenario approximation and refinement in optimization under uncertainty
- Simulation-based confidence bounds for two-stage stochastic programs
- Studying interconnections between two classes of two-stage fuzzy optimization problems
- Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty
- Fuzzy linear programming problems: models and solutions
- An approach for solving a fuzzy multiobjective programming problem
- The Karush-Kuhn-Tucker optimality conditions for multi-objective programming problems with fuzzy-valued objective functions
- Stability and sensitivity-analysis for stochastic programming
- The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions
- Multi-item EOQ model with hybrid cost parameters under fuzzy/fuzzy-stochastic resource constraints: A geometric programming approach
- Stochastic supply chain, transportation models: implementations and benefits
- The Karush--Kuhn--Tucker optimality conditions in an optimization problem with interval-valued objective function
- Deviation measures in linear two-stage stochastic programming
- A mixed integer programming model for multistage mean-variance post-tax optimization
- Stochastic linear programming and decision: a fuzzy approach.
- The Karush-Kuhn-Tucker optimality conditions for the optimization problem with fuzzy-valued objective function
- On interval-valued nonlinear programming problems
- Fuzzy stochastic linear programming: survey and future research directions
- Cutting plane method for multiple objective stochastic integer linear programming
- Worst-case robust decisions for multi-period mean-variance portfolio optimization
- Chance constrained programming with some non-normal continuous random variables
- Stochastic programs with recourse: An upper bound and the related moment problem
- Stability in stochastic programming with recourse-estimated parameters
- Tax impact on multi-stage mean-variance portfolio allocation
- scientific article; zbMATH DE number 4164556 (Why is no real title available?)
- A distribution-free approach to stochastic efficiency measurement with inclusion of expert knowledge
- Network design and dynamic routing under queueing demand
- Distribution sensitivity analysis for stochastic programs with complete recourse
- Rates of convergence of semi-stochastic approximation procedures for solving stochastic optimization problems
- Stability results for stochastic programming problems
- scientific article; zbMATH DE number 4068617 (Why is no real title available?)
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