scientific article; zbMATH DE number 3497598
From MaRDI portal
Publication:4079324
Cited in
(only showing first 100 items - show all)- 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
- Duality theory in fuzzy optimization problems
- Stability and sensitivity-analysis for stochastic programming
- The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions
- Modelling stochastic decision systems using dependent-chance programming
- A Stochastic Flow Problem
- The Karush--Kuhn--Tucker optimality conditions in an optimization problem with interval-valued objective function
- Some applications of mathematical programming techniques in optimal power dispatch
- Network design and dynamic routing under queueing demand
- An inventory model with component commonality
- On interval-valued nonlinear programming problems
- Convergence of optimal solutions about approximation scheme for fuzzy programming with minimum-risk criteria
- A robustness approach to international sourcing
- A dual-response forwarding approach for containerizing air cargoes under uncertainty, based on stochastic mixed 0-1 programming
- On the formulation of stochastic linear programs using algebraic modelling languages
- scientific article; zbMATH DE number 4068617 (Why is no real title available?)
- Fuzzy optimization: An appraisal
- On structure and stability in stochastic programs with random technology matrix and complete integer recourse
- scientific article; zbMATH DE number 4164556 (Why is no real title available?)
- Linear programming with stochastic processes as parameters as applied to production planning
- A new approach to uncertain parameter linear programming
- Simulation-based confidence bounds for two-stage stochastic programs
- Studying interconnections between two classes of two-stage fuzzy optimization problems
- Stochastic allocation of a resource among partially interchangeable activities
- Stochastic programs with recourse: An upper bound and the related moment problem
- Multi-item imperfect production lot size model with hybrid number cost parameters
- Distribution sensitivity for certain classes of chance-constrained models with application to power dispatch
- Quantitative stability in stochastic programming
- A strong duality theorem for the minimum of a family of convex programs
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4079324)
