scientific article; zbMATH DE number 7011104

MaRDI QIDQ4615203zbMATH OpenFDO

Authors Tamás Szántai

Publication date 1 February 2019

zbMATH Keywords

optimum valueprobabilistic constrained stochastic programming problem

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cited in

(3)

• Change-constrained stochastic programming problem with normal, t and skew normal, skew t distributions
• Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra
• On numerical calculation of probabilities according to Dirichlet distribution

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