Change-constrained stochastic programming problem with normal, t and skew normal, skew t distributions

DOI10.31801/CFSUASMAS.685733zbMATH Open1489.90079OpenAlexW3147898564MaRDI QIDQ5083538FDOQ5083538

Authors: Gultac Eroglu Inan 

Publication date: 20 June 2022

Published in: Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.31801/cfsuasmas.685733

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zbMATH Keywords

skewnessskew normal distributionskew \(t\) distributionchange constrained stochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

• Title not available (Why is that?)
• The skew-normal and related families. With the collaboration of Antonella Capitanio.
• Title not available (Why is that?)
• The Skew-normal Distribution and Related Multivariate Families*
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Finite mixture modelling using the skew normal distribution
• Chance-constrained programming
• Multivariate skewt-distribution
• Bayes estimation subject to uncertainty about parameter constraints
• Some skew-symmetric models
• A review on the univariate skew \(t\)-distributions
• Fuzzy programming approach to multi-objective stochastic linear programming problems
• Gamma distribution approach in chance-constrained stochastic programming model
• A Research Bibliography in Stochastic Programming, 1955–1975
• Edgeworth series approximation for chi-square type chance constraints
• Edgeworth series approximation for gamma type chance constraints

Uses Software

• sn

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