Uniform quasi-concavity in probabilistic constrained stochastic programming
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Publication:635508
DOI10.1016/J.ORL.2011.03.007zbMATH Open1219.90114OpenAlexW2057785395MaRDI QIDQ635508FDOQ635508
Authors: Kunikazu Yoda, Munevver Mine Subasi, András Prékopa 
Publication date: 19 August 2011
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2011.03.007
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Cited In (11)
- Analysis of a chance-constrained new product risk model with multiple customer classes
- Preference-based reinforcement learning: evolutionary direct policy search using a preference-based racing algorithm
- Threshold Boolean form for joint probabilistic constraints with random technology matrix
- Second order conic approximation for disassembly line design with joint probabilistic constraints
- Multistage stochastic programs via autoregressive sequences and individual probability constraints
- Convex properties of the quantile function in stochastic programming
- Arc routing under uncertainty: introduction and literature review
- Sufficient conditions for quasiconcavity of the probability function
- On approximation in multistage stochastic programs: Markov dependence
- Uniformly monotone functions -- definition, properties, characterizations
- Title not available (Why is that?)
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