Stochastic programming with fuzzy linear partial information on probability distribution
DOI10.1016/J.EJOR.2003.10.049zbMATH Open1065.90057OpenAlexW1980263293WikidataQ59284921 ScholiaQ59284921MaRDI QIDQ704101FDOQ704101
Authors: D. Kharzeev 
Publication date: 12 January 2005
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2003.10.049
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Cites Work
- Upper and Lower Probabilities Induced by a Multivalued Mapping
- Introduction to Stochastic Programming
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- Some characterizations of lower probabilities and other monotone capacities through the use of Möbius inversion
- Title not available (Why is that?)
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- Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas
- Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty
- A compromise solution for the multiobjective stochastic linear programming under partial uncertainty
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