Stochastic programming with fuzzy linear partial information on probability distribution

DOI10.1016/j.ejor.2003.10.049zbMath1065.90057OpenAlexW1980263293WikidataQ59284921 ScholiaQ59284921MaRDI QIDQ704101

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

zbMATH Keywords

Fuzzy setsStochastic programming\(L\)-shaped method\(\alpha\)-cut techniqueChance constrained approachRecourse approach

Mathematics Subject Classification ID

Stochastic programming (90C15) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

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Cites Work

• Some characterizations of lower probabilities and other monotone capacities through the use of Möbius inversion
• Introduction to Stochastic Programming
• Upper and Lower Probabilities Induced by a Multivalued Mapping
• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
• Unnamed Item

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