Satisficing techniques in stochastic linear programming

DOI10.1080/02331939408844029MaRDI QIDQ4764854zbMATH OpenOpenAlexFDO

Authors Kurt Marti

Publication date 5 September 1995

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331939408844029

zbMATH Keywords

satisficing trade-off methodstochastic linear programs

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

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Cites work

• Computation of descent directions and efficient points in stochastic optimization problems without using derivatives
• Descent directions and efficient solutions in discretely distributed stochastic programs
• scientific article; zbMATH DE number 3833720 (Why is no real title available?)
• scientific article; zbMATH DE number 3497598 (Why is no real title available?)
• scientific article; zbMATH DE number 3793774 (Why is no real title available?)
• scientific article; zbMATH DE number 3308846 (Why is no real title available?)
• Interactive solution to multiobjective optimization problems
• Theory of multiobjective optimization

Cited in

(4)

• A surrogate for linear programs with random requirements
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