Solving nonlinear interval optimization problem using stochastic programming technique

DOI10.1007/S12597-017-0304-YMaRDI QIDQ724398zbMATH OpenOpenAlexWikidataFDO

Authors Geetanjali Panda, Pankaj Kumar

Publication date 25 July 2018

Published in Opsearch (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s12597-017-0304-y

zbMATH Keywords

stochastic programminginterval optimizationchance-constraintfunction of random variablesinterval valued function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

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Cited in

(5)

• An efficient solution of nonlinear enhanced interval optimization problems and its application to portfolio optimization
• Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters
• A nonlinear interval number programming method for uncertain optimization problems
• Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis
• Application of stochastic programming technique to solve interval quadratic programming problem

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