Die Ermittlung effizienter Lösungen zur stochastischen linearen Optimierungsaufgabe (Q1058459)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Die Ermittlung effizienter Lösungen zur stochastischen linearen Optimierungsaufgabe |
scientific article |
Statements
Die Ermittlung effizienter Lösungen zur stochastischen linearen Optimierungsaufgabe (English)
0 references
1985
0 references
The stochastic programming problem is described as a stochastic multiple criteria model (SMCM). The solution found by the SMCM has to be efficient. The chance constrained programming model and the two stage programming model derived from suitable defined SMCM satisfy this condition. Another solution approach is presented which determines efficient solutions, too. Furthermore a solution method for this approach is constructed.
0 references
stochastic multiple criteria model
0 references
chance constrained programming
0 references
two stage programming
0 references
efficient solutions
0 references
solution method
0 references
