The following pages link to (Q4838490):
Displayed 50 items.
- Stochastic approach versus multiobjective approach for obtaining efficient solutions in stochastic multiobjective programming problems (Q596274) (← links)
- A solution concept for fuzzy multiobjective programming problems based on convex cones. (Q703184) (← links)
- Solving planning and design problems in the process industry using mixed integer and global optimization (Q817211) (← links)
- On the Hungarian inventory control model (Q819083) (← links)
- Multi-objective stochastic programming for portfolio selection (Q857322) (← links)
- A distribution map for the one-median location problem on a network (Q864046) (← links)
- Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer (Q877081) (← links)
- Using the technique of scalarization to solve the multiobjective programming problems with fuzzy coefficients (Q949535) (← links)
- On-line portfolio selection using stochastic programming (Q951342) (← links)
- Estimated stochastic programs with chance constraints (Q1278960) (← links)
- Computational assessment of distributed decomposition methods for stochastic linear programs (Q1296802) (← links)
- The stochastic bottleneck linear programming problem (Q1304778) (← links)
- Duality theorems in fuzzy mathematical programming problems based on the concept of necessity. (Q1413860) (← links)
- A stochastic programming model to find optimal sample sizes to estimate unknown parameters in an LP (Q1433663) (← links)
- Applications of stochastic programming: Achievements and questions (Q1598762) (← links)
- Nonlinear stochastic programming by Monte-Carlo estimators (Q1600865) (← links)
- A probabilistically constrained model predictive controller (Q1614361) (← links)
- Fuzzy optimization problems based on the embedding theorem and possibility and necessity measures (Q1764980) (← links)
- Applying the minimax criterion in stochastic recourse programs (Q1771344) (← links)
- Linear regression estimators for multinormal distributions in optimization of stochastic programming problems (Q1806867) (← links)
- Designing robust emergency medical service via stochastic programming (Q1827657) (← links)
- Bounds for probabilistic integer programming problems (Q1850114) (← links)
- Post-tax optimization with stochastic programming (Q1877032) (← links)
- On distributionally robust chance-constrained linear programs (Q2370049) (← links)
- Dual-bounded generating problems: Efficient and inefficient points for discrete probability distributions and sparse boxes for multidimensional data (Q2373724) (← links)
- The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions (Q2378449) (← links)
- The Karush--Kuhn--Tucker optimality conditions in an optimization problem with interval-valued objective function (Q2432881) (← links)
- A mixed integer programming model for multistage mean-variance post-tax optimization (Q2455612) (← links)
- On two-stage convex chance constrained problems (Q2466772) (← links)
- Workforce planning at USPS mail processing and distribution centers using stochastic optimization (Q2468733) (← links)
- Solving two-stage stochastic programming problems with level decomposition (Q2468771) (← links)
- Short-term hydropower production planning by stochastic programming (Q2471236) (← links)
- Random equilibrium problems on networks (Q2473155) (← links)
- On interval-valued nonlinear programming problems (Q2473884) (← links)
- Beam search heuristic to solve stochastic integer problems under probabilistic constraints (Q2484339) (← links)
- Fuzzy random programming with equilibrium chance constraints (Q2485302) (← links)
- On deviation measures in stochastic integer programming (Q2488193) (← links)
- On stages and consistency checks in stochastic programming (Q2488220) (← links)
- Exact solutions to a class of stochastic generalized assignment problems (Q2496071) (← links)
- Inverse stochastic dominance constraints and rank dependent expected utility theory (Q2502203) (← links)
- Simple integer recourse models: convexity and convex approximations (Q2502210) (← links)
- A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs (Q2502217) (← links)
- Two-stage stochastic problems with correlated normal variables: computational experiences (Q2507407) (← links)
- Some insights into the solution algorithms for SLP problems (Q2507411) (← links)
- Worst-case robust decisions for multi-period mean-variance portfolio optimization (Q2643927) (← links)
- (Q4488858) (← links)
- Probability bounds given by hypercherry trees (Q4709731) (← links)
- An upper bound on the premium of the stop-loss treaty (Q5422768) (← links)
- On the concavity of multivariate probability distribution functions (Q5949901) (← links)
- The robust spanning tree problem with interval data (Q5949905) (← links)