Stochastic penalty method in problems of probabilistic-probabilistic programming

MaRDI QIDQ5132948zbMATH OpenFDO

Authors Yulia Evgen'Evna Egorova

Publication date 12 November 2020

zbMATH Keywords

fuzzy random variablepossitbilistic-probabilistic optimizationstochastic penalty methodthe weakest \(t\)-norm

Mathematics Subject Classification ID

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

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Cited in

(1)

• Penalty function with memory for discrete optimization via simulation with stochastic constraints

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