The following pages link to A Stochastic Programming Model (Q5329502):
Displaying 50 items.
- Risk-based factorial probabilistic inference for optimization of flood control systems with correlated uncertainties (Q320920) (← links)
- Multi-objective probabilistically constrained programs with variable risk: models for multi-portfolio financial optimization (Q322926) (← links)
- Stackelberg solutions for fuzzy random bilevel linear programming through level sets and probability maximization (Q373238) (← links)
- Interactive fuzzy random two-level linear programming through fractile criterion optimization (Q410069) (← links)
- Stochastic fractional programming approach to a mean and variance model of a transportation problem (Q410495) (← links)
- Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
- Stackelberg solutions for fuzzy random two-level linear programming through level sets and fractile criterion optimization (Q441040) (← links)
- On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem (Q462008) (← links)
- Threshold Boolean form for joint probabilistic constraints with random technology matrix (Q463738) (← links)
- A stochastic programming based analysis of the field use in a farm (Q475229) (← links)
- Interactive fuzzy random two-level linear programming based on level sets and fractile criterion optimization (Q497134) (← links)
- Maximizing the minimum cover probability by emergency facilities (Q512997) (← links)
- Minimizing value-at-risk in single-machine scheduling (Q513548) (← links)
- Interactive multiobjective fuzzy random programming through the level set-based probability model (Q545308) (← links)
- A stochastic programming process model for investment planning (Q579135) (← links)
- Easy distributions for combinatorial optimization problems with probabilistic constraints (Q614036) (← links)
- Uniform quasi-concavity in probabilistic constrained stochastic programming (Q635508) (← links)
- A stochastic programming and simulation based analysis of the structure of production on the arable land (Q666506) (← links)
- Analysis and comparisons of some solution concepts for stochastic programming problems (Q699511) (← links)
- Dynamic safety first expected utility model (Q724069) (← links)
- A sparse chance constrained portfolio selection model with multiple constraints (Q785634) (← links)
- Asset-liability management under the safety-first principle (Q846949) (← links)
- Applying the benchmarking procedure: A decision criterion of choice under risk (Q850478) (← links)
- Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
- A method for solving quantile optimization problems with a bilinear loss function (Q904448) (← links)
- A stochastic geometric programming problem with multiplicative recourse (Q916566) (← links)
- Handling CVaR objectives and constraints in two-stage stochastic models (Q932208) (← links)
- A stochastic discounted multi-objective solid transportation problem for breakable items using analytical hierarchy process (Q988987) (← links)
- ISTMO: An interval reference point-based method for stochastic multiobjective programming problems (Q1011253) (← links)
- Convexity of chance constraints with independent random variables (Q1029626) (← links)
- Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming (Q1094332) (← links)
- Stochastic linear knapsack programming problem and its application to a portfolio selection problem (Q1119471) (← links)
- Alternative growth versus security in continuous dynamic trading (Q1127199) (← links)
- A linear approximation method for solving a special class of the chance constrained programming problem (Q1129979) (← links)
- Stochastic spanning tree problem (Q1155516) (← links)
- An \(\varepsilon\)-approximation scheme for combinatorial optimization problems with minimum variance criterion (Q1183333) (← links)
- A fully polynomial time approximation scheme for minimum cost-reliability ratio problems (Q1183334) (← links)
- On stochastic programming. I: Static linear programming under risk (Q1233816) (← links)
- Modelling support for stochastic programs (Q1270598) (← links)
- Stochastic decision making using multiplicative AHP (Q1278653) (← links)
- Variance vs downside risk: Is there really that much difference? (Q1296359) (← links)
- A stochastic programming model for scheduling maintenance personnel (Q1303286) (← links)
- The diversification of currency loans: A comparison between safety-first and mean-variance criteria (Q1330576) (← links)
- A joint chance-constrained programming model with row dependence (Q1333465) (← links)
- A new approach to stochastic programming problems: Discrete model (Q1388844) (← links)
- Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints (Q1615810) (← links)
- Multiple response optimisation: an approach from multiobjective stochastic programming (Q1630125) (← links)
- Multi-choice probabilistic linear programming problem (Q1684324) (← links)
- A second-order cone programming formulation for two player zero-sum games with chance constraints (Q1719615) (← links)
- Multiperiod Telser's safety-first portfolio selection with regime switching (Q1726995) (← links)
