Die Ermittlung effizienter Lösungen zur stochastischen linearen Optimierungsaufgabe

DOI10.1007/BF01725081zbMath0564.90052OpenAlexW4249681157MaRDI QIDQ1058459

J. Blot

Publication date: 1985

Published in: OR Spektrum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01725081

zbMATH Keywords

efficient solutionssolution methodchance constrained programmingstochastic multiple criteria modeltwo stage programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05) Stochastic programming (90C15)

Related Items (3)

Distributional efficiency in multiobjective stochastic linear programming ⋮ Robust generalized Merton-type financial portfolio models with generalized utility ⋮ Solution approaches for the multiobjective stochastic programming

Cites Work

• A Research Bibliography in Stochastic Programming, 1955–1975
• Chance Constrained Programming with Joint Constraints
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
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