Robustness in stochastic programming models

DOI10.1016/0307-904X(93)90084-TzbMath0797.90071MaRDI QIDQ1312649

Tsunemi Watanabe, Hugh Ellis

Publication date: 11 October 1994

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

zbMATH Keywords

robustness measuresimple recoursetwo-staged stochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (1)

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Uses Software

• MINOS

Cites Work

• Multiobjective programming and planning
• Chance-Constrained Programming
• Linear Programming under Uncertainty
• The Allocation of Aircraft to Routes—An Example of Linear Programming Under Uncertain Demand
• The Future of Data Analysis
• The value of the stochastic solution in stochastic linear programs with fixed recourse
• Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
• Chance Constraints and Normal Deviates
• Stochastic Programs with Recourse
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
• TESTING FOR NORMALITY
• THE DISTRIBUTION OF ‘STUDENT'S’ t IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
• THE DISTRIBUTION OF THE VARIANCE RATIO IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
• THE FREQUENCY DISTRIBUTION OF THE PRODUCT-MOMENT CORRELATION COEFFICIENT IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
• NON-NORMALITY AND TESTS ON VARIANCES
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