Computation of some stochastic linear programming problems with Cauchy and extreme value distributions

DOI10.1080/00207160412331336080zbMath1072.65084OpenAlexW2128694267MaRDI QIDQ5460581

N. P. Sahoo, Mahendra Prasad Biswal

Publication date: 18 July 2005

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160412331336080

zbMATH Keywords

numerical examplesgoal programmingmulti-objective programmingextreme value distributionCauchy distributionstochastic linear programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Multi-objective and goal programming (90C29) Stochastic programming (90C15)

Related Items (7)

Stochastic programming problems involving Pareto distribution ⋮ Chance constrained programming with some non-normal continuous random variables ⋮ Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas ⋮ Portfolio Selection from Multiple Benchmarks: A Goal Programming Approach to an Actual Case ⋮ Multi-objective stochastic transportation problem involving three-parameter extreme value distribution ⋮ Applying stochastic goal programming: a case study on water use planning ⋮ Computation of some stochastic transportation problems using Essen inequality

Uses Software

• PariTOP

Cites Work

• Stochastic programming: An interactive multicriteria approach
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• A general structure of achievement function for a goal programming model.
• Probabilistic linear programming problems with exponential random variables: a technical note
• An interactive fuzzy satisficing method for multiobjective stochastic linear programming problems through an expectation model
• Chance-Constrained Programming
• Linear Programming under Uncertainty
• Decision-Making in a Fuzzy Environment
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
• Stochastic goal programming: A mean-variance approach
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