Solving nonlinear interval optimization problem using stochastic programming technique

DOI10.1007/s12597-017-0304-yzbMath1391.90672OpenAlexW2588437152WikidataQ57843384 ScholiaQ57843384MaRDI QIDQ724398

Geetanjali Panda, Pankaj Kumar

Publication date: 25 July 2018

Published in: Opsearch (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12597-017-0304-y

zbMATH Keywords

stochastic programminginterval optimizationinterval valued functionchance-constraintfunction of random variables

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

Related Items (4)

Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters ⋮ Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis ⋮ Application of stochastic programming technique to solve interval quadratic programming problem ⋮ An efficient solution of nonlinear enhanced interval optimization problems and its application to portfolio optimization

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