Keyword: programming: probabilistic

Found 475 papers in total
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
1993,
Traditional asset allocation of the Markowitz type defines risk to be the variance of...
Monotonic influence diagrams: Extension to stochastic programming and application to probabilistic design
Monotonic influence diagrams: Extension to stochastic programming and application to probabilistic design
1993,
In this paper the theory of monotonic influence diagrams is extended to deal with...
Multi-stage stochastic linear programs for portfolio optimization
Multi-stage stochastic linear programs for portfolio optimization
1993,
The paper demonstrates how multi-period portfolio optimization problems can be...
A note on portfolio optimization with path-dependent utility
A note on portfolio optimization with path-dependent utility
1993,
This paper considers the portfolio selection with preferences depending on the history...
Stochastic location analysis
Stochastic location analysis
1993,
This paper presents a modeling oriented survey of stochastic location problems. It...
Stochastic programming models for air quality management
Stochastic programming models for air quality management
1993,
Five stochastic programming models are developed for identifying cost-effective acid...
Stochastic network programming for financial planning problems
Stochastic network programming for financial planning problems
1992,
Several financial planning problems are posed as dynamic generalized network models...
A new approach to uncertain parameter linear programming
A new approach to uncertain parameter linear programming
1991,
A novel method for solving uncertain linear programming is put forward in this paper....
A design strategy for allocation of facilities in an assembly line system for throughput maximization and bottleneck control
A design strategy for allocation of facilities in an assembly line system for throughput maximization and bottleneck control
1992,
An optimal design strategy is developed to control the bottleneck problem, and for...
An iterative method of solving two-stage discrete stochastic programming problems with additively separable variables
An iterative method of solving two-stage discrete stochastic programming problems with additively separable variables
1991,
An iterative method is proposed for solving two-stage stochastic programming problems...
A cutting plane approach for chance constrained linear programs
A cutting plane approach for chance constrained linear programs
1991,
One approach for solving linear programs with random coefficients is chance...
On the properties of the feasible parametric set and its possible applications
On the properties of the feasible parametric set and its possible applications
1989,
Consider the problem of Parametric Optimization with integer variables...
A diagonal quadratic approximation method for large scale linear programs
A diagonal quadratic approximation method for large scale linear programs
1992,
An augmented Lagrangian method is proposed for handling the common rows in large scale...
Ordering policies in an environment of stochastic yields and substitutable demands
Ordering policies in an environment of stochastic yields and substitutable demands
1992,
In this paper, the authors model production problems where yields are stochastic,...
On stability in multiobjective programming-A stochastic approach
On stability in multiobjective programming-A stochastic approach
1992,
The paper assumes that a deterministic multiobjective programming problem is...
An interactive method for multiobjective linear programming problems with interval coefficients
An interactive method for multiobjective linear programming problems with interval coefficients
1992,
In the context of multiobjective linear programming (MOLP) problems where there is...
On the solution of a stochastic bottleneck assignment problem and its variations
On the solution of a stochastic bottleneck assignment problem and its variations
1992,
In this article, the authors study the stochastic version of the so-called bottleneck...
The maximum principle for optimal strategies in differential games
The maximum principle for optimal strategies in differential games
1990,
In this note the conditions which characterize optimal strategies in differential...
A conceptual study of the max-* composition on the total spaces correspondence and its applications in determining fuzzy relations
A conceptual study of the max-* composition on the total spaces correspondence and its applications in determining fuzzy relations
1991,
Recently, many rules have been proposed to translate fuzzy conditional proposition...
A multiobjective stochastic shortest-route problem
A multiobjective stochastic shortest-route problem
1988,
This paper develops an algorithm for a ‘shortest route’ network problem in...
Probabilistic models for linear programming
Probabilistic models for linear programming
1991,
The paper proposes and investigates new probabilistic models for linear programming....
Integrating multiple long-range transport models into optimization methodologies for acid rain policy analysis
Integrating multiple long-range transport models into optimization methodologies for acid rain policy analysis
1990,
This paper addresses certain complications inherent in developing efficient acid rain...
A Chance-Constrained Model for the operation of the Aswan High Dam
A Chance-Constrained Model for the operation of the Aswan High Dam
1991,
This paper analyzes the problem of the operation of the Aswan High Dam. A...
Optimal operation of reservoirs by stochastic programming
Optimal operation of reservoirs by stochastic programming
1991,
A model for optimal multi-period operation of a multi-reservoir system with uncertain...
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