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  • Search: subject:"Stochastic programming problem"
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AMS 1991 subject classifications: 90C15 2 Asymptotic distribution 2 Convergence rate 2 Long-range dependence 2 Multistage stochastic programming problem 2 Statistical estimates 2 Stochastic programming problem 2 BILEVEL PROBLEM 1 DETERMINISTIC EQUIVALENT 1 Decision under uncertainty 1 Entscheidung unter Unsicherheit 1 Fuzzy chance constrained programming problem 1 Fuzzy mean and Fuzzy variance 1 Fuzzy random variable 1 Fuzzy sets 1 Fuzzy-Set-Theorie 1 Mathematical programming 1 Mathematische Optimierung 1 Multi-criteria analysis 1 Multi-objective mixed fuzzy stochastic programming problem 1 Multikriterielle Entscheidungsanalyse 1 Nonlinear membership function 1 QUANTILE CRITERION 1 Random variable 1 Stochastic process 1 Stochastischer Prozess 1 TRANSPORT LOGISTICS 1 TWO-STAGE STOCHASTIC PROGRAMMING PROBLEM 1 Zufallsvariable 1 consistence 1 convergence rate 1 decomposed problems 1 empirical estimates 1 independent random sample 1 social policy 1 unemployment problem 1 ДВУХУРОВНЕВАЯ ЗАДАЧА 1 ДВУХЭТАПНАЯ ЗАДАЧА СТОХАСТИЧЕСКОГО ПРОГРАММИРОВАНИЯ 1 ДЕТЕРМИНИРОВАННЫЙ ЭКВИВАЛЕНТ 1 КВАНТИЛЬНЫЙ КРИТЕРИЙ 1
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Article 6
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Article in journal 1 Aufsatz in Zeitschrift 1
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Undetermined 5 English 1
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Wang, Lihong 2 Chovanec, Petr 1 Kaňková, Vlasta 1 Kumar, Ajeet 1 Mishra, Babita 1 ВАЛЕРЬЕВИЧ, ИВАНОВ СЕРГЕЙ 1 ВИКТОРОВИЧ, НАУМОВ АНДРЕЙ 1 ИВАНОВИЧ, КИБЗУН АНДРЕЙ 1
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Bulletin of the Czech Econometric Society 2 Computational Statistics 1 Mathematical Methods of Operations Research 1 Opsearch : journal of the Operational Research Society of India 1 Управление большими системами: сборник трудов 1
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RePEc 5 ECONIS (ZBW) 1
Showing 1 - 6 of 6
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Nonlinear fuzzy chance constrained approach for multi-objective mixed fuzzy-stochastic optimization problem
Kumar, Ajeet; Mishra, Babita - In: Opsearch : journal of the Operational Research Society … 61 (2024) 1, pp. 121-136
Persistent link: https://www.econbiz.de/10015127174
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ДВУХУРОВНЕВАЯ ЗАДАЧА ОПТИМИЗАЦИИ ДЕЯТЕЛЬНОСТИ ЖЕЛЕЗНОДОРОЖНОГО ТРАНСПОРТНОГО УЗЛА
ИВАНОВИЧ, КИБЗУН АНДРЕЙ; … - In: Управление большими … (2012) 3, pp. 140-160
Предлагается математическая модель для оптимизации деятельности железнодорожного транспортного узла. Для моделирования используется двухэтапная...
Persistent link: https://www.econbiz.de/10011227368
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Unemployment Policy Model via Multistage Stochastic Programming
Chovanec, Petr - In: Bulletin of the Czech Econometric Society 11 (2004)
In this paper, there is proposed a model of unemployment policy for institution that has to reduce unemployment's costs, but it cannot change the governmental policy. This institution has also to pay every month for subsidized workplaces otherwise it has to compensate the worker for releasing...
Persistent link: https://www.econbiz.de/10008540593
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Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples
Wang, Lihong - In: Computational Statistics 55 (2002) 1, pp. 37-54
In this paper we investigate the asymptotics of the statistical estimates of the optimal value and the optimal solution in stochastic programming problems, which has long range dependent samples. The asymptotic distribution and the convergence rate of these estimates are studied. Copyright...
Persistent link: https://www.econbiz.de/10010847531
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Asymptotics of statistical estimates in stochastic programming problems with long-range dependent samples
Wang, Lihong - In: Mathematical Methods of Operations Research 55 (2002) 1, pp. 37-54
In this paper we investigate the asymptotics of the statistical estimates of the optimal value and the optimal solution in stochastic programming problems, which has long range dependent samples. The asymptotic distribution and the convergence rate of these estimates are studied. Copyright...
Persistent link: https://www.econbiz.de/10010999577
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A Remark On Empirical Estimates In Multistage Stochastic Programming
Kaňková, Vlasta - In: Bulletin of the Czech Econometric Society 9 (2002)
A multistage stochastic programming problem can be introduced either as the problem considered with respect to some …
Persistent link: https://www.econbiz.de/10008528835
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