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Chance constrained programming with some non-normal continuous random variables

Mohanty, D. K.; Pradhan, Avik; Biswal, M. P. - In: Opsearch : journal of the Operational Research Society … 57 (2020) 4, pp. 1281-1298

Persistent link: https://www.econbiz.de/10012302545

Exploiting Partial Correlations in Distributionally Robust Optimization

Padmanabhan, Divya; Natarajan, Karthik; Murthy, Karthyek - 2018

In this paper, we identify partial correlation information structures that allow for simpler reformulations in … programming reformulation which explicitly captures partially known correlation information between uncertain processing times of …

Persistent link: https://www.econbiz.de/10014110557

Introduction to quantitative methods in business : with applications using Microsoft® Office Excel®

Kolluri, Bharat R.; Panik, Michael J.; Singamsetti, Rao N. - 2017

Persistent link: https://www.econbiz.de/10011485835

On the minimum correlation between symmetrically distributed random variables

Hörnig, Steffen - In: Operations research letters 46 (2018) 4, pp. 469-471

Persistent link: https://www.econbiz.de/10011916313

Stochastic linear programming : models, theory, and computation

Kall, Peter; Mayer, János - 2011 - 2. ed.

Persistent link: https://www.econbiz.de/10008738248

Multi-objective optimization in uncertain random environments

Zhou, Jian; Yang, Fan; Wang, Ke - In: Fuzzy optimization and decision making : a journal of … 13 (2014) 4, pp. 397-413

Persistent link: https://www.econbiz.de/10010439002

Convexity of chance constraints with independent random variables

Henrion, René; Strugarek, Cyrille - In: Computational optimization and applications : an … 41 (2008) 2, pp. 263-276

Persistent link: https://www.econbiz.de/10003777599

Single commodity stochastic network design under probabilistic constraint with discrete random variables

Prékopa, András; Unuvar, Merve - In: Operations research 63 (2015) 6, pp. 1512-1527

Persistent link: https://www.econbiz.de/10011422614

Stochastic programs with binary distributions : structural properties of scenario trees and algorithms

Prochazka, Vit; Wallace, Stein W. - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 397-410

Persistent link: https://www.econbiz.de/10011922960

New Deterministic Solution to a chance constrained linear programming model with Weibull Random Coefficients

Ismail, Maha; El-Hefnawy, Ali; Saad, Abd El-Naser - In: Future Business Journal 4 (2018) 1, pp. 109-120

Linear Programming model is an important tool used to solve constrained optimization problems. In fact, the real life problems are usually occurring in the presence of uncertainty. For instance, in managerial problems of assigning employees to different tasks with the aim of minimizing the total...

Persistent link: https://www.econbiz.de/10011862381