Continuous time linear-fractional programming. The minimum-risk approach
I. M. Stancu-Minasian, Stefan Tigan (2000)
RAIRO - Operations Research - Recherche Opérationnelle
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Displaying similar documents to “A stochastic approach to some linear fractional goal programming problems”
Continuous time linear-fractional programming. The minimum-risk approach
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Methods for solving stochastic bilinear fractional max-min problems
Stephan Tigan, I. M. Stancu-Minasian (1996)
RAIRO - Operations Research - Recherche Opérationnelle
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Necessary and sufficient optimality conditions for two-stage stochastic programming problems
Vlasta Kaňková (1989)
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Stochastic geometric programming with an application
Jitka Dupačová (2010)
Kybernetika
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In applications of geometric programming, some coefficients and/or exponents may not be precisely known. Stochastic geometric programming can be used to deal with such situations. In this paper, we shall indicate which stochastic programming approaches and which structural and distributional assumptions do not destroy the favorable structure of geometric programs. The already recognized possibilities are extended for a tracking model and stochastic sensitivity analysis is presented in...
Stochastic goal programming wth recourse
Antonio Heras Martínez, Ana García Aguado (1998)
Revista de la Real Academia de Ciencias Exactas Físicas y Naturales
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In this article we discuss several alternative formulations for Stochastic Goal Programming. Only one of these models, which is a particular case of the Stochastic Programs with Recourse, is also compatible with Bayesian Decision Theory. Moreover, it is posible to approximate its solutions by means of an iterative algorithm.