Sensitivity method for basis inverse representation in multistage stochastic linear programming problems

J. Gondzio; A. Ruszczyński

doi:10.1007/bf00940892

Sensitivity method for basis inverse representation in multistage stochastic linear programming problems

Journal of Optimization Theory and Applications ◽

10.1007/bf00940892 ◽

1992 ◽

Vol 74 (2) ◽

pp. 221-242 ◽

Cited By ~ 4

Author(s):

J. Gondzio ◽

A. Ruszczyński

Keyword(s):

Linear Programming ◽

Stochastic Linear Programming ◽

Linear Programming Problems ◽

Sensitivity Method ◽

Inverse Representation

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A Sensitivity Method for Solving Multistage Stochastic Linear Programming Problems

Lecture Notes in Economics and Mathematical Systems - Aspiration Based Decision Support Systems ◽

10.1007/978-3-662-21637-8_4 ◽

1989 ◽

pp. 68-79 ◽

Cited By ~ 3

Author(s):

Jacek Gondzio ◽

Andrzej Ruszczynski

Keyword(s):

Linear Programming ◽

Stochastic Linear Programming ◽

Linear Programming Problems ◽

Sensitivity Method

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An interactive fuzzy satisficing method based on variance minimization under expectation constraints for multiobjective stochastic linear programming problems

Soft Computing ◽

10.1007/s00500-010-0540-z ◽

2010 ◽

Vol 15 (1) ◽

pp. 131-138 ◽

Cited By ~ 5

Author(s):

Kosuke Kato ◽

Masatoshi Sakawa

Keyword(s):

Linear Programming ◽

Stochastic Linear Programming ◽

Variance Minimization ◽

Linear Programming Problems

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Fractile criterion iterative-interactive optimisation process for multi-objective stochastic linear programming problems in fuzzy environment

International Journal of Mathematics in Operational Research ◽

10.1504/ijmor.2021.113588 ◽

2021 ◽

Vol 18 (3) ◽

pp. 289

Author(s):

Arindam Garai

Keyword(s):

Linear Programming ◽

Stochastic Linear Programming ◽

Multi Objective ◽

Fuzzy Environment ◽

Linear Programming Problems

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An Interactive Fuzzy Satisficing Method for Multiobjective Stochastic Linear Programming Problems Considering Both Probability Maximization and Fractile Optimization

Intelligent Decision Technologies - Smart Innovation, Systems and Technologies ◽

10.1007/978-3-642-29977-3_12 ◽

2012 ◽

pp. 119-128 ◽

Cited By ~ 1

Author(s):

Hitoshi Yano

Keyword(s):

Linear Programming ◽

Stochastic Linear Programming ◽

Linear Programming Problems

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On stochastic linear programming problems with the quantile criterion

Automation and Remote Control ◽

10.1134/s0005117911020123 ◽

2011 ◽

Vol 72 (2) ◽

pp. 353-369 ◽

Cited By ~ 7

Author(s):

A. V. Naumov ◽

S. V. Ivanov

Keyword(s):

Linear Programming ◽

Stochastic Linear Programming ◽

Quantile Criterion ◽

Linear Programming Problems

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Fuzzy approaches for multiobjective stochastic linear programming problems considering both probability maximization and fractile optimization

2011 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE 2011) ◽

10.1109/fuzzy.2011.6007459 ◽

2011 ◽

Cited By ~ 3

Author(s):

Hitoshi Yano

Keyword(s):

Linear Programming ◽

Stochastic Linear Programming ◽

Linear Programming Problems

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An interactive fuzzy satisficing method for multiobjective stochastic linear programming problems using chance constrained conditions

Journal of Multi-Criteria Decision Analysis ◽

10.1002/mcda.322 ◽

2002 ◽

Vol 11 (3) ◽

pp. 125-137 ◽

Cited By ~ 16

Author(s):

Masatoshi Sakawa ◽

Kosuke Kato

Keyword(s):

Linear Programming ◽

Stochastic Linear Programming ◽

Linear Programming Problems ◽

Constrained Conditions

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Interactive fuzzy programming based on a variance minimization model considering expectations for two-level stochastic linear programming problems

Journal of Japan Society for Fuzzy Theory and Intelligent Informatics ◽

10.3156/jsoft.16.561 ◽

2004 ◽

Vol 16 (6) ◽

pp. 561-570 ◽

Cited By ~ 4

Author(s):

Jingtao WANG ◽

Kosuke KATO ◽

Hideki KATAGIRI ◽

Masatoshi SAKAWA

Keyword(s):

Linear Programming ◽

Fuzzy Programming ◽

Stochastic Linear Programming ◽

Variance Minimization ◽

Linear Programming Problems ◽

Interactive Fuzzy Programming

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Bilevel stochastic linear programming problems with quantile criterion

Automation and Remote Control ◽

10.1134/s0005117914010081 ◽

2014 ◽

Vol 75 (1) ◽

pp. 107-118 ◽

Cited By ~ 7

Author(s):

S. V. Ivanov

Keyword(s):

Linear Programming ◽

Stochastic Linear Programming ◽

Quantile Criterion ◽

Linear Programming Problems

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Computational methods for solving two-stage stochastic linear programming problems

Zeitschrift für angewandte Mathematik und Physik ◽

10.1007/bf01601939 ◽

1979 ◽

Vol 30 (2) ◽

pp. 261-271 ◽

Cited By ~ 49

Author(s):

Peter Kall

Keyword(s):

Linear Programming ◽

Computational Methods ◽

Stochastic Linear Programming ◽

Two Stage ◽

Linear Programming Problems

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