메뉴 건너뛰기




Volumn 82, Issue 6, 2005, Pages 685-698

Computation of some stochastic linear programming problems with Cauchy and extreme value distributions

Author keywords

Cauchy distribution; Computation; Extreme value distribution; Goal programming; Multi objective programming; Stochastic linear programming

Indexed keywords

COMPUTATIONAL METHODS; LINEAR PROGRAMMING; OPTIMIZATION; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS; PROBLEM SOLVING; RANDOM PROCESSES;

EID: 27944480435     PISSN: 00207160     EISSN: 10290265     Source Type: Journal    
DOI: 10.1080/00207160412331336080     Document Type: Article
Times cited : (17)

References (26)
  • 1
    • 0000813562 scopus 로고
    • Linear programming under uncertainty
    • Dantzig, G.B., 1955, Linear programming under uncertainty. Management Science, 1, 3-4.
    • (1955) Management Science , vol.1 , pp. 3-4
    • Dantzig, G.B.1
  • 2
    • 0002395681 scopus 로고
    • Chance constrained programming
    • Charnes, A. and Cooper, W.W., 1959, Chance constrained programming. Management Science, 6, 227-43.
    • (1959) Management Science , vol.6 , pp. 227-243
    • Charnes, A.1    Cooper, W.W.2
  • 3
    • 0002431201 scopus 로고
    • Deterministic equivalents for optimizing under chance constraints
    • Charnes, A. and Cooper, W.W., 1963, Deterministic equivalents for optimizing under chance constraints. Operations Research, 11, 18-39.
    • (1963) Operations Research , vol.11 , pp. 18-39
    • Charnes, A.1    Cooper, W.W.2
  • 6
    • 0348199835 scopus 로고    scopus 로고
    • Probabilistic linear programming problems with exponential random variables: A technical note
    • Biswal, M.P., Biswal, N.P., Li, D., 1998, Probabilistic linear programming problems with exponential random variables: a technical note. European Journal of Operational Research, 111, 589-97.
    • (1998) European Journal of Operational Research , vol.111 , pp. 589-597
    • Biswal, M.P.1    Biswal, N.P.2    Li, D.3
  • 8
    • 0020128224 scopus 로고
    • Stochastic programming: An interactive multicriteria approach
    • Leclercq, J.P., 1982, Stochastic programming: an interactive multicriteria approach. European Journal of Operational Research, 10, 33-41.
    • (1982) European Journal of Operational Research , vol.10 , pp. 33-41
    • Leclercq, J.P.1
  • 12
    • 0011799216 scopus 로고    scopus 로고
    • A fuzzifying approach to stochastic programming
    • Mohan, C. and Nguyen, H.T., 1997, A fuzzifying approach to stochastic programming. OPSEARCH, 34, 73-96.
    • (1997) OPSEARCH , vol.34 , pp. 73-96
    • Mohan, C.1    Nguyen, H.T.2
  • 13
    • 0037448808 scopus 로고    scopus 로고
    • An interactive fuzzy satisficing method for multi-objective stochastic linear programming problems through an expectation model
    • Sakawa, M., Kato, K. and Nishizaki, I., 2003, An interactive fuzzy satisficing method for multi-objective stochastic linear programming problems through an expectation model. European Journal of Operational Research, 145, 665-72.
    • (2003) European Journal of Operational Research , vol.145 , pp. 665-672
    • Sakawa, M.1    Kato, K.2    Nishizaki, I.3
  • 16
    • 0034965858 scopus 로고    scopus 로고
    • Goal programming model: A glorious history and a promising future
    • Aouni, B. and Kettani, O., 2001, Goal programming model: a glorious history and a promising future. European Journal of Operational Research, 133, 225-31.
    • (2001) European Journal of Operational Research , vol.133 , pp. 225-231
    • Aouni, B.1    Kettani, O.2
  • 17
    • 0242406696 scopus 로고    scopus 로고
    • A general structure of achievement function for a goal programming model
    • Romero, C., 2004, A general structure of achievement function for a goal programming model. European Journal of Operational Research, 153, 675-86.
    • (2004) European Journal of Operational Research , vol.153 , pp. 675-686
    • Romero, C.1
  • 18
    • 0035897986 scopus 로고    scopus 로고
    • Stochastic goal programming: A mean-variance approach
    • Ballestero, E., 2001, Stochastic goal programming: a mean-variance approach. European Journal of Operational Research, 131, 476-81.
    • (2001) European Journal of Operational Research , vol.131 , pp. 476-481
    • Ballestero, E.1
  • 20
    • 0346636333 scopus 로고
    • Decision making in a fuzzy environment
    • Bellman, R.E. and Zadeh, L.A., 1970, Decision making in a fuzzy environment. Management Science, 17, 141-64.
    • (1970) Management Science , vol.17 , pp. 141-164
    • Bellman, R.E.1    Zadeh, L.A.2
  • 21
    • 49349136235 scopus 로고
    • Fuzzy programming and linear programming with several objective functions
    • Zimmermann, H.J., 1978, Fuzzy programming and linear programming with several objective functions. Fuzzy Sets and Systems, 1, 45-55.
    • (1978) Fuzzy Sets and Systems , vol.1 , pp. 45-55
    • Zimmermann, H.J.1
  • 23
    • 0031185508 scopus 로고    scopus 로고
    • The relationship between goal programming and fuzzy programming
    • Mohamed, R.H., 1997, The relationship between goal programming and fuzzy programming. Fuzzy Sets and Systems, 89, 215-22.
    • (1997) Fuzzy Sets and Systems , vol.89 , pp. 215-222
    • Mohamed, R.H.1
  • 25
    • 0000924513 scopus 로고
    • A critical survey on the status of the multiple criteria decision making theoy and practice
    • Stewart, T.J., 1992, A critical survey on the status of the multiple criteria decision making theoy and practice. OMEGA International Journal of Management Science, 20, 569-86.
    • (1992) OMEGA International Journal of Management Science , vol.20 , pp. 569-586
    • Stewart, T.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.