Multistage stochastic programming with fuzzy probability distribution

Fuzzy Sets and Systems

Volumn 160, Issue 22, 2009, Pages 3239-3249

  Ben Abdelaziz, Fouad ^a   Masri, Hatem ^b  

^a AMERICAN UNIVERSITY OF SHARJAH   (United Arab Emirates)

^b UNIVERSITY OF TUNIS   (Tunisia)

Author keywords

Cut technique; Fuzzy number; Nested decomposition method; Stochastic programming

Indexed keywords

CERTAINTY EQUIVALENT; DEFUZZIFICATIONS; FUZZY NUMBER; FUZZY NUMBERS; FUZZY PROBABILITY; INFORMATION SOURCES; INTERVAL PROBABILITY; LINEAR PARTIAL INFORMATION; MINIMAX APPROACH; MULTI-STAGE MODELS; MULTI-STAGE PROBLEM; MULTISTAGE STOCHASTIC PROGRAMMING; NESTED DECOMPOSITION; NESTED DECOMPOSITION METHOD; OPERATIONAL RESEARCH; OPTIMAL CONSTRAINT; SOLUTION STRATEGY; TWO-STAGE STOCHASTIC PROGRAMS;

FUZZY RULES; FUZZY SETS; OPERATIONS RESEARCH; STOCHASTIC MODELS; STOCHASTIC PROGRAMMING; SYSTEMS ANALYSIS;

PROBABILITY DISTRIBUTIONS;

EID: 69749125037     PISSN: 01650114     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.fss.2008.10.010     Document Type: Article

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