메뉴 건너뛰기




Volumn 10, Issue C, 2003, Pages 267-351

Probabilistic Programming

Author keywords

[No Author keywords available]

Indexed keywords


EID: 77950465567     PISSN: 09270507     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S0927-0507(03)10005-9     Document Type: Review
Times cited : (248)

References (158)
  • 1
    • 0002012034 scopus 로고
    • Generalization of Wolfe reduced gradient method to the case of nonlinear constraints
    • R. Fletcher ed, Academic Press
    • Abadie, J., J. Carpentier (1969). Generalization of Wolfe reduced gradient method to the case of nonlinear constraints, in: R. Fletcher (ed.), Optimization, Academic Press.
    • (1969) Optimization
    • Abadie, J.1    Carpentier, J.2
  • 3
    • 0016510223 scopus 로고
    • A chance constrained multiple choice algorithm
    • Armstrong R.D., and Balintfy J.L. A chance constrained multiple choice algorithm. Oper. Res. 23 (1975) 494-510
    • (1975) Oper. Res. , vol.23 , pp. 494-510
    • Armstrong, R.D.1    Balintfy, J.L.2
  • 5
    • 0013944253 scopus 로고    scopus 로고
    • Nature of random variation in the nutrient composition of meals
    • Balintfy, J.L., A. Prékopa (1996). Nature of random variation in the nutrient composition of meals. Health Services Research 1, 148-169
    • (1996) Health Services Research , vol.1 , pp. 148-169
    • Balintfy, J.L.1    Prékopa, A.2
  • 6
    • 84963385898 scopus 로고
    • Unimodality and exponential families
    • Barndorff-Nielsen O. Unimodality and exponential families. Comm. Stat. 1 (1973) 189-216
    • (1973) Comm. Stat. , vol.1 , pp. 189-216
    • Barndorff-Nielsen, O.1
  • 8
    • 0036878896 scopus 로고    scopus 로고
    • The probabilistic set covering problem. RUTCOR Research Reports 88-99
    • Beraldi, P., A. Ruszczyński (1999). The probabilistic set covering problem. RUTCOR Research Reports 88-99. Op. Res. 50, 956-967
    • (1999) Op. Res , vol.50 , pp. 956-967
    • Beraldi, P.1    Ruszczyński, A.2
  • 9
    • 0036592120 scopus 로고    scopus 로고
    • A branch and bound method for stochastic integer problems under probabilistic constraints
    • 16, 2001. Optimization Method and Software 17, 359-382
    • Beraldi, P., A. Ruszczyński (2002). A branch and bound method for stochastic integer problems under probabilistic constraints. RUTCOR Research Reports 16, 2001. Optimization Method and Software 17, 359-382
    • (2002) RUTCOR Research Reports
    • Beraldi, P.1    Ruszczyński, A.2
  • 10
    • 25144475344 scopus 로고
    • Power generation planning with uncertain demand, in:
    • Ermeliev Y., and Wets R.J.-B. (Eds), Springer-Verlag, New York
    • Bisthoven O.J., Schuchewytsch d.P., and Smeers Y. Power generation planning with uncertain demand, in:. In: Ermeliev Y., and Wets R.J.-B. (Eds). Numerical Techniques for Stochastic Optimization (1988), Springer-Verlag, New York 465-480
    • (1988) Numerical Techniques for Stochastic Optimization , pp. 465-480
    • Bisthoven, O.J.1    Schuchewytsch, d.P.2    Smeers, Y.3
  • 11
    • 0021389714 scopus 로고
    • Long-range generation planning using generalized Benders' decomposition: implementation and experience
    • Bloom J.A., Caramanis M., and Charny L. Long-range generation planning using generalized Benders' decomposition: implementation and experience. Operations Research 32 (1984) 290-313
    • (1984) Operations Research , vol.32 , pp. 290-313
    • Bloom, J.A.1    Caramanis, M.2    Charny, L.3
  • 12
    • 0020543409 scopus 로고
    • Solving an electricity generating capacity expansion planning problem by generalized Benders' decomposition
    • Bloom J.A. Solving an electricity generating capacity expansion planning problem by generalized Benders' decomposition. Operations Research 31 (1988) 84-100
    • (1988) Operations Research , vol.31 , pp. 84-100
    • Bloom, J.A.1
  • 15
    • 77950472745 scopus 로고    scopus 로고
    • Boole, G. (1854). Laws of Thought. Americam reprint of 1854 edition. Dover, New York
    • Boole, G. (1854). Laws of Thought. Americam reprint of 1854 edition. Dover, New York
  • 17
    • 0000679230 scopus 로고
    • Closed form two-sided bounds for probabilities that exactly r and at least r out of n events occur
    • Boros E., and Prékopa A. Closed form two-sided bounds for probabilities that exactly r and at least r out of n events occur. Math. Opns. Res. 14 (1989) 317-342
    • (1989) Math. Opns. Res. , vol.14 , pp. 317-342
    • Boros, E.1    Prékopa, A.2
  • 18
    • 49549132663 scopus 로고
    • On extensions of the Brunn-Minkowski and Prékopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equations
    • Brascamp H.J., and Lieb E.H. On extensions of the Brunn-Minkowski and Prékopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equations. Journal of Functional Analysis 22 (1976) 366-389
    • (1976) Journal of Functional Analysis , vol.22 , pp. 366-389
    • Brascamp, H.J.1    Lieb, E.H.2
  • 19
    • 0035261820 scopus 로고    scopus 로고
    • probability bounds with cherry trees
    • Bukszár, J., A. Prékopa (2001). probability bounds with cherry trees. Math. of Oper. Res. 26, 174-192
    • (2001) Math. of Oper. Res , vol.26 , pp. 174-192
    • Bukszár, J.1    Prékopa, A.2
  • 21
    • 0035359629 scopus 로고    scopus 로고
    • Probability bounds with multitrees
    • Bukszár J. Probability bounds with multitrees. Adv. Appl. Prob. 33 (2001) 437-452
    • (2001) Adv. Appl. Prob. , vol.33 , pp. 437-452
    • Bukszár, J.1
  • 22
    • 53349130924 scopus 로고
    • On the convexity problem of probabilistic constrained stochastic programming problems (in Hungarian)
    • Burkauskas A. On the convexity problem of probabilistic constrained stochastic programming problems (in Hungarian). Alkalmazott Matematikai Lapok (Applied Mathematical Papers) 12 (1986) 77-90
    • (1986) Alkalmazott Matematikai Lapok (Applied Mathematical Papers) , vol.12 , pp. 77-90
    • Burkauskas, A.1
  • 23
    • 0000512134 scopus 로고
    • Cost horizons and certainty equivalents; an approach to stochastic programming of heating oil
    • Charnes A., Cooper W.W., and Symonds G.H. Cost horizons and certainty equivalents; an approach to stochastic programming of heating oil. Management Science 4 (1958) 235-263
    • (1958) Management Science , vol.4 , pp. 235-263
    • Charnes, A.1    Cooper, W.W.2    Symonds, G.H.3
  • 24
    • 0042636786 scopus 로고    scopus 로고
    • Cooper, W.W., Z. Huang, S.X. Li, O.B. Olesen (1998). Chance constrained programming formulations for stochastic characterizations of efficiency and dominance in DEA. J. of Productivity Anal. 9, 53-79
    • Cooper, W.W., Z. Huang, S.X. Li, O.B. Olesen (1998). Chance constrained programming formulations for stochastic characterizations of efficiency and dominance in DEA. J. of Productivity Anal. 9, 53-79
  • 26
  • 27
    • 84966257250 scopus 로고
    • A inequality for probabilities
    • Dawson D., and Sankoff A. A inequality for probabilities. Proc. Am. Math. Soc. 18 (1967) 504-507
    • (1967) Proc. Am. Math. Soc. , vol.18 , pp. 504-507
    • Dawson, D.1    Sankoff, A.2
  • 28
    • 0000861179 scopus 로고
    • Three digit Accurate Multiple Normal Probabilities
    • Deák, I. (1980). Three digit Accurate Multiple Normal Probabilities. Numerische Mathematik, 35, 369-380
    • (1980) Numerische Mathematik , vol.35 , pp. 369-380
    • Deák, I.1
  • 30
    • 0042597809 scopus 로고    scopus 로고
    • Linear regression estimators for multinormal distributions in optimization of stochastic programming problems
    • Deák I. Linear regression estimators for multinormal distributions in optimization of stochastic programming problems. EJOR III (1998) 555-568
    • (1998) EJOR , vol.III , pp. 555-568
    • Deák, I.1
  • 31
    • 77950491578 scopus 로고
    • Computer evaluation of a stochastic programming model. Thesis, L. Eötvös Univ. of Budapest in Hungarian
    • Deák, I. (1971). Computer evaluation of a stochastic programming model. Thesis, L. Eötvös Univ. of Budapest (in Hungarian)
    • (1971)
    • Deák, I.1
  • 32
    • 84949690877 scopus 로고
    • Computing probabilities of rectangles in case of multidimensional distribution
    • Deák I. Computing probabilities of rectangles in case of multidimensional distribution. Journal of Statistical Computation and Simulation 26 (1986) 101-114
    • (1986) Journal of Statistical Computation and Simulation , vol.26 , pp. 101-114
    • Deák, I.1
  • 33
    • 0003116965 scopus 로고
    • Multidimensional integration and stochastic programming, in:
    • Ermoliev Y., and Wets R.J.-B. (Eds), Springer-Verlag, Berlin
    • Deák I. Multidimensional integration and stochastic programming, in:. In: Ermoliev Y., and Wets R.J.-B. (Eds). Numerical Techniques for Stochastic Optimization, (1988), Springer-Verlag, Berlin 187-200
    • (1988) Numerical Techniques for Stochastic Optimization , pp. 187-200
    • Deák, I.1
  • 34
    • 77950498970 scopus 로고    scopus 로고
    • Solving stochastic programming problems by successive regression approximations
    • submitted
    • Deák, I. (2000a). Solving stochastic programming problems by successive regression approximations. Computational Optimization and Applications (submitted)
    • (2000) Computational Optimization and Applications
    • Deák, I.1
  • 35
    • 0034563563 scopus 로고    scopus 로고
    • Deák, I. (2000b). Subroutins for computing normal probabilities of sets - computer experinces. Annals of Oper. Res. 100, 103-122
    • Deák, I. (2000b). Subroutins for computing normal probabilities of sets - computer experinces. Annals of Oper. Res. 100, 103-122
  • 37
    • 77950507325 scopus 로고    scopus 로고
    • Probabilities of simple n-dimensional sets for the normal distribution
    • to appear
    • Deák, I. (2002). Probabilities of simple n-dimensional sets for the normal distribution. I.I.E. Transactions, to appear
    • (2002) I.I.E. Transactions
    • Deák, I.1
  • 38
    • 0001958747 scopus 로고    scopus 로고
    • Concavity and efficient points of discrete distributions in probabilistic programming
    • Dentcheva D., Prékopa A., and Ruszczyński A. Concavity and efficient points of discrete distributions in probabilistic programming. Mathematical Programming Series A. 89 (2000) 55-77
    • (2000) Mathematical Programming Series A. , vol.89 , pp. 55-77
    • Dentcheva, D.1    Prékopa, A.2    Ruszczyński, A.3
  • 40
    • 77950486971 scopus 로고
    • Methode de gradient stochastique pour l'optimization des investissement dans un Réseau Électrique, Electricité de France
    • (in French)
    • Dodu J.C., Goursat M., Hertz A., Quadrat J.P., and Viot M. Methode de gradient stochastique pour l'optimization des investissement dans un Réseau Électrique, Electricité de France. Bulletin Dir. Etudes et Rech. Seriec. Math. 2 (1981) 133-164 (in French)
    • (1981) Bulletin Dir. Etudes et Rech. Seriec. Math. , vol.2 , pp. 133-164
    • Dodu, J.C.1    Goursat, M.2    Hertz, A.3    Quadrat, J.P.4    Viot, M.5
  • 41
    • 0004449525 scopus 로고
    • Statistical security analysis in stochastic programming
    • Dupačová, J. (1991). Statistical security analysis in stochastic programming. Annals of Operations Research 30, 199-214
    • (1991) Annals of Operations Research , vol.30 , pp. 199-214
    • Dupačová, J.1
  • 42
    • 0026417972 scopus 로고
    • Stochastic programming in water management: A case study and a comparsion of solution techniques
    • Dupačová J., A. Gaivoronski, Z. Kos, T. Szántai (1991). Stochastic programming in water management: a case study and a comparsion of solution techniques. Journal of Operations Research 52, 28-44
    • (1991) Journal of Operations Research , vol.52 , pp. 28-44
    • Dupačová, J.1    Gaivoronski, A.2    Kos, Z.3    Szántai, T.4
  • 46
    • 77950487262 scopus 로고    scopus 로고
    • On performance prediction of cellular telephone networks
    • Gao, L., A. Prékopa (2001). On performance prediction of cellular telephone networks. RUTCOR Research Report
    • (2001) RUTCOR Research Report
    • Gao, L.1    Prékopa, A.2
  • 47
    • 0012236480 scopus 로고
    • Conditional probability and conditional expectation of a random vector, in:
    • Ermeliev Y., and Wets R.J.-B. (Eds), Springer Verlag, Berlin, Heidelberg, New York
    • Gassmann H.I. Conditional probability and conditional expectation of a random vector, in:. In: Ermeliev Y., and Wets R.J.-B. (Eds). Numerical Techniques for Stochastic Optimization, (1988), Springer Verlag, Berlin, Heidelberg, New York 237-254
    • (1988) Numerical Techniques for Stochastic Optimization , pp. 237-254
    • Gassmann, H.I.1
  • 48
    • 77950472744 scopus 로고    scopus 로고
    • On stages and constraint replication in stochastic programming
    • Manuscript
    • Gassmann, H.I., A. Prékopa (2001). On stages and constraint replication in stochastic programming. Manuscript
    • (2001)
    • Gassmann, H.I.1    Prékopa, A.2
  • 49
    • 0036926244 scopus 로고    scopus 로고
    • Gassmann, H.I., I. Deák, T. Szántai (2002). Computing multivariate normal probabilities. J. of Computational and Graphical Stat. 11, 920-949
    • Gassmann, H.I., I. Deák, T. Szántai (2002). Computing multivariate normal probabilities. J. of Computational and Graphical Stat. 11, 920-949
  • 50
    • 0001341675 scopus 로고
    • Numerical computation of the multivariate normal probabilities
    • Genz A. Numerical computation of the multivariate normal probabilities. Journal of Computational and Graphical Statistics 1 (1992) 141-150
    • (1992) Journal of Computational and Graphical Statistics , vol.1 , pp. 141-150
    • Genz, A.1
  • 52
    • 0031224379 scopus 로고    scopus 로고
    • Estimated stochastic programs with chance constraint
    • Gröwe N. Estimated stochastic programs with chance constraint. EJOR 101 (1997) 285-305
    • (1997) EJOR , vol.101 , pp. 285-305
    • Gröwe, N.1
  • 53
    • 0001139257 scopus 로고
    • Best possible inequalities for the probability of a logical functions of events
    • Hailperin, Th. (1965). Best possible inequalities for the probability of a logical functions of events, Am. Math. Monthly 72, 343-359
    • (1965) Am. Math. Monthly , vol.72 , pp. 343-359
    • Hailperin, T.1
  • 54
    • 77950466662 scopus 로고    scopus 로고
    • Optimal power control under probabilistic quality-of-service constraints
    • Manuscript
    • Heikkinen, T., A. Prékopa (2002). Optimal power control under probabilistic quality-of-service constraints. Manuscript
    • (2002)
    • Heikkinen, T.1    Prékopa, A.2
  • 56
    • 77950482220 scopus 로고    scopus 로고
    • Optimization of a continuous distillation process under random inflow rate. Computers and Math. with App
    • to appear
    • Henrion, R., A. Möller (2002). Optimization of a continuous distillation process under random inflow rate. Computers and Math. with App., to appear
    • (2002)
    • Henrion, R.1    Möller, A.2
  • 57
    • 0142135142 scopus 로고    scopus 로고
    • Optimal control of a continuous distillation process under probabilistic constraints, in:
    • Grötschel M., Krumke S., and Rambau J. (Eds), Springer, Berlin
    • Henrion R., Li P., Möller A., Wendt M., and Wozny G. Optimal control of a continuous distillation process under probabilistic constraints, in:. In: Grötschel M., Krumke S., and Rambau J. (Eds). Optimization of Large Scale Systems (2001), Springer, Berlin 499-517
    • (2001) Optimization of Large Scale Systems , pp. 499-517
    • Henrion, R.1    Li, P.2    Möller, A.3    Wendt, M.4    Wozny, G.5
  • 58
    • 0001943482 scopus 로고    scopus 로고
    • Metric regularity and quantitative stability in stochastic programs with probabilistic constraints
    • Henrion R., and Römisch W. Metric regularity and quantitative stability in stochastic programs with probabilistic constraints. Mathematical Programming 84 (1998) 55-88
    • (1998) Mathematical Programming , vol.84 , pp. 55-88
    • Henrion, R.1    Römisch, W.2
  • 59
    • 0043246088 scopus 로고    scopus 로고
    • Stability of solutions to chance constrained stochastic programs
    • Guddat J., et al. (Ed), Peter Lang, Frankfurt a. M
    • Henrion R., and Römisch W. Stability of solutions to chance constrained stochastic programs. In: Guddat J., et al. (Ed). Parametric Optimization and Related Topics V (2000), Peter Lang, Frankfurt a. M 95-114
    • (2000) Parametric Optimization and Related Topics V , pp. 95-114
    • Henrion, R.1    Römisch, W.2
  • 60
    • 23044519484 scopus 로고    scopus 로고
    • Qualitative stability of convex programs with probabilistic constraints
    • Henrion R. Qualitative stability of convex programs with probabilistic constraints. Lecture Notes in Economics and Math. Systems 481 (2000) 164-180
    • (2000) Lecture Notes in Economics and Math. Systems , vol.481 , pp. 164-180
    • Henrion, R.1
  • 61
    • 0000850549 scopus 로고
    • Bounds for the probability of a union
    • Hunter D. Bounds for the probability of a union. Journal of Applied Probability 13 (1976) 597-603
    • (1976) Journal of Applied Probability , vol.13 , pp. 597-603
    • Hunter, D.1
  • 62
    • 0003129841 scopus 로고
    • On approximations and stability in stochastic programming
    • Akademie-Verlag, Berlin, pp
    • Kall, P. (1987). On approximations and stability in stochastic programming, in: Parametric Optimization and Related Topics, Akademie-Verlag, Berlin, pp. 387-407
    • (1987) Parametric Optimization and Related Topics , pp. 387-407
    • Kall, P.1
  • 63
    • 0012234873 scopus 로고    scopus 로고
    • SLP-IOR: an interactive model management system for stochastic linear programs
    • Kall P., and Mayer J. SLP-IOR: an interactive model management system for stochastic linear programs. Mathematical Programming 75 (1996) 221-240
    • (1996) Mathematical Programming , vol.75 , pp. 221-240
    • Kall, P.1    Mayer, J.2
  • 64
    • 0000941310 scopus 로고
    • A stochastic progamming model
    • Kataoka S. A stochastic progamming model. Econometrica 31 (1963) 181-196
    • (1963) Econometrica , vol.31 , pp. 181-196
    • Kataoka, S.1
  • 65
    • 0021478788 scopus 로고
    • On the safety stock problem for random delivery processes
    • Kelle P. On the safety stock problem for random delivery processes. European Journal of Operational Research 17 (1984) 191-200
    • (1984) European Journal of Operational Research , vol.17 , pp. 191-200
    • Kelle, P.1
  • 66
    • 0021409816 scopus 로고
    • Safety stock planning in a multi-stage production-inventory system
    • Kelle P. Safety stock planning in a multi-stage production-inventory system. Engineering Costs and Production Economics 9 (1985) 231-237
    • (1985) Engineering Costs and Production Economics , vol.9 , pp. 231-237
    • Kelle, P.1
  • 69
    • 0346867081 scopus 로고
    • Guaranteeing approach to solving quantile optimization problems
    • Kibzun A.I., and Kurbakovszkij V.Y. Guaranteeing approach to solving quantile optimization problems. Annals of Operations Research 30 (1991) 81-99
    • (1991) Annals of Operations Research , vol.30 , pp. 81-99
    • Kibzun, A.I.1    Kurbakovszkij, V.Y.2
  • 71
    • 84872991691 scopus 로고
    • Duality in probabilistic constrained programming, in: A. Prékopa et al. (eds.), System Modelling and Optimization
    • Komáromi É. Duality in probabilistic constrained programming, in: A. Prékopa et al. (eds.), System Modelling and Optimization. Proceedings of the 12th IFIP Conference 1986 (1986) 423-429
    • (1986) Proceedings of the 12th IFIP Conference , vol.1986 , pp. 423-429
    • Komáromi, É.1
  • 72
    • 0022697152 scopus 로고
    • A dual method of probabilistic constrained problem
    • Komáromi É. A dual method of probabilistic constrained problem. Mathematical Programming Study 28 (1986) 94-112
    • (1986) Mathematical Programming Study , vol.28 , pp. 94-112
    • Komáromi, É.1
  • 73
    • 0023530716 scopus 로고
    • On properties of the probabilistic constrained linear programming problem and its dual
    • Komáromi É. On properties of the probabilistic constrained linear programming problem and its dual. Journal of Optimization Theory and Applications 55 (1987) 337-390
    • (1987) Journal of Optimization Theory and Applications , vol.55 , pp. 337-390
    • Komáromi, É.1
  • 74
    • 70350674995 scopus 로고
    • On the shortest spanning subtree of a graph and the traveling salesman problem
    • Kruskal J.B. On the shortest spanning subtree of a graph and the traveling salesman problem. Proceedings of the American Mathematical Society 7 (1956) 48-50
    • (1956) Proceedings of the American Mathematical Society , vol.7 , pp. 48-50
    • Kruskal, J.B.1
  • 75
    • 84950653711 scopus 로고
    • Most stringent bounds on aggregated probabilities of partially specified dependent probability systems
    • Kwerel S.M. Most stringent bounds on aggregated probabilities of partially specified dependent probability systems. J. Am. Statist. Assoc. (1975) 472-479
    • (1975) J. Am. Statist. Assoc. , pp. 472-479
    • Kwerel, S.M.1
  • 76
    • 0016520462 scopus 로고
    • Bounds on the probability of a union and intersection of m events
    • Kwerel S.M. Bounds on the probability of a union and intersection of m events. Adv. Appl. Prob. 7 (1975) 431-448
    • (1975) Adv. Appl. Prob. , vol.7 , pp. 431-448
    • Kwerel, S.M.1
  • 77
    • 65749098930 scopus 로고
    • The evolution of the diet model in managing food systems
    • Lancaster, L.M. (1992). The evolution of the diet model in managing food systems. Interfaces 22, 59-68
    • (1992) Interfaces , vol.22 , pp. 59-68
    • Lancaster, L.M.1
  • 78
    • 77950479589 scopus 로고
    • Duality in programming under probabilistic constrained problems
    • Luc D.T. Duality in programming under probabilistic constrained problems. Problems of Control and Information Theory 12 (1983) 429-437
    • (1983) Problems of Control and Information Theory , vol.12 , pp. 429-437
    • Luc, D.T.1
  • 79
  • 82
    • 26444501935 scopus 로고
    • Descent Directions and Efficient Solutions in Descretely Distributed Stochastic Programs
    • Springer Verlag, Berlin, New York
    • Marti, K. (1988). Descent Directions and Efficient Solutions in Descretely Distributed Stochastic Programs, in: Lecture Notes in Economics and Mathematical Systems 299, Springer Verlag, Berlin, New York
    • (1988) Lecture Notes in Economics and Mathematical Systems , vol.299
    • Marti, K.1
  • 83
    • 77950471036 scopus 로고    scopus 로고
    • Mayer, J. (1980). A nonlinear programming method for the solution of a stochastic programming model of A. Prékopa, in: A. Prékopa (ed.), Survey of Mathematical Programming, 2, North-Holland, pp. 129-139
    • Mayer, J. (1980). A nonlinear programming method for the solution of a stochastic programming model of A. Prékopa, in: A. Prékopa (ed.), Survey of Mathematical Programming, Vol. 2, North-Holland, pp. 129-139
  • 84
    • 77950479045 scopus 로고    scopus 로고
    • Mayer, J. (1988). Probabilistic constrained programming: a reduced gradient algorithm implemented on PC. IIASA Working Paper, WP-88-39
    • Mayer, J. (1988). Probabilistic constrained programming: a reduced gradient algorithm implemented on PC. IIASA Working Paper, WP-88-39
  • 88
    • 77950511529 scopus 로고    scopus 로고
    • Management of quality of service through chance constraint in multimedia networks
    • S.P. Uryasev ed, Kluwer Academic Publishers, pp
    • Medova, E.A., J.E. Scott (2000). Management of quality of service through chance constraint in multimedia networks, in: S.P. Uryasev (ed.), Probabilistic Constrained Optimization, Kluwer Academic Publishers, pp. 236-251
    • (2000) Probabilistic Constrained Optimization , pp. 236-251
    • Medova, E.A.1    Scott, J.E.2
  • 89
    • 38049077674 scopus 로고    scopus 로고
    • Solution of a product substitution problem using stochastic programming, in:
    • Uryasev S.P.(ed.) (Ed), Kluwer, Dordrecht
    • Murr M.R., and Prékopa A. Solution of a product substitution problem using stochastic programming, in:. In: Uryasev S.P.(ed.) (Ed). Probabilistic Constrained Optimization, (2000), Kluwer, Dordrecht
    • (2000) Probabilistic Constrained Optimization
    • Murr, M.R.1    Prékopa, A.2
  • 90
    • 0002267248 scopus 로고
    • A barrier-method for large-scale constrained optimization
    • Nash S.G., and Sofer A. A barrier-method for large-scale constrained optimization. ORSA Journal on Computing 5 (1993) 40-53
    • (1993) ORSA Journal on Computing , vol.5 , pp. 40-53
    • Nash, S.G.1    Sofer, A.2
  • 91
    • 4243741458 scopus 로고    scopus 로고
    • Working paper, Department of Operations Research and Engineering, George Mason University, Fairfax, Va
    • Nash, S.G., A. Sofer (1998). Why extrapolation helps barrier methods. Working paper, Department of Operations Research and Engineering, George Mason University, Fairfax, Va
    • (1998) Why extrapolation helps barrier methods
    • Nash, S.G.1    Sofer, A.2
  • 92
    • 0026255809 scopus 로고    scopus 로고
    • Norkin V.I., N.V. Roenko (1991). α-concave functions and measures and their applications Kibernet. Sistem. Anal. 189, 77-88. (in Russian). Translation in: Cybernet. Systems Anal. 27 (1991) 860-869
    • Norkin V.I., N.V. Roenko (1991). α-concave functions and measures and their applications Kibernet. Sistem. Anal. 189, 77-88. (in Russian). Translation in: Cybernet. Systems Anal. 27 (1991) 860-869
  • 93
    • 0037288552 scopus 로고    scopus 로고
    • Dual stochastic dominance and related mean risk models
    • Ogryczak W., and Ruszczyński A. Dual stochastic dominance and related mean risk models. SIAM Journal on Optimization 13 (2002) 60-78
    • (2002) SIAM Journal on Optimization , vol.13 , pp. 60-78
    • Ogryczak, W.1    Ruszczyński, A.2
  • 94
    • 0002041932 scopus 로고
    • Minimum Cost Cattle Feed under Probabilistic Problem Constraints
    • Panne, van de C., W. Popp (1963). Minimum Cost Cattle Feed under Probabilistic Problem Constraints. Management Science 9, 405-430
    • (1963) Management Science , vol.9 , pp. 405-430
    • Panne1    van de, C.2    Popp, W.3
  • 95
    • 77950489611 scopus 로고
    • On strong unimodality and m-ancillarity with applications to contingency tables
    • Pedersen J.G. On strong unimodality and m-ancillarity with applications to contingency tables. Scandinavian Journal of Statistics 2 (1975) 127-137
    • (1975) Scandinavian Journal of Statistics , vol.2 , pp. 127-137
    • Pedersen, J.G.1
  • 96
    • 0000136756 scopus 로고
    • Use of chance-constrained programming to account for stochastic variation in the A-matrix of large scale linear programs: a forestry application
    • Pickens J.B., Hof J.G., and Kent B.M. Use of chance-constrained programming to account for stochastic variation in the A-matrix of large scale linear programs: a forestry application. Annals of Operations Research 31 (1991) 511-526
    • (1991) Annals of Operations Research , vol.31 , pp. 511-526
    • Pickens, J.B.1    Hof, J.G.2    Kent, B.M.3
  • 97
    • 0012749324 scopus 로고
    • Stochastic modelling and optimization for envirenmental management
    • Pintér, J. (1991). Stochastic modelling and optimization for envirenmental management. Annals of Operations Research 31, 527-544
    • (1991) Annals of Operations Research , vol.31 , pp. 527-544
    • Pintér, J.1
  • 98
    • 0043263539 scopus 로고    scopus 로고
    • The use of discrete moment bounds in probabilistic constrained stochastic programming models
    • Prékopa A. The use of discrete moment bounds in probabilistic constrained stochastic programming models. Annals of Operations Research 85 (1999) 21-38
    • (1999) Annals of Operations Research , vol.85 , pp. 21-38
    • Prékopa, A.1
  • 101
    • 0035425729 scopus 로고    scopus 로고
    • On the concavity of multivariate probability distributions
    • Prékopa A. On the concavity of multivariate probability distributions. Operations Research Letters 29 (2001) 1-4
    • (2001) Operations Research Letters , vol.29 , pp. 1-4
    • Prékopa, A.1
  • 102
    • 0002873804 scopus 로고    scopus 로고
    • Programming under probabilistic constraint with discrete random variable
    • Giannessi et al, ed, Kluwer, Dordrecht, Boston, pp
    • Prékopa, A., B. Vízvári, T. Badics (1998). Programming under probabilistic constraint with discrete random variable, in: Giannessi et al. (ed.), New Trends in Mathematical Programming, Kluwer, Dordrecht, Boston, pp. 235-255
    • (1998) New Trends in Mathematical Programming , pp. 235-255
    • Prékopa, A.1    Vízvári, B.2    Badics, T.3
  • 103
    • 31144458033 scopus 로고
    • Reliability-type inventory models based on stochastic programming
    • Prékopa A., and Kelle P. Reliability-type inventory models based on stochastic programming. Math. Programming Study 9 (1978) 43-58
    • (1978) Math. Programming Study , vol.9 , pp. 43-58
    • Prékopa, A.1    Kelle, P.2
  • 105
    • 0017930246 scopus 로고
    • A new multivariate gamma distribution and its fitting to empirical streamflow data
    • Prékopa A., and Szántai T. A new multivariate gamma distribution and its fitting to empirical streamflow data. Water Resources Research 14 (1978) 19-24
    • (1978) Water Resources Research , vol.14 , pp. 19-24
    • Prékopa, A.1    Szántai, T.2
  • 106
    • 0017988404 scopus 로고
    • Flood control reservoir system design using stochastic programming
    • Prékopa A., and Szántai T. Flood control reservoir system design using stochastic programming. Math. Programming Study 9 (1978) 138-151
    • (1978) Math. Programming Study , vol.9 , pp. 138-151
    • Prékopa, A.1    Szántai, T.2
  • 107
    • 0018467126 scopus 로고
    • On optimal regulation of a storage level with application to the water level regulation of a lake. European Journal of Operations Research 3, 175-189, also in: Survey of Math Prog Publ
    • A. S. Budapest
    • Prékopa, A., T. Szántai (1979). On optimal regulation of a storage level with application to the water level regulation of a lake. European Journal of Operations Research 3, 175-189, also in: Survey of Math Prog Publ. House of the H. A. S. Budapest, Vol. II, 183-210
    • (1979) House of the H , vol.2 , pp. 183-210
    • Prékopa, A.1    Szántai, T.2
  • 108
    • 77950499955 scopus 로고    scopus 로고
    • Prékopa A., B. Vízvári, G. Regös, L. Gao (2001). Bounding the probability of the union of events by the use of aggregation and disaggregation of linear programs. RUTCOR Research Report 99-97. Submitted to Discrete Applied Math
    • Prékopa A., B. Vízvári, G. Regös, L. Gao (2001). Bounding the probability of the union of events by the use of aggregation and disaggregation of linear programs. RUTCOR Research Report 99-97. Submitted to Discrete Applied Math
  • 109
    • 0018004515 scopus 로고
    • Serially linked reservoir system design using stochastic programming
    • Prékopa A., Rapcsák T., and Zsuffa I. Serially linked reservoir system design using stochastic programming. Water Resources Research 14 (1978) 672-678
    • (1978) Water Resources Research , vol.14 , pp. 672-678
    • Prékopa, A.1    Rapcsák, T.2    Zsuffa, I.3
  • 110
    • 0002752811 scopus 로고
    • The STABIL stochastic programming model and its experimental application to the electrical energy sector of the Hungarian economy
    • M.A.H. Dempster ed, Academic Press, London, pp
    • Prékopa, A., S. Ganczer, I. Deák, K. Patyi (1980). The STABIL stochastic programming model and its experimental application to the electrical energy sector of the Hungarian economy, in: M.A.H. Dempster (ed.), Stochastic Programming, Academic Press, London, pp. 369-385
    • (1980) Stochastic Programming , pp. 369-385
    • Prékopa, A.1    Ganczer, S.2    Deák, I.3    Patyi, K.4
  • 111
    • 31144472758 scopus 로고
    • Reliability equation for an inventory problem and its asymptotic solutions
    • Publ. House. of the Hungarian Acad. Sci, Budapest, pp
    • Prékopa, A. (1965). Reliability equation for an inventory problem and its asymptotic solutions. Colloquium on Appl. of Math. to Economics, Publ. House. of the Hungarian Acad. Sci., Budapest, pp. 317-327
    • (1965) Colloquium on Appl. of Math. to Economics , pp. 317-327
    • Prékopa, A.1
  • 113
    • 0002783594 scopus 로고
    • Logarithmic concave measures with applications to stochastic programming
    • Prékopa A. Logarithmic concave measures with applications to stochastic programming. Acta Scientiarium Mathematicarum (Szeged) 32 (1971) 301-316
    • (1971) Acta Scientiarium Mathematicarum (Szeged) , vol.32 , pp. 301-316
    • Prékopa, A.1
  • 114
    • 0000678433 scopus 로고
    • Contributions to the theory of stochastic programming
    • Prékopa A. Contributions to the theory of stochastic programming. Math. Progr. 4 (1973) 202-221
    • (1973) Math. Progr. , vol.4 , pp. 202-221
    • Prékopa, A.1
  • 115
    • 77950503328 scopus 로고    scopus 로고
    • Prékopa, A. (1973c). Stochastic programming models for inventory control and water storage. Coll. Math. Soc. J. Bolyai 7, North-Holland, Amsterdam, pp. 229-245
    • Prékopa, A. (1973c). Stochastic programming models for inventory control and water storage. Coll. Math. Soc. J. Bolyai 7, North-Holland, Amsterdam, pp. 229-245
  • 117
  • 120
    • 0023817936 scopus 로고
    • Boole-Bonferoni inequalities and linear programming
    • Prékopa A. Boole-Bonferoni inequalities and linear programming. Operations Research 36 (1988) 145-162
    • (1988) Operations Research , vol.36 , pp. 145-162
    • Prékopa, A.1
  • 122
    • 0001315699 scopus 로고
    • Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probality distribution
    • Prékopa A. Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probality distribution. ZOR Methods and Models of Operations Research 34 (1990) 441-461
    • (1990) ZOR Methods and Models of Operations Research , vol.34 , pp. 441-461
    • Prékopa, A.1
  • 123
    • 0025402711 scopus 로고
    • Sharp bound on probabilities using linear programming
    • Prékopa A. Sharp bound on probabilities using linear programming. Operations Research 38 (1990) 227-239
    • (1990) Operations Research , vol.38 , pp. 227-239
    • Prékopa, A.1
  • 124
    • 0003410675 scopus 로고
    • Kluwer Academic Publishers, Dordrecht, Boston
    • Prékopa A. Stochastic Programming (1995), Kluwer Academic Publishers, Dordrecht, Boston
    • (1995) Stochastic Programming
    • Prékopa, A.1
  • 125
    • 39449120053 scopus 로고    scopus 로고
    • Discrete higher order convex functions and their applications. Generalized convexity and monotonicity
    • Hadjisavva N., et al. (Ed), Springer, Berlin
    • Prékopa A. Discrete higher order convex functions and their applications. Generalized convexity and monotonicity. In: Hadjisavva N., et al. (Ed). Lecture Notes in Economics and Mathematical Systems (2001), Springer, Berlin 21-47
    • (2001) Lecture Notes in Economics and Mathematical Systems , pp. 21-47
    • Prékopa, A.1
  • 126
    • 77950485697 scopus 로고    scopus 로고
    • Raik, E. (1971). The quantile function in stochastic nonlinear programming (in Russian). Eesti NSV Teaduste Akademia Toimetised (News of the Estonian Academy of Sciences) Füüs. Mat. 20, 229-231
    • Raik, E. (1971). The quantile function in stochastic nonlinear programming (in Russian). Eesti NSV Teaduste Akademia Toimetised (News of the Estonian Academy of Sciences) Füüs. Mat. 20, 229-231
  • 127
    • 77950472184 scopus 로고    scopus 로고
    • Raik, E. (1972). On the stochastic programming problem with the probability and quantile functionals (in Russian). Eesti NSV Teaduste Akademia Toimetised (News of the Estonian Academy of Sciences) Füüs. Mat. 21, 142-148
    • Raik, E. (1972). On the stochastic programming problem with the probability and quantile functionals (in Russian). Eesti NSV Teaduste Akademia Toimetised (News of the Estonian Academy of Sciences) Füüs. Mat. 21, 142-148
  • 128
    • 77950511260 scopus 로고    scopus 로고
    • Raik, E. (1970). Inequalities in problems of stochastic programming (in Russian). Eesti NSV Teaduste Akademia Toimetised (News of the Estonian Academy of Sciences) Füüs. Mat. 19, 292-298
    • Raik, E. (1970). Inequalities in problems of stochastic programming (in Russian). Eesti NSV Teaduste Akademia Toimetised (News of the Estonian Academy of Sciences) Füüs. Mat. 19, 292-298
  • 129
    • 77950508015 scopus 로고    scopus 로고
    • Raik, E. (1971). Qualitative research into the stochastic nonlinear programming problems (in Russian). Eesti NSV Teaduste Akademia Toimetised (News of the Estonian Academy of Sciences) Füüs. Mat. 20, 8-14
    • Raik, E. (1971). Qualitative research into the stochastic nonlinear programming problems (in Russian). Eesti NSV Teaduste Akademia Toimetised (News of the Estonian Academy of Sciences) Füüs. Mat. 20, 8-14
  • 130
    • 77950494145 scopus 로고    scopus 로고
    • Rapcsák, T. (1974). On the Numerical Solution of a Reservoir Model. Ph.D. Thesis, University of Debrecen, Hungary (in Hungarian)
    • Rapcsák, T. (1974). On the Numerical Solution of a Reservoir Model. Ph.D. Thesis, University of Debrecen, Hungary (in Hungarian)
  • 131
    • 0001377577 scopus 로고
    • On convexity of measures
    • Rinott Y. On convexity of measures. Annals of Probability 4 (1976) 1020-1026
    • (1976) Annals of Probability , vol.4 , pp. 1020-1026
    • Rinott, Y.1
  • 132
    • 0002062038 scopus 로고    scopus 로고
    • Optimization of conditional value at risk
    • Rockafellar R.T., and Uryasev S. Optimization of conditional value at risk. The Journal of Risk 2 (2000) 21-41
    • (2000) The Journal of Risk , vol.2 , pp. 21-41
    • Rockafellar, R.T.1    Uryasev, S.2
  • 133
    • 0026368682 scopus 로고
    • Distribution sensitivity for certain classes of chance-constrained models with application to power dispatch
    • Römisch W., and Schultz R. Distribution sensitivity for certain classes of chance-constrained models with application to power dispatch. J. Optimization Theory Appl. 71 (1991) 569-588
    • (1991) J. Optimization Theory Appl. , vol.71 , pp. 569-588
    • Römisch, W.1    Schultz, R.2
  • 134
    • 0001567393 scopus 로고
    • Safety first and the holding of assets
    • Roy A.D. Safety first and the holding of assets. Econometrica 20 (1952) 431-449
    • (1952) Econometrica , vol.20 , pp. 431-449
    • Roy, A.D.1
  • 135
    • 0006699794 scopus 로고
    • Approximations for chance constrained programming problems
    • Salinetti G. Approximations for chance constrained programming problems. Stochastics 10 (1983) 157-169
    • (1983) Stochastics , vol.10 , pp. 157-169
    • Salinetti, G.1
  • 136
    • 0010183458 scopus 로고
    • Inequalities for the probability of the occurence of at least m out of n events
    • Sathe Y.S., Pradhan M., and Shah S.P. Inequalities for the probability of the occurence of at least m out of n events. J. Appl. Prob. 17 (1980) 1127-1132
    • (1980) J. Appl. Prob. , vol.17 , pp. 1127-1132
    • Sathe, Y.S.1    Pradhan, M.2    Shah, S.P.3
  • 137
    • 38249015247 scopus 로고
    • Relaxations for the probabilistically constrained programs with discrete random variables
    • Sen S. Relaxations for the probabilistically constrained programs with discrete random variables. Operations Research Letters 11 (1992) 81-86
    • (1992) Operations Research Letters , vol.11 , pp. 81-86
    • Sen, S.1
  • 138
    • 77950501991 scopus 로고
    • Applications of operations research techniques in insurance
    • Goovaerts et al, eds
    • Shapiro, A.F. (1986). Applications of operations research techniques in insurance, in: Goovaerts et al. (eds.), Insurance and Risk Theory, pp. 129-143
    • (1986) Insurance and Risk Theory , pp. 129-143
    • Shapiro, A.F.1
  • 140
    • 84944485006 scopus 로고
    • On the one-sided barrier problem for Gaussian noise
    • Slepian, D. (1962). On the one-sided barrier problem for Gaussian noise. Bell System Technical Journal 41, 463-501
    • (1962) Bell System Technical Journal , vol.41 , pp. 463-501
    • Slepian, D.1
  • 142
    • 77950470071 scopus 로고    scopus 로고
    • Szántai, T. (1985). On the numerical computation on probabilities in connection with multivariate probability distributions. Thesis, Hung. Acad. Sci. (in Hungarian)
    • Szántai, T. (1985). On the numerical computation on probabilities in connection with multivariate probability distributions. Thesis, Hung. Acad. Sci. (in Hungarian)
  • 143
    • 0001857581 scopus 로고
    • A computer code for solution of probabilistic-constrained stochastic programming problems
    • Ermoliev Y., and Wets R.J.-B. (Eds), Springer-Verlag, Berlin
    • Szántai T. A computer code for solution of probabilistic-constrained stochastic programming problems. In: Ermoliev Y., and Wets R.J.-B. (Eds). Numerical Techniques for Stochastic Optimization (1988), Springer-Verlag, Berlin 229-235
    • (1988) Numerical Techniques for Stochastic Optimization , pp. 229-235
    • Szántai, T.1
  • 144
    • 0022694634 scopus 로고
    • Evaluation of a special multivariate gamma distribution
    • Szántai T. Evaluation of a special multivariate gamma distribution. Mathematical Programming Study 27 (1986) 1-16
    • (1986) Mathematical Programming Study , vol.27 , pp. 1-16
    • Szántai, T.1
  • 145
    • 0034563517 scopus 로고    scopus 로고
    • Szántai, T. (2000). Improved bounds and simulation procedures on the value of the multivariate normal probability distribution function. Annals of Oper. Res.100, 85-101
    • Szántai, T. (2000). Improved bounds and simulation procedures on the value of the multivariate normal probability distribution function. Annals of Oper. Res.100, 85-101
  • 146
    • 84904003271 scopus 로고    scopus 로고
    • Approximation of multivariate probability integrals
    • P.M. Pardalos, C.A. Floudas eds, Kluwer Academic Publishers
    • Szántai, T. (2001). Approximation of multivariate probability integrals, in: P.M. Pardalos, C.A. Floudas (eds.) Encyclopedia of Optimization, Kluwer Academic Publishers
    • (2001) Encyclopedia of Optimization
    • Szántai, T.1
  • 147
    • 0039218501 scopus 로고    scopus 로고
    • Takács, L. (1967). On the method of inclusion and exclusion. J. of the Amer. Math. Association 62, 102-113
    • Takács, L. (1967). On the method of inclusion and exclusion. J. of the Amer. Math. Association 62, 102-113
  • 148
    • 77950487547 scopus 로고    scopus 로고
    • Tamm, E. (1977). On g-concave functions and probability measures. Eesti NSV Teaduste Akademia Toimetised (News of the Estonian Academy of Sciences) Füüs. Mat. 26, 376-379
    • Tamm, E. (1977). On g-concave functions and probability measures. Eesti NSV Teaduste Akademia Toimetised (News of the Estonian Academy of Sciences) Füüs. Mat. 26, 376-379
  • 149
    • 58149363068 scopus 로고
    • An algebraic geometry algorithm for scheduling in the presence of setups and correlated demands
    • Tayur S.L., R.L. Thomas, N.R. Natraj (1995). An algebraic geometry algorithm for scheduling in the presence of setups and correlated demands. Mathematical Programming 69, 369-401
    • (1995) Mathematical Programming , vol.69 , pp. 369-401
    • Tayur, S.L.1    Thomas, R.L.2    Natraj, N.R.3
  • 151
    • 84963164566 scopus 로고
    • A differentiation formula for integrals over sets given by inclusion
    • Uryas'ev, S. (1989). A differentiation formula for integrals over sets given by inclusion. Numerical Functional Analysis and Optimization 10, 827-841
    • (1989) Numerical Functional Analysis and Optimization , vol.10 , pp. 827-841
    • Uryas'ev, S.1
  • 152
    • 35348889035 scopus 로고    scopus 로고
    • Derivatives of probability and integral functions
    • P.M. Pardalos, C. M. Floudas eds, Kluwer Academic Publishers
    • Uryasev, S. (2001). Derivatives of probability and integral functions, in: P.M. Pardalos, C. M. Floudas (eds.), Encyclopedia of Optimization, Kluwer Academic Publishers
    • (2001) Encyclopedia of Optimization
    • Uryasev, S.1
  • 153
    • 29044447101 scopus 로고    scopus 로고
    • Interior-point algorithms for nonconvex nonlinear programming: Orderings and higher-order methods
    • Vanderbei R.J., D.F. Shanno (2000). Interior-point algorithms for nonconvex nonlinear programming: orderings and higher-order methods, Math. Prog. 87, 303-316
    • (2000) Math. Prog , vol.87 , pp. 303-316
    • Vanderbei, R.J.1    Shanno, D.F.2
  • 154
    • 0008405967 scopus 로고
    • The supporting hyperplane method for unimodal programming
    • Veinott, A.F. (1967). The supporting hyperplane method for unimodal programming. Operations Research 15, 147-152
    • (1967) Operations Research , vol.15 , pp. 147-152
    • Veinott, A.F.1
  • 155
    • 0005006515 scopus 로고
    • D. Sc. Nat. Dissertation, Technische Hochschule Carl Schorlemmer, Leuna-Merseburg, Germany
    • Vízvári, B. (1987). Beiträge zum Frobenius Problem, D. Sc. Nat. Dissertation, Technische Hochschule Carl Schorlemmer, Leuna-Merseburg, Germany
    • (1987) Beiträge zum Frobenius Problem
    • Vízvári, B.1
  • 156
    • 0036592147 scopus 로고    scopus 로고
    • The integer programming background of a stochastic integer programming algorithm of Dentcheva-Prékopa-Ruszczyński
    • Vízvári, B. (2002). The integer programming background of a stochastic integer programming algorithm of Dentcheva-Prékopa-Ruszczyński, Optimization Methods and Software 17, 543-559
    • (2002) Optimization Methods and Software , vol.17 , pp. 543-559
    • Vízvári, B.1
  • 157
    • 0000368646 scopus 로고
    • An improved Bonferroni inequality and applications
    • Worsley, K.J. (1982). An improved Bonferroni inequality and applications. Biometrica 69, 297-302
    • (1982) Biometrica , vol.69 , pp. 297-302
    • Worsley, K.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.