Two-stage fuzzy stochastic programming with Value-at-Risk criteria

Applied Soft Computing Journal

Volumn 11, Issue 1, 2011, Pages 1044-1056

  Wang, Shuming ^a   Watada, Junzo ^a  

^a WASEDA UNIVERSITY   (Japan)

Author keywords

Fuzzy random variable; Fuzzy stochastic programming; Particle swarm optimization; Value of fuzzy random solution; Value of perfect information; Value at Risk

Indexed keywords

FUZZY RANDOM; FUZZY RANDOM VARIABLE; FUZZY STOCHASTIC PROGRAMMING; PARTICLE SWARM; VALUE AT RISK; VALUE OF PERFECT INFORMATION;

APPROXIMATION ALGORITHMS; CONVERGENCE OF NUMERICAL METHODS; DISCRETE EVENT SIMULATION; GENETIC ALGORITHMS; NEURAL NETWORKS; RANDOM VARIABLES; STOCHASTIC MODELS; STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS; VALUE ENGINEERING;

PARTICLE SWARM OPTIMIZATION (PSO);

EID: 77957917247     PISSN: 15684946     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asoc.2010.02.004     Document Type: Article

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