SOLVING NONLINEAR PROGRAMMING PROBLEMS WITH STOCHASTIC OBJECTIVE FUNCTIONS

被引：13

作者：

ZIEMBA, WT ^{[1
]}

机构：

[1] UNIV BRITISH COLUMBIA,VANCOUVER,BRITISH COLUMBI,CANADA

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1972年 / 7卷 / 03期

关键词：

D O I：

10.2307/2329804

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1809 / 1827

页数：19

共 50 条

[1] NONLINEAR-PROGRAMMING PROBLEMS WITH STOCHASTIC OBJECTIVE FUNCTIONS
MANGASARIAN, OL
MANAGEMENT SCIENCE, 1964, 10 (02) : 353 - 359
[2] Solving Multiobjective Programming Problems With Fuzzy Objective Functions
Luhandjula, M. K.
PROCEEDINGS OF THE 2013 JOINT IFSA WORLD CONGRESS AND NAFIPS ANNUAL MEETING (IFSA/NAFIPS), 2013, : 595 - 598
[3] A novel approach for solving stochastic problems with multiple objective functions
Kasri, Ramzi
Bellahcene, Fatima
RAIRO-OPERATIONS RESEARCH, 2021, 55 (04) : 2413 - 2422
[4] Solving Multi Objective Stochastic Programming Problems Using Differential Evolution
Thangaraj, Radha
Pant, Millie
Bouvry, Pascal
Abraham, Ajith
SWARM, EVOLUTIONARY, AND MEMETIC COMPUTING, 2010, 6466 : 54 - +
[5] Identification of redundant objective functions in multi-objective stochastic fractional programming problems
Charles, V.
Dutta, D.
ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH, 2006, 23 (02) : 155 - 170
[6] Generalized cutting plane method for solving nonlinear stochastic programming problems
Doagooei, Ali Reza
OPTIMIZATION, 2020, 69 (7-8) : 1751 - 1771
[7] Long-step path-following algorithm for solving symmetric programming problems with nonlinear objective functions
Leonid Faybusovich
Cunlu Zhou
Computational Optimization and Applications, 2019, 72 : 769 - 795
[8] Long-step path-following algorithm for solving symmetric programming problems with nonlinear objective functions
Faybusovich, Leonid
Zhou, Cunlu
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2019, 72 (03) : 769 - 795
[9] An algorithm for solving bicriterial linear programming problems with parametrical coefficients in the objective functions
Chanas, S
Kuchta, D
ANNALS OF OPERATIONS RESEARCH, 1998, 81 (0) : 63 - 71
[10] Stability of multiobjective nonlinear programming problems with random variables in the objective functions
Fuzzy Sets Syst, 2 (247-252):

← 1 2 3 4 5 →