In this paper we present quantitative analysis of the stability set of the first kind of stochastic multiobjective programming problems with random coefficients in the multiobjective functions. Using Kuhn-Tucker conditions and some statistical theorems, the authors determine the set of all random parameters that make the solution of our concerned problem be stable. An illustrative example is given to clarify the development theory in this paper
SIGLEAvailable from TIB Hannover: RR 6329(2000,22) / FIZ - Fachinformationszzentrum Karlsruhe / TIB ...
We analyse stability aspects of linear multistage stochastic programs with polyhedral risk measures ...
Usually, it is very complicated to investigate and to solve optimization problems depending on a pro...
In this paper we present quantitative analysis of the stability set of the first kind of stochastic ...
Some developments in structure and stability of stochastic programs during the last decade together ...
AbstractA random optimization problem P0 minx∈Г0(ω) ƒ0(x,ω), ω∈Ω, is approximated by a sequence of r...
In the thesis we consider stability properties of stochastic optimization problems with respect to c...
The paper deals with a statistical approach to stability analysis in nonlinear stochastic programmin...
In practice we often have to solve optimization problems with several criteria. These problems are c...
summary:This paper deals with stability of stochastic optimization problems in a general setting. Ob...
Rather general multiobjective optimization problems depending on a probability measure correspond of...
summary:The paper deals with a special case of multistage stochastic programming problems. In partic...
We assume that a deterministic multiobjective programming problem is approximated by surrogate probl...
ABSTRACT: The aim of this study is to analyse the resolution of Stochastic Programming Problems in w...
Multiobjective optimization problems depending on a probability measure correspond to many economic...
SIGLEAvailable from TIB Hannover: RR 6329(2000,22) / FIZ - Fachinformationszzentrum Karlsruhe / TIB ...
We analyse stability aspects of linear multistage stochastic programs with polyhedral risk measures ...
Usually, it is very complicated to investigate and to solve optimization problems depending on a pro...
In this paper we present quantitative analysis of the stability set of the first kind of stochastic ...
Some developments in structure and stability of stochastic programs during the last decade together ...
AbstractA random optimization problem P0 minx∈Г0(ω) ƒ0(x,ω), ω∈Ω, is approximated by a sequence of r...
In the thesis we consider stability properties of stochastic optimization problems with respect to c...
The paper deals with a statistical approach to stability analysis in nonlinear stochastic programmin...
In practice we often have to solve optimization problems with several criteria. These problems are c...
summary:This paper deals with stability of stochastic optimization problems in a general setting. Ob...
Rather general multiobjective optimization problems depending on a probability measure correspond of...
summary:The paper deals with a special case of multistage stochastic programming problems. In partic...
We assume that a deterministic multiobjective programming problem is approximated by surrogate probl...
ABSTRACT: The aim of this study is to analyse the resolution of Stochastic Programming Problems in w...
Multiobjective optimization problems depending on a probability measure correspond to many economic...
SIGLEAvailable from TIB Hannover: RR 6329(2000,22) / FIZ - Fachinformationszzentrum Karlsruhe / TIB ...
We analyse stability aspects of linear multistage stochastic programs with polyhedral risk measures ...
Usually, it is very complicated to investigate and to solve optimization problems depending on a pro...