Some comments on solving probabilistic constrained stochastic programming problems
Yükleniyor...
Dosyalar
Tarih
2008
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Selcuk University Research Center of Applied Mathematics
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
It is made some approaches for solving specialized probabilistic constrained stochastic programming problems (SPP). Since distribution of weighted sum can not be found exactly or formally or it has some difficulties in application, it is suggested that the usefulness of the normal approximation is called as first edgeworth series expansion for the probabilistic constrained SPP and related illustrative examples are given.
Açıklama
http://sjam.selcuk.edu.tr/sjam/article/view/205
Anahtar Kelimeler
İlk kez kenar genişlemesi serisi, First edgeworth series expansion, Rastgele değişkenlerin ağırlıklı toplamı, Weighted sum of random variates, Olasılıksal sınırlı stochastic programlama, Probabilistic constrained stochastic programming
Kaynak
Selcuk Journal of Applied Mathematics
WoS Q Değeri
Scopus Q Değeri
Cilt
9
Sayı
Künye
Yılmaz, M., Topçu, B. (2008). Some comments on solving probabilistic constrained stochastic programming problems. Selcuk Journal of Applied Mathematics, 9 (2), 29-44.
