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This paper deals with stochastic programming problems where the probability distribution is not explicitly known. We suppose that the probability distribution is defined by crisp or fuzzy inequalities on the probability of the different states of nature. We formulate the problem and present a solution strategy that uses the a-cut technique in order to(More)
In this paper we address the Stochastic Airport Bus Routing Problem (SABRP) where the availability of customers in the meeting points is randomly generated. We solve the problem by utilizing the stochastic programming recourse approach. The objective of our model is to minimize the cost of regular bus tours and the recourse cost when special taxis tours(More)
In this paper, we propose a multi objective stochastic model with linear partial information on probability distribution (MSPLI) for portfolio selection problem. We apply an extended chance constrained compromise programming approach to obtain the deterministic equivalent of the MSPLImodel.
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