Multistage stochastic programming with fuzzy probability distribution.

Fouad Ben Abdelaziz Hatem Masri

Published in: Fuzzy Sets Syst. (2009)

Keyphrases

probability distribution
multistage stochastic
linear program
portfolio selection
multistage
capacity expansion
integer program
stochastic programming
cutting plane
random variables
bayesian networks
objective function
evolutionary algorithm
linear programming
decision making
conditional independence
mixed integer