Stochastic programming with fuzzy linear partial information on probability distribution.

Fouad Ben Abdelaziz Hatem Masri

Published in: Eur. J. Oper. Res. (2005)

Keyphrases

partial information
stochastic programming
probability distribution
multistage
linear program
chance constrained
incomplete information
fuzzy sets
robust optimization
random variables
asset liability management
membership functions
fuzzy logic
bayesian networks
simulated annealing