Stochastic linear optimization under partial uncertainty and incomplete information using the notion of probability multimeasure-Reference-Cited by-同舟云学术

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Stochastic linear optimization under partial uncertainty and incomplete information using the notion of probability multimeasure

Published:2018-01-12 Issue:10 Volume:69 Page:1549-1556
ISSN:0160-5682
Container-title:Journal of the Operational Research Society
language:en
Short-container-title:Journal of the Operational Research Society

Author:

La Torre Davide¹²,Mendivil Franklin³

Affiliation:

1. Department of Economics, Management and Quantitative Methods, University of Milan, Milan, Italy

2. Department of Mathematics, Nazarbayev University, Astana, Kazakhstan

3. Department of Mathematics and Statistics, Acadia University, Wolfville, NS, Canada

Publisher

Informa UK Limited

Subject

Marketing,Management Science and Operations Research,Strategy and Management,Management Information Systems

Link

http://link.springer.com/content/pdf/10.1057/s41274-017-0249-9.pdf

Reference31 articles.

1. Set-valued measures

2. On the Calculus of Closed Set-Valued Functions

3. A Strong Law of Large Numbers for Random Compact Sets

4. Stochastic programming with fuzzy linear partial information on probability distribution

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2. Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty;Annals of Operations Research;2021-11-10

3. Stochastic efficiency and inefficiency in portfolio optimization with incomplete information: a set-valued probability approach;Annals of Operations Research;2020-11-26

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