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Journal of Siberian Federal University. Mathematics & Physics, 2013, Volume 6, Issue 4, Pages 506–515
(Mi jsfu334)
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This article is cited in 4 scientific papers (total in 4 papers)
Optimization problems with random data
Olga A. Popova Institute of Space and Information Technology, Siberian Federal University, Kirenskogo, 26, Krasnoyarsk, 660074, Russia
Abstract:
The article discusses a new approach to optimization problems with random input parameters, which is defined as a random programming. This approach uses a numerical probability analysis and allows us to construct the set of solutions of the optimization problem based on the joint probability density function.
Keywords:
numerical probabilistic analysis, random programming, mathematical programming.
Received: 10.05.2013 Received in revised form: 10.07.2013 Accepted: 20.09.2013
Citation:
Olga A. Popova, “Optimization problems with random data”, J. Sib. Fed. Univ. Math. Phys., 6:4 (2013), 506–515
Linking options:
https://www.mathnet.ru/eng/jsfu334 https://www.mathnet.ru/eng/jsfu/v6/i4/p506
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Abstract page: | 203 | Full-text PDF : | 96 | References: | 38 |
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