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Stochastic programming with fuzzy linear partial information on probability distribution

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  • Ben Abdelaziz, F.
  • Masri, H.

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  • Ben Abdelaziz, F. & Masri, H., 2005. "Stochastic programming with fuzzy linear partial information on probability distribution," European Journal of Operational Research, Elsevier, vol. 162(3), pages 619-629, May.
    • Handle: RePEc:eee:ejores:v:162:y:2005:i:3:p:619-629
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    References listed on IDEAS

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    1. Chateauneuf, Alain & Jaffray, Jean-Yves, 1989. "Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion," Mathematical Social Sciences, Elsevier, vol. 17(3), pages 263-283, June.
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    Cited by:

    1. D. Pla-Santamaria & M. Bravo, 2013. "Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips," Annals of Operations Research, Springer, vol. 205(1), pages 189-201, May.
    2. Ben Abdelaziz, Fouad & Masri, Hatem, 2010. "A compromise solution for the multiobjective stochastic linear programming under partial uncertainty," European Journal of Operational Research, Elsevier, vol. 202(1), pages 55-59, April.
    3. D. La Torre & F. Mendivil, 2022. "Stochastic efficiency and inefficiency in portfolio optimization with incomplete information: a set-valued probability approach," Annals of Operations Research, Springer, vol. 311(2), pages 1085-1098, April.
    4. Ballestero, Enrique & Bravo, Mila & Pérez-Gladish, Blanca & Arenas-Parra, Mar & Plà-Santamaria, David, 2012. "Socially Responsible Investment: A multicriteria approach to portfolio selection combining ethical and financial objectives," European Journal of Operational Research, Elsevier, vol. 216(2), pages 487-494.
    5. Bravo, Mila & Gonzalez, Ignacio, 2009. "Applying stochastic goal programming: A case study on water use planning," European Journal of Operational Research, Elsevier, vol. 196(3), pages 1123-1129, August.
    6. D. La Torre & F. Mendivil, 2018. "Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach," Annals of Operations Research, Springer, vol. 267(1), pages 267-279, August.
    7. C. Li & L. Zhang, 2015. "An Inexact Two-Stage Allocation Model for Water Resources Management Under Uncertainty," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(6), pages 1823-1841, April.

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