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Stochastic Optimal Control and Linear Programming Approach

✍ Scribed by R. Buckdahn; D. Goreac; M. Quincampoix


Publisher
Springer
Year
2010
Tongue
English
Weight
502 KB
Volume
63
Category
Article
ISSN
0095-4616

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✍ Suwarna Hulsurkar; M.P. Biswal; S.B. Sinha πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 475 KB

This paper presents an application of fuzzy programming approach to the multi-objective stochastic linear programming problem. After converting the proposed stochastic programming problem into a deterministic problem (which may be linear or non-linear), fuzzy programming approach is applied to find