Suchergebnisse - modeling optimization portfolio analysis chance constrained programming

Cluster analysis for ethical portfolio optimization problem using fuzzy chance constrained programming.

Autoren: Messaoudi, Laila¹ (AUTHOR) lailamessaoudi@isggb.u-gabes.tn

Quelle: Environmental Economics & Policy Studies. Oct2025, Vol. 27 Issue 4, p705-726. 22p.

Schlagwörter: *ETHICAL investments, *ISLAMIC finance, *SHARPE ratio, *FUZZY decision making, *CLUSTER analysis (Statistics), *INVESTMENT policy, *MUTUAL funds

A Factorial Fractional Chance-Constrained Programming Model for Regional Electricity Systems Management under GHG Emission Mitigation -- A Case Study of Saskatchewan, Canada.

Autoren: Chen, L. A. Huang, G. H. Luo, B. et al.

Quelle: Journal of Environmental Informatics Letters; Dec2024, Vol. 12 Issue 2, p51-63, 13p

Schlagwörter: GREENHOUSE gases, FRACTIONAL programming, GREENHOUSE gas analysis, FACTOR analysis, GREENHOUSE gas mitigation

Joint chance-constrained survivable capacitated multi-commodity network design problem with demand uncertainty.

Autoren: Khodayifar, Salman Farjaie, Mohammadreza

Quelle: RAIRO: Operations Research (2804-7303); 2025, Vol. 59 Issue 5, p2993-3014, 22p

Schlagwörter: COPULA functions, APPROXIMATION algorithms, SYSTEMS design, UNCERTAINTY (Information theory), PIECEWISE linear approximation, STOCHASTIC programming, APPROXIMATION error

A new method to solve multi-objective linear fractional programming problem in fuzzy stochastic environment.

Autoren: Kumar, Ajeet Mishra, Babita

Quelle: Mathematical Modelling & Analysis; 2025, Vol. 30 Issue 3, p480-503, 24p

Schlagwörter: MULTI-objective optimization, STOCHASTIC programming, DECISION making, FRACTIONAL programming, VAGUENESS (Philosophy), INVENTORY control, FUZZY decision making, ESTIMATION theory

A chance-constrained programming method with credibility measure for solving the multi-skill multi-mode resource-constrained project scheduling problem.

Autoren: Ghasemi, Mohammad Chakrabortty, Ripon K. Shahabi-Shahmiri, Reza et al.

Quelle: International Journal of Construction Management; Jul2024, Vol. 24 Issue 10, p1090-1106, 17p

Schlagwörter: SCHEDULING, PRODUCTION scheduling, FUZZY numbers, CONSTRUCTION projects, GOAL programming, SENSITIVITY analysis, STOCHASTIC programming, RENEWABLE natural resources

Stochastic data envelopment analysis in the presence of undesirable outputs: An application to the power industry.

Autoren: Amirteimoori, Alireza Charles, Vincent Mehdizadeh, Saber

Quelle: OR Spectrum; Dec2025, Vol. 47 Issue 4, p1493-1536, 44p

Schlagwörter: DATA envelopment analysis, RETURNS to scale, ELECTRIC utilities, STOCHASTIC programming, APPLIED sciences, ECONOMIC efficiency

Multi-Objective Optimization Model for Renewable Energy Technologies under Uncertainty: A South African Case.

Autoren: Gumba, Robert Bean, Wilna L.

Quelle: IEOM African Conference Proceedings; 4/7/2025, p1006-1018, 13p

Schlagwörter: MULTI-objective optimization, RENEWABLE energy sources, SOLAR energy, CAPITAL costs, ENERGY storage, SOLAR technology

Network-level pavement maintenance and rehabilitation planning considering uncertainties using chance-constrained programming.

Autoren: Cao, Rui Meng, Siyuan Feng, Shengkai et al.

Quelle: International Journal of Pavement Engineering; Dec2024, Vol. 25 Issue 1, p1-12, 12p

Schlagwörter: PAVEMENT management, DISTRIBUTION (Probability theory), NETWORK performance, BUDGET, INTEGER programming

OPTIMIZATION OF MULTI-OBJECTIVE, MULTI-STAGE STOCHASTIC TRANSPORTATIONS PROBLEM USING GOAL PROGRAMMING APPROACH.

Autoren: BENIWAL, GAUTAM RIZWANULLAH, MOHAMMAD

Quelle: Global & Stochastic Analysis; Mar2024, Vol. 11 Issue 2, p74-88, 15p

Schlagwörter: GOAL programming, STOCHASTIC analysis, MATHEMATICAL variables, METHODOLOGY, MATHEMATICS

Development of a stochastic multi-objective optimization model for managing the water, food, and energy nexus in agriculture.

Autoren: Dogouri MA Janatrostami S Ashrafzadeh A et al.

Quelle: Scientific reports [Sci Rep] 2025 Dec 07. Date of Electronic Publication: 2025 Dec 07.

Publikationsart: Journal Article

Info zur Zeitschrift: Publisher: Nature Publishing Group Country of Publication: England NLM ID: 101563288 Publication Model: Print-Electronic Cited Medium: Internet ISSN: 2045-2322 (Electronic) Linking ISSN: 20452322 NLM ISO Abbreviation: Sci Rep Subsets: MEDLINE

An integrated chance-constrained stochastic model for efficient and sustainable supplier selection and order allocation.

Autoren: Moheb-Alizadeh, Hadi Handfield, Robert

Quelle: International Journal of Production Research; Nov2018, Vol. 56 Issue 21, p6890-6916, 27p, 7 Charts, 3 Graphs

Schlagwörter: STOCHASTIC models, SUSTAINABILITY, RESOURCE allocation, DATA envelopment analysis, MATHEMATICAL models, LINEAR programming, MIXED integer linear programming

Fuzzy chance-constrained data envelopment analysis: a structured literature review, current trends, and future directions.

Autoren: Peykani, Pejman Hosseinzadeh Lotfi, Farhad Sadjadi, Seyed Jafar et al.

Quelle: Fuzzy Optimization & Decision Making; Jun2022, Vol. 21 Issue 2, p197-261, 65p

Schlagwörter: DATA envelopment analysis, GROUP decision making, FUZZY sets, FUZZY measure theory, GOAL programming

Multi-Objective Probabilistically Constrained Programming with Variable Risk: New Models and Applications

Autoren: Lejeune, Miguel A. Shen, Siqian Higle, Julie L. et al.

Weitere Verfasser: Lejeune, Miguel A. Shen, Siqian Higle, Julie L. et al.

Schlagwörter: ddc:510, variable reliability, chance-constrained programming, multi-portfolio optimization, 510 Mathematik, Boolean programming, risk management

Dateibeschreibung: application/pdf

Zugangs-URL: https://edoc.hu-berlin.de/handle/18452/9091
http://edoc.hu-berlin.de/18452/9091
https://doi.org/10.18452/8439

A comparative study of fuzzy multi-objective investment project portfolio selection and optimization based on financial return and different risk measurements.

Autoren: Chiadamrong, Navee Suthamanondh, Pisacha

Quelle: Journal of Intelligent & Fuzzy Systems; 2024, Vol. 46 Issue 4, p10883-10906, 24p

Schlagwörter: PORTFOLIO management (Investments), FINANCIAL risk, COMPARATIVE method, VALUE at risk, ABSOLUTE value, METAHEURISTIC algorithms

Set Squeezing Procedure for Quadratically Perturbed Chance-Constrained Programming.

Autoren: He, Xin Wu, Yik-Chung

Quelle: IEEE Transactions on Signal Processing; 2021, Vol. 69, p682-694, 13p

Schlagwörter: ROBUST optimization, CONTINUOUS distributions, ARRAY processing, SIGNAL processing, PROBABILITY theory, WIRELESS communications

A Two-Stage Joint Clearing Model for Virtual Power Plant Participating in the Flexible Ramping Product Market Based on Chance-Constrained Programming.

Autoren: Xing, Haijun Shen, Jie Cheng, Mingyang et al.

Quelle: Journal of Electrical Engineering & Technology (19750102); Mar2025, Vol. 20 Issue 3, p1363-1382, 20p

A novel separate chance-constrained programming model to design a sustainable medical ventilator supply chain network during the Covid-19 pandemic.

Autoren: Abad, Amin Reza Kalantari Khalil Barzinpour, Farnaz Pasandideh, Seyed Hamid Reza

Quelle: Journal of Industrial & Management Optimization; Feb2023, Vol. 19 Issue 2, p1395-1425, 31p

Schlagwörter: SUSTAINABLE design, MEDICAL supplies, COVID-19 pandemic, SUPPLY chains, DISTRIBUTION (Probability theory), PRECISION farming, ELECTRIC power distribution

Fuzzy-Control-Based Chance-Constrained Programming for Humanitarian Relief Allocation Problem.

Autoren: Zhang, Jianghua Liu, Yang Su, Xiaojie et al.

Quelle: IEEE Transactions on Fuzzy Systems; Jun2022, Vol. 30 Issue 6, p2044-2054, 11p

Schlagwörter: HUMANITARIAN assistance, FUZZY numbers, ROBUST optimization, TEST validity, STOCHASTIC processes, RESOURCE allocation

Emergency medical service location problem based on physical bounds using chance-constrained programming approach.

Autoren: Yuan, Yuefei Song, Qiankun Zhou, Bo

Quelle: International Journal of Systems Science; Feb2023, Vol. 54 Issue 3, p704-716, 13p

Schlagwörter: EMERGENCY medical services, MIXED integer linear programming, AMBULANCES, ROBUST programming, CONSTRUCTION costs, MAINTENANCE costs

Multi-Time Scale Economic Dispatch of Integrated Electricity and Natural Gas Systems with Flexibility Constraints Based on Chance-Constrained Programming.

Autoren: Yang, Peng Cheng, Huilin Liu, Zhenyu et al.

Quelle: Processes; Jul2023, Vol. 11 Issue 7, p1987, 21p

Schlagwörter: NATURAL gas, WIND power, CLEAN energy, SYSTEM safety, ECONOMIC models, ELECTRICITY pricing