Optimization is one of the most reliable mathematical tool for decisión making. Since the 50´s, it is well known that traditional deterministic optimaztion is not appropriate for capturing the ...
ABSTRACT: Two-stage problem of stochastic convex programming with fuzzy probability distribution is studied in this paper. Multicut L-shaped algorithm is proposed to solve the problem based on the ...
This study develops a unified framework for optimal portfolio selection in jump–uncertain stochastic markets, contributing both theoretical foundations and computational insights. We establish the ...