- stochastic linear programming
- стохастическое линейное программирование
Англо-русский словарь по вычислительной технике и информационным технологиям - 4-е изд.. Сергей Орлов .
Англо-русский словарь по вычислительной технике и информационным технологиям - 4-е изд.. Сергей Орлов .
Linear programming — (LP, or linear optimization) is a mathematical method for determining a way to achieve the best outcome (such as maximum profit or lowest cost) in a given mathematical model for some list of requirements represented as linear relationships.… … Wikipedia
Stochastic programming — is a framework for modeling optimization problems that involve uncertainty. Whereas deterministic optimization problems are formulated with known parameters, real world problems almost invariably include some unknown parameters. When the… … Wikipedia
Linear partial information — (LPI) is a method of making decisions based on insufficient or fuzzy information. LPI was introduced in 1970 by Polish Swiss mathematician Edward Kofler (1911 2007) to simplify decision processes. Comparing to other methods the LPI fuzziness is… … Wikipedia
Dynamic programming — For the programming paradigm, see Dynamic programming language. In mathematics and computer science, dynamic programming is a method for solving complex problems by breaking them down into simpler subproblems. It is applicable to problems… … Wikipedia
Second-order cone programming — A second order cone program (SOCP) is a convex optimization problem of the form:minimize f^T x subject to:lVert A i x + b i Vert 2 leq c i^T x + d i,quad i = 1,dots,m:Fx = g where the problem parameters are f in mathbb{R}^n, A i in mathbb{R}^n i} … Wikipedia
Marginal conditional stochastic dominance — In finance, marginal conditional stochastic dominance is a condition under which a portfolio can be improved in the eyes of all risk averse investors by incrementally moving funds out of one asset (or one sub group of the portfolio s assets) and… … Wikipedia
Mathematical Programming Society — Known as the Mathematical Programming Society until 2010,[1] the Mathematical Optimization Society (MOS) is an international association of researchers active in optimization. The MOS encourages the research, development, and use of optimization… … Wikipedia
Mathematical Programming — Former name(s) Mathematical Programming Studies … Wikipedia
Mathematical optimization — For other uses, see Optimization (disambiguation). The maximum of a paraboloid (red dot) In mathematics, computational science, or management science, mathematical optimization (alternatively, optimization or mathematical programming) refers to… … Wikipedia
List of numerical analysis topics — This is a list of numerical analysis topics, by Wikipedia page. Contents 1 General 2 Error 3 Elementary and special functions 4 Numerical linear algebra … Wikipedia
Mathematical economics — Economics … Wikipedia