Geodesic
Stochastic geometric programming with an application
Kybernetika, Tome 46 (2010) no. 3, pp. 374-386.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

In applications of geometric programming, some coefficients and/or exponents may not be precisely known. Stochastic geometric programming can be used to deal with such situations. In this paper, we shall indicate which stochastic programming approaches and which structural and distributional assumptions do not destroy the favorable structure of geometric programs. The already recognized possibilities are extended for a tracking model and stochastic sensitivity analysis is presented in the context of metal cutting optimization. Illustrative numerical results are reported.
Classification : 90C15, 90C31, 90C90
Keywords: stochastic geometric programming; statistical sensitivity analysis; tracking model; metal cutting optimization 
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     author = {Dupa\v{c}ov\'a, Jitka},
     title = {Stochastic geometric programming with an application},
     journal = {Kybernetika},
     pages = {374--386},
     publisher = {mathdoc},
     volume = {46},
     number = {3},
     year = {2010},
     mrnumber = {2676074},
     zbl = {1201.90141},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2010__46_3_a2/}
}
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Dupačová, Jitka. Stochastic geometric programming with an application. Kybernetika, Tome 46 (2010) no. 3, pp. 374-386. http://geodesic.mathdoc.fr/item/KYB_2010__46_3_a2/