Stochastic optimization problems under incomplete information on distribution functions
Control and cybernetics, Vol: 26, Issue: 1, Page: 93-110
1997
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Example: if you select the 1-year option for an article published in 2019 and a metric category shows 90%, that means that the article or review is performing better than 90% of the other articles/reviews published in that journal in 2019. If you select the 3-year option for the same article published in 2019 and the metric category shows 90%, that means that the article or review is performing better than 90% of the other articles/reviews published in that journal in 2019, 2018 and 2017.
Citation Benchmarking is provided by Scopus and SciVal and is different from the metrics context provided by PlumX Metrics.
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Article Description
In this study we discuss a class of stochastic optimization problems for the cases where parameter of optimization is a probability distribution. The knowledge about this distribution is reduced to fixed values of some of its moments, or quantiles. Examples from reliability maintenance, inventory, and queueing theory illustrate the specific nature of the problems that goes beyond the known frames of the general theory. The article is in the form of a survey of papers relevant to the stated scope, related mainly to some authors and less known results. Relationships with general theory, and discussion on prospective other considerations arc also given.
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