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has been cited by the following article:

• TITLE: Multicut L-Shaped Algorithm for Stochastic Convex Programming with Fuzzy Probability Distribution

  AUTHORS: Miaomiao Han, Xinshun MA

  KEYWORDS: stochastic convex programming; fuzzy probability distribution; two-stage problem; multicut L-shaped algorithm

  JOURNAL NAME: Open Journal of Applied Sciences, Vol.2 No.4B, January 16, 2013

  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 fuzzy cutting and the minimax rule. Theorem of the convergence for the algorithm is proved. Finally, a numerical example about two-stage convex recourse problem shows the essential character and the efficiency.