This paper presents three algorithms for solving linear programming problems in which some or all of the objective function coefficients are specified in terms of intervals. Which algorithm is ...

A mean-variance portfolio selection model suitable for the small investor is formulated as a sequence of quadratic integer programming problems. The special structure of these quadratic problems is ...

Probabilistic programming has emerged as a powerful paradigm that integrates uncertainty directly into computational models. By embedding probabilistic constructs into conventional programming ...