Linear programming with stochastic processes as parameters as applied to production planning

DOI10.1007/BF02204812zbMath0754.90040MaRDI QIDQ1178434

Raj Jagannathan

Publication date: 26 June 1992

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

renewal processesperiodic reviewmulti-stage stochastic programmingrandom process of Brownian motion

Mathematics Subject Classification ID

Convex programming (90C25) Applications of mathematical programming (90C90) Stochastic programming (90C15) Production models (90B30) Brownian motion (60J65) Inventory, storage, reservoirs (90B05)

Related Items (1)

Hierarchical production planning and scheduling with random demand and production failure

Cites Work

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• Chance-Constrained Programming
• Linear Programming under Uncertainty
• Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models
• Programming Under Uncertainty: The Equivalent Convex Program

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