On a stochastic program with simple recourse
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Publication:1247920
DOI10.1016/0022-247X(77)90202-5zbMath0381.90082MaRDI QIDQ1247920
Publication date: 1977
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Convex programming (90C25) Stochastic programming (90C15) Methods of successive quadratic programming type (90C55)
Cites Work
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- Regularity Conditions for a Class of Convex Programs
- Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
- Programming under uncertainty: The complete problem
- On Stochastic Linear Programming
- The Convex Simplex Method
- Computational Algorithms for Convex Stochastic Programs with Simple Recourse
- Approximation Formulas for Stochastic Linear Programming
- Lagrangian Subgradients
- Some Practical Regularity Conditions for Nonlinear Programs
- Primal Decomposition of Mathematical Programs by Resource Allocation: I—Basic Theory and a Direction-Finding Procedure
- Stochastic Programs with Recourse: Random Recourse Costs Only
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