On properties of the probabilistic contrained linear programming problem and its dual

DOI10.1007/BF00941175zbMath0616.90048OpenAlexW64093778MaRDI QIDQ1821690

É. Komáromi

Publication date: 1987

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00941175

zbMATH Keywords

dualitychance constrained problemsregularity conditions of optimality

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (1)

Probabilistic constraints in primal and dual linear programs: Duality results

Cites Work

• A dual method for probabilistic constrained problems
• Marginal Values in Linear Programming

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