Postoptimality for multistage stochastic linear programs

DOI10.1007/BF02031700zbMath0838.90089MaRDI QIDQ1896444

Jitka Dupačová

Publication date: 27 August 1995

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

zbMATH Keywords

scenariosworst case analysispostoptimality analysismultistage stochastic linear programscontamination technique

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items

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Uses Software

• MSLiP

Cites Work

• Unnamed Item
• Scenario optimization
• MSLiP: A computer code for the multistage stochastic linear programming problem
• Stochastic network optimization models for investment planning
• Multi-stage stochastic linear programs for portfolio optimization
• Stability in multistage stochastic programming
• Stability and sensitivity-analysis for stochastic programming
• Formulation of the Russell-Yasuda Kasai Financial Planning Model
• Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis