On the stability of solutions under error in stochastic linear programming
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Publication:2394089
DOI10.1007/BF02614170zbMath0126.36301OpenAlexW2032214946MaRDI QIDQ2394089
Jati K. Sengupta, Gerhard Tintner, C. B. Millham
Publication date: 1965
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/175241
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Cites Work
- Chance-Constrained Programming
- On Some Theorems of Stochastic Linear Programming with Applications
- A weak duality theorem for stochastic linear programming
- New Methods in Mathematical Programming—Methods of Solution of Linear Programs Under Uncertainty
- An application of sensitivity analysis to a linear programming problem
- Distributions of Solutions of a Set of Linear Equations (with an Application to Linear Programming)
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