On stochastic linear programming. The Laplace transform to the distribution of the optimum and applications

DOI10.1016/0022-247X(66)90120-XzbMath0141.17204OpenAlexW2061619051MaRDI QIDQ2522487

Bernard Bereanu

Publication date: 1966

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(66)90120-x

zbMATH Keywords

operations research

Related Items (10)

Der gegenwärtige Stand der stochastischen Programmierung ⋮ Monte Carlo simulation for analysis of the optimum value distribution in stochastic mathematical programs ⋮ Sensitivity analysis methods for a crop-mix problem in linear programming ⋮ Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I) ⋮ On the application of deterministic and stochastic programming methods to problems of economics;Mathematische Programmierung und ihre Anwendung auf die Wirtschaft ⋮ Finding the shortest path in stochastic networks ⋮ A simulation approach for the analysis of the effect of randomness in cutting surface constraints in the machining economics problem ⋮ Stochastic programming and stochastic control ⋮ On the active approach of stochastic linear programming ⋮ Estimating the distribution function of a transformed random vector

Cites Work

• New Methods in Mathematical Programming—Methods of Solution of Linear Programs Under Uncertainty
• Critical Path Analyses Via Chance Constrained and Stochastic Programming
• A property of convex piecewise linear functions with applications to mathematical programming
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