A note on decision rules for stochastic programs

DOI10.1016/S0022-0000(68)80012-1zbMath0167.18401MaRDI QIDQ2530684

Roger J.-B. Wets, David W. Walkup

Publication date: 1968

Published in: Journal of Computer and System Sciences (Search for Journal in Brave)

zbMATH Keywords

operations research

Related Items

On decision rules in stochastic programming, Continuous versus measurable recourse in N-stage stochastic programming, Measures as Lagrange multipliers in multistage stochastic programming

Cites Work

• Lifting projections of convex polyhedra
• Linear Programming under Uncertainty
• Programming under uncertainty: The complete problem
• Programming Under Uncertainty: The Equivalent Convex Program
• Some Special P-Models in Chance-Constrained Programming
• Stochastic Programs with Recourse II: On the Continuity of the Objective
• Stochastic Programs with Recourse
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