On a problem of convexity and its applications to nonlinear stochastic programming

DOI10.1016/0022-247X(64)90060-5zbMath0173.47504OpenAlexW2028979710MaRDI QIDQ2532354

Bui Trong Lieu

Publication date: 1964

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(64)90060-5

zbMATH Keywords

operations research

Related Items (2)

Inequalities in completely convex stochastic programming ⋮ Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)

Cites Work

• Dual variables in two-stage linear programming under uncertainty
• Inequalities for Stochastic Linear Programming Problems
• New Methods in Mathematical Programming—Methods of Solution of Linear Programs Under Uncertainty
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