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Nonlinear Programming Problems with Stochastic Objective Functions

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Publication:2778999
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DOI10.1287/mnsc.10.2.353zbMath0995.90603OpenAlexW2010166460MaRDI QIDQ2778999

Olvi L. Mangasarian

Publication date: 22 October 2002

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.10.2.353



Mathematics Subject Classification ID

Stochastic programming (90C15)


Related Items (6)

Least-norm linear programming solution as an unconstrained minimization problem ⋮ Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I) ⋮ Bounds on the value of information in uncertain decision problems ⋮ A simulation approach for the analysis of the effect of randomness in cutting surface constraints in the machining economics problem ⋮ Bounds on the value of information in uncertain decision problems II ⋮ The linear complementarity problem as a separable bilinear program




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