MINIMAX SOLUTIONS IN STOCHASTIC PROGRAMMING

DOI10.1080/01969728008960225zbMath0447.90067OpenAlexW2025975327MaRDI QIDQ3893675

Jati K. Sengupta

Publication date: 1980

Published in: Cybernetics and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01969728008960225

zbMATH Keywords

stochastic programmingminimax solutionsgeneralized eigenvalue problemsstochastic objective functioncharacterization of optimal eigenvaluescomplementarity principlesgame-theoretic solutions

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

Cites Work

• Stochastic goal programming with estimated parameters
• Simulation of linear decision rules
• TESTING AND VALIDATION PROBLEMS IN STOCHASTIC LINEAR PROGRAMMING
• Convergence Conditions for Nonlinear Programming Algorithms
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