On the distribution of the optimal value for a class of stochastic geometric programs

DOI10.1002/nav.3800270404zbMath0447.90072OpenAlexW2046878651MaRDI QIDQ3893680

P. M. Ellner, R. M. Stark

Publication date: 1980

Published in: Naval Research Logistics Quarterly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.3800270404

zbMATH Keywords

uniqueness conditionspositivity requirementsstochastic geometric programsdistribution of the optimal valuelognormally distributed cost coefficients

Mathematics Subject Classification ID

Stochastic programming (90C15) Mathematical programming (90C99)

Related Items (4)

Monte Carlo simulation for analysis of the optimum value distribution in stochastic mathematical programs ⋮ Unnamed Item ⋮ Solving geometric programming problems with fuzzy random variable coefficients ⋮ Stochastic tool management via composite geometric programming

Cites Work

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