Robust Solutions in Stochastic Linear Programming

DOI10.1057/jors.1991.166zbMath0746.90046OpenAlexW2082482939MaRDI QIDQ3983498

Jati K. Sengupta

Publication date: 27 June 1992

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/jors.1991.166

zbMATH Keywords

data envelopment analysisstochastic dominanceincomplete knowledgeminimax principlestochastic linear programmingmeasure of robustnesspartial uncertainty

Mathematics Subject Classification ID

Decision theory (91B06) Linear programming (90C05) Stochastic programming (90C15)

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