Distribution functions in stochastic programs with recourse: A parametric analysis

DOI10.1007/BF01580249zbMath0327.90024MaRDI QIDQ4093224

Stanley J. Garstka

Publication date: 1974

Published in: Mathematical Programming (Search for Journal in Brave)

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

Related Items

Distribution sensitivity in stochastic programming ⋮ Stability in stochastic programming with recourse-estimated parameters ⋮ Piecewise convex programs

Cites Work

• Regularity Conditions for a Class of Convex Programs
• Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
• Stochastic Programs with Recourse
• Some Practical Regularity Conditions for Nonlinear Programs
• Characterization theorems for stochastic programs
• Stochastic Programs with Recourse: Random Recourse Costs Only
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