Adaptive decision rules for stochastic linear programming

DOI10.1080/00207727808941682zbMath0373.90054OpenAlexW1986559426MaRDI QIDQ4152344

Jati K. Sengupta

Publication date: 1978

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727808941682

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (1)

Constrained nonzero-sum games with partially controllable strategies

Cites Work

• Sequential methods in pattern recognition and machine learning
• Foundations of the theory of learning systems. Translated by Z. J. Nikolic
• A Stochastic Programming Model
• An application of sensitivity analysis to a linear programming problem
• The Stability of Truncated Solutions of Stochastic Linear Programming
• Statistical decision analysis of stochastic linear programming problems
• Stochastic Programming with Aspiration or Fractile Criteria
• Empirical Bayes estimators in a multiple linear regression model
• Sensitivity analysis methods for a crop-mix problem in linear programming
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints

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