Two-Period Stochastic Programs with Simple Recourse

DOI10.1287/opre.27.3.485zbMath0407.90064OpenAlexW2071450283MaRDI QIDQ4194740

Richard G. Everitt, William T. Ziemba

Publication date: 1979

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.27.3.485

zbMATH Keywords

PortfolioInventoryConvex Stochastic ProgrammingCash Balance ManagementSimple Recourse

Mathematics Subject Classification ID

Convex programming (90C25) Applications of mathematical programming (90C90) Stochastic programming (90C15) Inventory, storage, reservoirs (90B05) Operations research and management science (90B99)

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