Convex stochastic programmes with simple recourse

DOI10.1080/00207727908941648zbMath0409.90067OpenAlexW2025475624MaRDI QIDQ4197630

T. R. Jefferson, Carlton H. Scott

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1080/00207727908941648

zbMATH Keywords

Convex Stochastic ProgrammingGeneralized Geometric ProgrammingSimple Recourse

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Stochastic programming (90C15) Mathematical programming (90C99)

Cites Work

• Stochastic convex programming: Kuhn-Tucker conditions
• Linear Programming under Uncertainty
• Large-scale linearly constrained optimization
• Programming under uncertainty: The complete problem
• Stochastic Programs with Recourse
• Symmetric Duality for Generalized Unconstrained Geometric Programming

This page was built for publication: Convex stochastic programmes with simple recourse