An application of sensitivity analysis to a linear programming problem

DOI10.1007/BF01976180zbMath0128.14303OpenAlexW2056266313MaRDI QIDQ5335789

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Publication date: 1965

Published in: Unternehmensforschung Operations Research - Recherche Opérationnelle (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01976180

zbMATH Keywords

operations research

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On the stability of solutions under error in stochastic linear programming, Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I), Adaptive decision rules for stochastic linear programming, Recursive constraints and stochastic linear programming

Cites Work

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• Elements of the Theory of Extreme Values
• The Variance of the Product of K Random Variables
• A weak duality theorem for stochastic linear programming