Linear programming under uncertainty: A basic property of the optimal solution

DOI10.1007/BF00531850zbMath0169.51403MaRDI QIDQ5556914

Katta G. Murty

Publication date: 1968

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

operations research

Related Items (7)

Solving stochastic programs with simple recourse ⋮ Stochastic programs with recourse: A basic theorem for multistage problems ⋮ Stochastic programs with recourse: A basic theorem for multistage problems ⋮ Investments in stochastic maximum flow networks ⋮ Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution ⋮ Existence theory for generalized nonlinear complementarity problems ⋮ On the number of solutions to the complementarity problem and spanning properties of complementary cones

Cites Work

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• Programming Under Uncertainty: The Equivalent Convex Program
• Programming Under Uncertainty: The Solution Set

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