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A method of solving a stochastic programming problem with constraints which are almost surely satisfied - MaRDI portal

A method of solving a stochastic programming problem with constraints which are almost surely satisfied

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Publication:5947821

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zbMath0986.90027MaRDI QIDQ5947821

Malcolm R. Davidson, D. D. Solomakhin

Publication date: 28 October 2001

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

stochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15)

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