A stochastic geometric programming problem with multiplicative recourse (Q916566): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:18, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic geometric programming problem with multiplicative recourse |
scientific article |
Statements
A stochastic geometric programming problem with multiplicative recourse (English)
0 references
1990
0 references
A stochastic geometric programming problem is formulated as a multiplicative recourse model. As a general result it is shown that the deterministic equivalent model is convex. Some computational considerations refer to the case of normally distributed coefficients.
0 references
stochastic geometric programming
0 references
multiplicative recourse model
0 references
