Stochastic programming
From MaRDI portal
Publication:1163475
DOI10.1016/0377-2217(82)90152-7zbMath0483.90064OpenAlexW4300192488MaRDI QIDQ1163475
Publication date: 1982
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-2217(82)90152-7
existence of optimal solutionsnonlinear objective functionsolution conceptsdeterministic equivalentsgame theoretic approachchance-constrained stochastic programsconcept of efficiencylinear differential function
Nonlinear programming (90C30) Linear programming (90C05) Stochastic programming (90C15) Applications of game theory (91A80) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
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