Stochastic Programs with Incomplete Information

DOI10.1287/OPRE.24.2.336zbMath0347.90053OpenAlexW2030769822MaRDI QIDQ4117593

Aharon Ben-Tal, Eithan Hochman

Publication date: 1976

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.24.2.336

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15) Inventory, storage, reservoirs (90B05)

Related Items (8)

An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information ⋮ Tight tail probability bounds for distribution-free decision making ⋮ Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs ⋮ The value of side information in network flow optimization ⋮ A numerical method for solving stochastic programming problems with moment constraints on a distribution function ⋮ Una clase de problemas de decision bajo incertidumbre parcial ⋮ Problemas de decision en incertidumbre parcial bajo hipotesis de monotonias ⋮ A Saddle Point of aD Inventory Problem

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