The minimax approach to stochastic programming and an illustrative application

DOI10.1080/17442508708833436zbMath0616.90046OpenAlexW2092123844WikidataQ92157552 ScholiaQ92157552MaRDI QIDQ4726044

Jitka Dupačová

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508708833436

zbMATH Keywords

minimax approachincomplete knowledgestochastic programming with recoursewater resource system

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15) Operations research and management science (90B99)

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Cites Work

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• Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
• Solving stochastic programs with simple recourse
• Restricted Bayes Strategies for Programs with Simple Recourse
• Solving stochastic programming problems with recourse including error bounds
• Programming Under Uncertainty: The Equivalent Convex Program
• The General Moment Problem, A Geometric Approach
• Computational Algorithms for Convex Stochastic Programs with Simple Recourse
• More bounds on the expectation of a convex function of a random variable

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