Admissible Decision Rules for the E-Model of Chance-Constrained Programming

DOI10.1287/mnsc.17.5.337zbMath0246.90034OpenAlexW2093239315MaRDI QIDQ5659344

John V. Soden, Robert S. Kaplan, Mark J. Eisner

Publication date: 1971

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.17.5.337

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (4)

Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I) ⋮ On decision rules in stochastic programming ⋮ Measures as Lagrange multipliers in multistage stochastic programming ⋮ An acceptance region theory for chance-constrained programming

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