Stochastic Programs with Recourse: Random Recourse Costs Only

DOI10.1287/mnsc.19.7.747zbMath0257.90034OpenAlexW1969120430MaRDI QIDQ5672455

Stanley J. Garstka

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1287/mnsc.19.7.747

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

Related Items (4)

Robust Network Design with Uncertain Outsourcing Cost ⋮ Distribution functions in stochastic programs with recourse: A parametric analysis ⋮ Bounds on the value of information in uncertain decision problems II ⋮ On a stochastic program with simple recourse

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