A Homogeneous Distribution Problem with Applications to Finance

DOI10.1287/MNSC.23.3.297MaRDI QIDQ4126061zbMATH OpenOpenAlexFDO

Authors

Publication date 1976

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.23.3.297

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15) Mathematical economics (91B99)

Cited in

(3)

• Bounds on the value of information in uncertain decision problems II
• Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming
• Optimal value functions in parametric programming

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