A class of bilinear models in stochastic programming with applications

DOI10.1080/00207727908941583MaRDI QIDQ4174531zbMATH OpenOpenAlexFDO

Authors J. K. Sengupta

Publication date 1979

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207727908941583

zbMATH Keywords

Bilinear Models in Stochastic Programming

Mathematics Subject Classification ID

Operations research and management science (90B99) Stochastic programming (90C15) Applications of mathematical programming (90C90) Trade models (91B60) Economic growth models (91B62)

Cites work

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• Methods of intermediate problems for eigenvalues. Theory and ramifications
• Nonnegative Square Matrices
• On an Approach to the Solution of the Generalized Latent Value Problem for \lambda -Matrices
• On the Sampling Theory of Roots of Determinantal Equations
• On the Two Theorems of Growth Economics: A Mathematical Exercise
• Ramifications, old and new, of the eigenvalue problem
• TESTS OF SIGNIFICANCE IN CANONICAL ANALYSIS

Cited in

(1)

• Constrained games as complementary eigenvalue problems

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