A new approach to stochastic linear programming

DOI10.1080/01630569308816538MaRDI QIDQ4293275zbMATH OpenOpenAlexFDO

Authors Rüdiger Schultz, Sjur Didrik Flåm

Publication date 9 January 1995

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01630569308816538

zbMATH Keywords

optimality conditionssystem of differential inclusionstwo-stage stochastic linear program

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

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Cited in

(19)

• Two-stage stochastic linear programs with incomplete information on uncertainty
• A Linearization Method for Nonsmooth Stochastic Programming Problems
• An effective heuristic for multistage linear programming with a stochastic right-hand side
• scientific article; zbMATH DE number 5007547 (Why is no real title available?)
• Stochastic linear programming to optimize some stochastic systems
• A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming
• scientific article; zbMATH DE number 4029263 (Why is no real title available?)
• scientific article; zbMATH DE number 4093183 (Why is no real title available?)
• scientific article; zbMATH DE number 1189500 (Why is no real title available?)
• Stochastic linear programming method for right-hand sides random vector
• scientific article; zbMATH DE number 43290 (Why is no real title available?)
• Lagrange Multipliers in Stochastic Programming
• Duality relations and optimality conditions in linear stochastic programming
• Parameterization of single-step problems in linear stochastic programming
• Satisficing techniques in stochastic linear programming
• scientific article; zbMATH DE number 1389086 (Why is no real title available?)
• Envelope theorems for multistage linear stochastic optimization
• scientific article; zbMATH DE number 4193454 (Why is no real title available?)
• Computation of some stochastic linear programming problems with Cauchy and extreme value distributions

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