A note on decision rules for stochastic programs

DOI10.1016/S0022-0000(68)80012-1MaRDI QIDQ2530684zbMATH OpenFDO

Authors Roger J.-B. Wets, David W. Walkup

Publication date 1968

Published in Journal of Computer and System Sciences (Search for Journal in Brave)

zbMATH Keywords

operations research

Cites work

• scientific article; zbMATH DE number 3242969 (Why is no real title available?)
• scientific article; zbMATH DE number 3255352 (Why is no real title available?)
• scientific article; zbMATH DE number 3354818 (Why is no real title available?)
• scientific article; zbMATH DE number 3417264 (Why is no real title available?)
• Lifting projections of convex polyhedra
• Linear programming under uncertainty
• Programming Under Uncertainty: The Equivalent Convex Program
• Programming under uncertainty: The complete problem
• Some Special P-Models in Chance-Constrained Programming
• Stochastic Programs with Recourse
• Stochastic Programs with Recourse II: On the Continuity of the Objective

Cited in

(3)

• Continuous versus measurable recourse in N-stage stochastic programming
• Measures as Lagrange multipliers in multistage stochastic programming
• On decision rules in stochastic programming

This page was built for publication: A note on decision rules for stochastic programs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2530684)