A stochastic programming process model for investment planning

DOI10.1016/0305-0548(87)90047-5MaRDI QIDQ579135zbMATH OpenOpenAlexFDO

Authors G. (Anand) Anandalingam

Publication date 1987

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0305-0548(87)90047-5

zbMATH Keywords

stochastic linear programsimple recourseindustrial process

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Stochastic programming (90C15) Production models (90B30)

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Cites work

• scientific article; zbMATH DE number 3532701 (Why is no real title available?)
• A Stochastic Programming Model
• Analysis of a class of proxy problems
• Approximation Formulas for Stochastic Linear Programming
• Chance-constrained programming
• Short Term Financial Planning under Uncertainty
• Stability in stochastic programming with recourse-estimated parameters
• Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
• Technical Note—Minimax Procedure for a Class of Linear Programs under Uncertainty
• The Simplex Method for Quadratic Programming
• The value of the stochastic solution in stochastic linear programs with fixed recourse

Cited in

(4)

• Applications of stochastic programming under incomplete information
• scientific article; zbMATH DE number 4154172 (Why is no real title available?)
• scientific article; zbMATH DE number 3894769 (Why is no real title available?)
• scientific article; zbMATH DE number 3922405 (Why is no real title available?)

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