Adaptive decision rules for stochastic linear programming

DOI10.1080/00207727808941682MaRDI QIDQ4152344zbMATH OpenOpenAlexFDO

Authors J. K. Sengupta

Publication date 1978

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/10.1080/00207727808941682

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites work

• A Stochastic Programming Model
• An application of sensitivity analysis to a linear programming problem
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
• Empirical Bayes estimators in a multiple linear regression model
• Foundations of the theory of learning systems. Translated by Z. J. Nikolic
• Sensitivity analysis methods for a crop-mix problem in linear programming
• Sequential methods in pattern recognition and machine learning
• Statistical decision analysis of stochastic linear programming problems
• Stochastic Programming with Aspiration or Fractile Criteria
• The Stability of Truncated Solutions of Stochastic Linear Programming

Cited in

(1)

• Constrained nonzero-sum games with partially controllable strategies

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