An Algorithm for the Minimum-Risk Problem of Stochastic Programming

DOI10.1287/OPRE.20.1.154MaRDI QIDQ5650520zbMATH OpenOpenAlexFDO

Authors Mihai Dragomirescu

Publication date 1972

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.20.1.154

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cited in

(4)

• On the use of computers in planning under conditions of uncertainty
• Bibliography in fractional programming
• A note about the extrema of〈a, x〉/‖x‖over a ball and applications
• Quasi-convexity, strictly quasi-convexity and pseudo-convexity of composite objective functions

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