An application of sensitivity analysis to a linear programming problem

DOI10.1007/BF01976180MaRDI QIDQ5335789zbMATH OpenOpenAlexFDO

Authors

Publication date 1965

Published in Unternehmensforschung Operations Research - Recherche Opérationnelle (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01976180

zbMATH Keywords

operations research

Cites work

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• A weak duality theorem for stochastic linear programming
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• Expectation in economics
• The Variance of the Product of K Random Variables

Cited in

(4)

• Adaptive decision rules for stochastic linear programming
• Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
• On the stability of solutions under error in stochastic linear programming
• Recursive constraints and stochastic linear programming

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