Characterization theorems for stochastic programs

DOI10.1007/BF01584541MaRDI QIDQ5661327zbMATH OpenFDO

Authors Roger J.-B. Wets

Publication date 1972

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01584541

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites work

• scientific article; zbMATH DE number 3308843 (Why is no real title available?)
• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
• Lifting projections of convex polyhedra
• On Stochastic Linear Programming
• Programming Under Uncertainty: The Equivalent Convex Program
• Solution theorems in probabilistic programming: A linear programming approach
• Some Practical Regularity Conditions for Nonlinear Programs
• Stochastic programs with recourse: A basic theorem for multistage problems
• The Value of Information and Stochastic Programming

Cited in

(8)

• Stochastic programs with recourse: A basic theorem for multistage problems
• Stochastic programs with recourse: A basic theorem for multistage problems
• Distribution functions in stochastic programs with recourse: A parametric analysis
• A multicut algorithm for two-stage stochastic linear programs
• Two-stage non-cooperative games with risk-averse players
• An economic interpretation of stochastic programs
• On decision rules in stochastic programming
• Solving stochastic programs with simple recourse

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