Convex stochastic programmes with simple recourse

DOI10.1080/00207727908941648MaRDI QIDQ4197630zbMATH OpenOpenAlexFDO

Authors T. R. Jefferson, Carlton H. Scott

Publication date 1979

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/10.1080/00207727908941648

zbMATH Keywords

Convex Stochastic ProgrammingGeneralized Geometric ProgrammingSimple Recourse

Mathematics Subject Classification ID

Stochastic programming (90C15) Convex programming (90C25) Nonlinear programming (90C30) Mathematical programming (90C99)

Cites work

• Large-scale linearly constrained optimization
• Linear programming under uncertainty
• Programming under uncertainty: The complete problem
• Stochastic convex programming: Kuhn-Tucker conditions
• Stochastic Programs with Recourse
• Symmetric Duality for Generalized Unconstrained Geometric Programming

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