Linear programming under uncertainty: A basic property of the optimal solution

DOI10.1007/BF00531850MaRDI QIDQ5556914zbMATH OpenFDO

Authors Katta G. Murty

Publication date 1968

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00531850

zbMATH Keywords

operations research

Cites work

• scientific article; zbMATH DE number 3169929 (Why is no real title available?)
• scientific article; zbMATH DE number 3177183 (Why is no real title available?)
• Programming Under Uncertainty: The Equivalent Convex Program
• Programming Under Uncertainty: The Solution Set

Cited in

(7)

• Stochastic programs with recourse: A basic theorem for multistage problems
• On the number of solutions to the complementarity problem and spanning properties of complementary cones
• Stochastic programs with recourse: A basic theorem for multistage problems
• Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
• Existence theory for generalized nonlinear complementarity problems
• Solving stochastic programs with simple recourse
• Investments in stochastic maximum flow networks

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