MINIMAX SOLUTIONS IN STOCHASTIC PROGRAMMING

DOI10.1080/01969728008960225MaRDI QIDQ3893675zbMATH OpenOpenAlexFDO

Authors J. K. Sengupta

Publication date 1980

Published in Cybernetics and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01969728008960225

zbMATH Keywords

characterization of optimal eigenvaluescomplementarity principlesgame-theoretic solutionsgeneralized eigenvalue problemsminimax solutionsstochastic objective functionstochastic programming

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

Cites work

• Convergence Conditions for Nonlinear Programming Algorithms
• scientific article; zbMATH DE number 3155240 (Why is no real title available?)
• scientific article; zbMATH DE number 3482173 (Why is no real title available?)
• scientific article; zbMATH DE number 3244413 (Why is no real title available?)
• scientific article; zbMATH DE number 3347916 (Why is no real title available?)
• scientific article; zbMATH DE number 3414075 (Why is no real title available?)
• Simulation of linear decision rules
• Stochastic goal programming with estimated parameters
• TESTING AND VALIDATION PROBLEMS IN STOCHASTIC LINEAR PROGRAMMING

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