Non-parametric approach to stochastic linear programming

DOI10.1080/00207729308949529MaRDI QIDQ4693326zbMATH OpenOpenAlexFDO

Authors J. K. Sengupta

Publication date 17 August 1993

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/10.1080/00207729308949529

zbMATH Keywords

robustnessdata envelopment analysisrandom coefficientsmaximum entropy principlescenario aggregations

Mathematics Subject Classification ID

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

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• scientific article; zbMATH DE number 193918 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• Composite Sampling
• Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions

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(12)

• Random Procedures for Nonredundant Constraint Identification in Stochastic Linear Programs
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• Stochastic linear programming method for right-hand sides random vector
• A Linearization Method for Nonsmooth Stochastic Programming Problems
• Parameterization of single-step problems in linear stochastic programming
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• Nonlinear stochastic programming-with a case study in continuous switching
• Optimality Analysis for Stochastic LP Problems
• Nonparametric frontier estimation by linear programming
• Fuzzy efficiency measures in data envelopment analysis
• scientific article; zbMATH DE number 4193454 (Why is no real title available?)
• Nonanticipativity in stochastic programming

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