Nonlinear programming problems with stochastic objective functions

DOI10.1287/MNSC.10.2.353MaRDI QIDQ2778999zbMATH OpenOpenAlexFDO

Authors O. L. Mangasarian

Publication date 22 October 2002

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.10.2.353

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cited in

(6)

• Bounds on the value of information in uncertain decision problems
• Bounds on the value of information in uncertain decision problems II
• Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
• Least-norm linear programming solution as an unconstrained minimization problem
• The linear complementarity problem as a separable bilinear program
• A simulation approach for the analysis of the effect of randomness in cutting surface constraints in the machining economics problem

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