On a stochastic program with simple recourse

DOI10.1016/0022-247X(77)90202-5MaRDI QIDQ1247920zbMATH OpenFDO

Authors Wei-Shen Hsia

Publication date 1977

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Convex programming (90C25) Methods of successive quadratic programming type (90C55) Stochastic programming (90C15)

Cites work

• scientific article; zbMATH DE number 3162435 (Why is no real title available?)
• Approximation Formulas for Stochastic Linear Programming
• Computational Algorithms for Convex Stochastic Programs with Simple Recourse
• Lagrangian Subgradients
• On Stochastic Linear Programming
• Primal Decomposition of Mathematical Programs by Resource Allocation: I—Basic Theory and a Direction-Finding Procedure
• Programming under uncertainty: The complete problem
• Regularity Conditions for a Class of Convex Programs
• Some Practical Regularity Conditions for Nonlinear Programs
• Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
• Stochastic Programs with Recourse: Random Recourse Costs Only
• The Convex Simplex Method

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