On stochastic programming. I: Static linear programming under risk

DOI10.1016/0022-247X(68)90215-1MaRDI QIDQ1233816zbMATH OpenOpenAlexFDO

Authors M. A. H. Dempster

Publication date 1968

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

Full work available at URL https://doi.org/10.1016/0022-247x(68)90215-1

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cited in

(9)

• A note on deterministic equivalents to stochastic linear programming problems. II
• Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
• Stochastic programming and stochastic control
• Perfectly competitive capacity expansion games with risk-averse participants
• Estimating the distribution function of a transformed random vector
• On stochastic programming ii: dynamic problems under risk^∗
• A stochastic programming model for aggregate production planning
• Modified chance constrained linear programming under uncertainty
• On stochastic programming. I: Static linear programming under risk

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