Programming Under Uncertainty: The Solution Set

DOI10.1137/0114091MaRDI QIDQ5528354zbMATH OpenOpenAlexFDO

Authors Roger J.-B. Wets

Publication date 1966

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/b5d20b95d385737768e1d689ed34ab6ff297b406

zbMATH Keywords

operations research

Cited in

(12)

• Stochastic programs with recourse: A basic theorem for multistage problems
• Stochastic programs with recourse: A basic theorem for multistage problems
• Contributions to the theory of stochastic programming
• Computational assessment of distributed decomposition methods for stochastic linear programs
• Stochastic semidefinite programming: a new paradigm for stochastic optimization
• Solution theorems in probabilistic programming: A linear programming approach
• Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
• Perfectly competitive capacity expansion games with risk-averse participants
• The continuity of the optimum in parametric programming and applications to stochastic programming
• Linear programming under uncertainty: A basic property of the optimal solution
• Modeling vehicle routing with uncertain demands as a stochastic program: Properties of the corresponding solution
• Der gegenwärtige Stand der stochastischen Programmierung

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