Stochastic programming

DOI10.1016/0377-2217(82)90152-7zbMath0483.90064MaRDI QIDQ1163475

Peter Kall

Publication date: 1982

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(82)90152-7

zbMATH Keywords

existence of optimal solutions; nonlinear objective function; solution concepts; deterministic equivalents; game theoretic approach; chance-constrained stochastic programs; concept of efficiency; linear differential function

Mathematics Subject Classification ID

90C30: Nonlinear programming

90C05: Linear programming

90C15: Stochastic programming

91A80: Applications of game theory

90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming

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