Stochastic programming

DOI10.1016/0377-2217(82)90152-7zbMath0483.90064OpenAlexW4300192488MaRDI 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 solutionsnonlinear objective functionsolution conceptsdeterministic equivalentsgame theoretic approachchance-constrained stochastic programsconcept of efficiencylinear differential function

Mathematics Subject Classification ID

Nonlinear programming (90C30) Linear programming (90C05) Stochastic programming (90C15) Applications of game theory (91A80) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

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