Stochastic programming with random processes

DOI10.1007/BF02204811zbMATH Open0746.90042OpenAlexW2052088642MaRDI QIDQ1178433FDOQ1178433

Authors: Tomáš Cipra 

Publication date: 26 June 1992

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02204811

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zbMATH Keywords

scenario analysischance-constrained programentropic penalty approachexponential penalty model

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

• Extremes and related properties of random sequences and processes
• Extremal theory for stochastic processes
• Title not available (Why is that?)
• Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals
• The Entropic Penalty Approach to Stochastic Programming
• Title not available (Why is that?)
• Autoregressive processes in optimization
• Title not available (Why is that?)

Cited In (6)

• Title not available (Why is that?)
• Stochastic programming: potential hazards when random variables reflect market interaction
• Title not available (Why is that?)
• Title not available (Why is that?)
• Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs
• Title not available (Why is that?)

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