Challenges in stochastic programming
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Publication:1363423
DOI10.1007/BF02592149zbMATH Open0874.90151MaRDI QIDQ1363423FDOQ1363423
Authors: Roger J.-B. Wets 
Publication date: 7 August 1997
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
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Cited In (11)
- Lipschitz selections and stability for quasiconvex programs.
- A numerical method for two-stage stochastic programs under uncertainty
- Limited recourse in two-stage stochastic linear programs
- Decomposition methods in stochastic programming
- Uncertainty and value of information when allocating resources within and between healthcare programmes
- A redundancy detection algorithm for fuzzy stochastic multi-objective linear fractional programming problems
- Estimated stochastic programs with chance constraints
- Interactive fuzzy programming based on fractile criterion optimization model for two-level stochastic linear programming problems
- A system approach to management of catastrophic risks.
- Interactive fuzzy random two-level linear programming through fractile criterion optimization
- An interactive fuzzy satisficing method based on variance minimization under expectation constraints for multiobjective stochastic linear programming problems
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