Stochastic linear programming. Models, theory, and computation
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Publication:1769968
zbMath1104.90033MaRDI QIDQ1769968
Publication date: 5 April 2005
Published in: International Series in Operations Research \& Management Science (Search for Journal in Brave)
algorithms; stochastic linear programming; multistage SLP; probability constrained SLP; single stage SLP
90C25: Convex programming
90C05: Linear programming
90C15: Stochastic programming
60E99: Distribution theory
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