Dual variables in two-stage linear programming under uncertainty

DOI10.1016/0022-247X(63)90096-9MaRDI QIDQ2393802zbMATH OpenFDO

Authors Albert Madansky

Publication date 1963

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

operations research

Cited in

(4)

• Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
• On duality in stochastic programming with recourse
• On a problem of convexity and its applications to nonlinear stochastic programming
• On stochastic programming. I: Static linear programming under risk

This page was built for publication: Dual variables in two-stage linear programming under uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2393802)