On the stability of solutions under error in stochastic linear programming
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Publication:2394089
DOI10.1007/BF02614170zbMATH Open0126.36301OpenAlexW2032214946MaRDI QIDQ2394089FDOQ2394089
J. K. Sengupta, G. Tintner, C. Millham
Publication date: 1965
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/175241
Cites Work
- Chance-constrained programming
- New Methods in Mathematical Programming—Methods of Solution of Linear Programs Under Uncertainty
- Distributions of Solutions of a Set of Linear Equations (with an Application to Linear Programming)
- Title not available (Why is that?)
- On some theorems of stochastic linear programming with applications
- A weak duality theorem for stochastic linear programming
- An application of sensitivity analysis to a linear programming problem
Cited In (3)
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