On the stability of solutions under error in stochastic linear programming

DOI10.1007/BF02614170MaRDI QIDQ2394089zbMATH OpenOpenAlexFDO

Authors J. K. Sengupta, C. Millham, G. Tintner

Publication date 1965

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/175241

zbMATH Keywords

operations research

Cites work

• scientific article; zbMATH DE number 3137857 (Why is no real title available?)
• A weak duality theorem for stochastic linear programming
• An application of sensitivity analysis to a linear programming problem
• Chance-constrained programming
• Distributions of Solutions of a Set of Linear Equations (with an Application to Linear Programming)
• New Methods in Mathematical Programming—Methods of Solution of Linear Programs Under Uncertainty
• On some theorems of stochastic linear programming with applications

Cited in

(3)

• On the stability of solutions under recursive programming
• Recursive constraints and stochastic linear programming
• Sensitivity analysis methods for a crop-mix problem in linear programming

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