Recursive constraints and stochastic linear programming

DOI10.1007/BF02613413MaRDI QIDQ2526474zbMATH OpenFDO

Authors J. K. Sengupta

Publication date 1966

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/175277

zbMATH Keywords

operations research

Cites work

• An application of sensitivity analysis to a linear programming problem
• scientific article; zbMATH DE number 3155846 (Why is no real title available?)
• On the stability of solutions under error in stochastic linear programming

Cited in

(6)

• Stochastic spanning tree problem
• A nested layered network model for parallel solutions of discrete SPPs
• A new heuristic algorithm for probabilistic optimization
• A new approach to stochastic programming problems: Discrete model
• Interval elimination method for stochastic spanning tree problem
• A parametric characterization and an \(\epsilon\)-approximation scheme for the minimization of a quasiconcave program

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