scientific article; zbMATH DE number 3169929
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Publication:3288565
zbMATH Open0104.14401MaRDI QIDQ3288565FDOQ3288565
Authors: George Dantzig, Albert Madansky 
Publication date: 1961
Title of this publication is not available (Why is that?)
Cited In (54)
- Stochastic Programming
- Nested decomposition of multistage nonlinear programs with recourse
- Large-scale optimization with the primal-dual column generation method
- Certainty equivalents and information measures: Duality and extremal principles
- Two stage linear programming under uncertainty with 0–1 integer first stage variables
- Robustness in stochastic programming models
- Two-stage stochastic programming problems involving multi-choice parameters
- Control of economic systems under the process of data improvement
- The augmented system variant of IPMs in two-stage stochastic linear programming computation
- Dual variables in two-stage linear programming under uncertainty
- A recourse certainty equivalent for decisions under uncertainty
- Cut sharing for multistage stochastic linear programs with interstage dependency
- George B. Dantzig: a legendary life in mathematical programming
- Solving discrete stochastic linear programs with simple recourse by the dualplex algorithm
- Containing groundwater contamination: Planning models using stochastic programming with recourse
- Stochastic linear programming method for right-hand sides random vector
- A numerical method for solving stochastic programming problems with moment constraints on a distribution function
- Decomposition methods in stochastic programming
- A stochastic soft constraints fuzzy model for a portfolio selection problem
- Parallel processors for planning under uncertainty
- Stochastic programming and stochastic control
- On the application of deterministic and stochastic programming methods to problems of economics;Mathematische Programmierung und ihre Anwendung auf die Wirtschaft
- A cutting plane method from analytic centers for stochastic programming
- OPTIMAL FACILITY LOCATION UNDER RANDOM DEMAND WITH GENERAL COST STRUCTURE
- Piecewise convex programs
- Financial networks with intermediation and transportation network equilibria: A supernetwork equivalence and reinterpretation of the equilibrium conditions with computations
- Stochastic programming for qualification management of parallel machines in semiconductor manufacturing
- Linear programming under uncertainty: A basic property of the optimal solution
- Stochastic programming models for air quality management
- Sublinear upper bounds for stochastic programs with recourse
- Multi-stage stochastic linear programs for portfolio optimization
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
- Sharing cuts under aggregated forecasts when decomposing multi-stage stochastic programs
- Solution of and bounding in a linearly constrained optimization problem with convex, polyhedral objective function
- Accelerating the regularized decomposition method for two stage stochastic linear problems
- Sequential importance sampling algorithms for dynamic stochastic programming
- Simulation-based confidence bounds for two-stage stochastic programs
- Modeling the control effects of the banking system on the functioning of the economy. II: Selection and special features of application of optimization algorithms
- On a distributed implementation of a decomposition method for multistage linear stochastic programs
- A regularized decomposition method for minimizing a sum of polyhedral functions
- On a problem of convexity and its applications to nonlinear stochastic programming
- Duality and equilibrium prices in economics of uncertainty
- Multiobjective two-stage stochastic programming problems with interval discrete random variables
- An exact penalty algorithm for recourse-constrained stochastic linear programs
- Information in two‐stage programming under uncertainty
- Two-stage stochastic programming problems involving interval discrete random variables
- Investments in stochastic maximum flow networks
- Solving two-stage stochastic programming problems with level decomposition
- A class of expected value bilevel programming problems with random coefficients based on rough approximation and its application to a production-inventory system
- Efficient solution of two-stage stochastic linear programs using interior point methods
- Parallel decomposition of multistage stochastic programming problems
- Generalized transportation networks with stochastic demands: An operator theoretic approach
- On stochastic programming. I: Static linear programming under risk
- Parallel decomposition of large-scale stochastic nonlinear programs
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