scientific article; zbMATH DE number 3854816

MaRDI QIDQ3323710zbMATH OpenFDO

Authors Dinh The Luc

Publication date 1983

zbMATH Keywords

normalitydualityequivalence conditionsdirections of recession

Mathematics Subject Classification ID

Stochastic programming (90C15)

Recommendations

• On properties of the probabilistic contrained linear programming problem and its dual
• Probabilistic constraints in primal and dual linear programs: Duality results
• scientific article; zbMATH DE number 4031400
• A dual method for probabilistic constrained problems
• A dual algorithm for probabilistic constrained problem of stochastic convex programming

Cited in

(4)

• Stochastic programming duality: \({\mathcal L}^\infty\) multipliers for unbounded constraints with an application to mathematical finance
• Threshold Boolean form for joint probabilistic constraints with random technology matrix
• On properties of the probabilistic contrained linear programming problem and its dual
• An exact approach for solving integer problems under probabilistic constraints with random technology matrix

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3323710)