Technical Note—A Class of Stochastic Mathematical Programs with Correlated Scale Parameters in the Objective and Right-Hand Side

DOI10.1287/opre.32.4.945zbMath0546.90071OpenAlexW2105974276MaRDI QIDQ3337954

Robert D. Foley, Allen L. Soyster, Frederic H. Murphy

Publication date: 1984

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.32.4.945

zbMATH Keywords

covariancescale parameters in the objective function and right-hand side

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

Related Items (1)

Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming

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