scientific article; zbMATH DE number 4037609
From MaRDI portal
Publication:3777804
zbMATH Open0636.90067MaRDI QIDQ3777804FDOQ3777804
Authors: A. N. Bordunov, A. I. Yastremskiĭ, N. Utenliev 
Publication date: 1987
Title of this publication is not available (Why is that?)
Recommendations
- Duality relations and optimality conditions in linear stochastic programming
- scientific article; zbMATH DE number 1094069
- On the two-stage problem of linear stochastic programming with quantile criterion and discrete distribution of the random parameters
- Duality and optimality in multistage stochastic programming
- Duality in stochastic linear and dynamic programming
Numerical mathematical programming methods (65K05) Linear programming (90C05) Stochastic programming (90C15)
Cited In (6)
- Extremum conditions for a multistep stochastic programming problem with smooth constraints
- Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
- Duality relations and optimality conditions in linear stochastic programming
- A finite-dimensional approach to infinite-dimensional constraints in stochastic programming duality
- Optimality conditions for two-stage stochastic second-order cone programming problems with discrete distribution
- Title not available (Why is that?)
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 Q3777804)
