A Method for the Solution of the Distribution Problem of Stochastic Linear Programming

DOI10.1137/0126020zbMATH Open0291.90045OpenAlexW2030232685MaRDI QIDQ4042837FDOQ4042837

Authors: James B. Ewbank, Bob L. Foote, Hillel Kumin 

Publication date: 1974

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11244/3245

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cited In (4)

• Least squares approximation to the distribution of project completion times with Gaussian uncertainty
• Global sensitivity analysis via a statistical tolerance approach
• Limit laws for empirical optimal solutions in random linear programs
• Monte Carlo simulation for analysis of the optimum value distribution in stochastic mathematical programs

This page was built for publication: A Method for the Solution of the Distribution Problem of Stochastic Linear Programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4042837)