Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
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- A New Model for Stochastic Linear Programming
- A Note on Certainty Equivalence in Dynamic Planning
- A Review of Stochastic Linear Programming
- A Stochastic Programming Model
- A Stochastic Transportation Problem
- A Stochastic, Multistage, Multiproduct Investment Model
- A THEORY ON RATIONAL BEHAVIOUR UNDER UNCERTAINTY
- A duality theorem for non-linear programming
- A method of solution for quadratic programs
- A multi-dimensional stochastic process for the explanation of economic development
- A nonlinear extension of the simplex method
- A property of convex piecewise linear functions with applications to mathematical programming
- A solution to the transportation problem with nonlinear costs
- A system reliability approach to linear programming
- A weak duality theorem for stochastic linear programming
- Admissible Decision Rules for the E-Model of Chance-Constrained Programming
- Algorithms for frames and lineality spaces of cones
- Allocation under uncertainty when the demand has continuous d. f
- An application of sensitivity analysis to a linear programming problem
- An existence theorem for optimal stochastic programming
- Approximation Formulas for Stochastic Linear Programming
- Base duality theorem for stochastic and parametric linear programming
- Binding Constraint Procedures of Quadratic Programming
- Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
- Chance Constraints and Normal Deviates
- Chance-Constrained Games with Partially Controllable Strategies
- Chance-Constrained Generalized Networks
- Chance-Constrained Linear Programming with Chi-Square Type Deviates
- Chance-Constrained Programming with 0-1 or Bounded Continuous Decision Variables
- Chance-constrained programming
- Constrained Generalized Medians and Hypermedians as Deterministic Equivalents for Two-Stage Linear Programs under Uncertainty
- Continuity of Some Convex-Cone-Valued Mappings
- Convex programming by tangential approximation
- Critical Path Analyses Via Chance Constrained and Stochastic Programming
- DUALITY, HAAR PROGRAMS, AND FINITE SEQUENCE SPACES
- Das zweistufige Problem der stochastischen linearen Programmierung
- Decision and Horizon Rules for Stochastic Planning Problems: A Linear Example
- Demon Mark II: Extremal Equations Solution & Approximation
- Demon: Decision Mapping Via Optimum Go-No Networks—A Model for Marketing New Products
- Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
- Deterministic Solutions for a Class of Chance-Constrained Programming Problems
- Distributions of Solutions of a Set of Linear Equations (with an Application to Linear Programming)
- Dual Programs [Letter to the Editor]
- Dual variables in two-stage linear programming under uncertainty
- Duality in Homogeneous Programming
- Duality in quadratic programming
- Dynamic Inventory Models and Stochastic Programming
- Dynamic Programming Under Uncertainty with a Quadratic Criterion Function
- ERRORS AND STOCHASTIC VARIATIONS IN LINEAR PROGRAMMING
- Equivalence in nonlinear programming
- Inequalities for Stochastic Nonlinear Programming Problems
- Inequalities for stochastic linear programming problems
- Jensen’s inequality
- Letter to the Editor—On Stochastic Linear Approximation Problems
- Linear programming and sequential decisions
- Linear programming under uncertainty
- New Methods in Mathematical Programming—Methods of Solution of Linear Programs Under Uncertainty
- New Methods in Mathematical Programming—Some Simplex-Like Nonlinear Programming Procedures
- Non-Linear Programming with Randomization
- Nonlinear Programming by the Simplex Method
- Nonlinear programming -- a survey
- Nonlinear programming problems with stochastic objective functions
- Notes on quadratic programming: The Kuhn-Tucker and Theil-Van de Panne conditions, degeneracy, and equality constraints
- On Programming under Uncertainty
- On Stochastic Linear Programming
- On a problem of convexity and its applications to nonlinear stochastic programming
- On some theorems of stochastic linear programming with applications
- On stochastic linear inequalities
- On stochastic linear programming distribution problems, stochastic technology matrix
- On stochastic linear programming. The Laplace transform to the distribution of the optimum and applications
- On stochastic programming. I: Static linear programming under risk
- On the Probability Distribution of the Optimum of a Random Linear Program
- On the monotonicity of the gradient of a convex function
- On the status of multistage linear programming problems
- On the stochastic maximum principle. Fixed time of control
- On trivial and binding constraints in programming problems
- Optimal Control Problems in Banach Spaces
- Optimal Strategy Decisions for Dynamic Linear Decision Rules in Feedback Form
- Primal- und Dual-Algorithmen zur Optimierung von Markov-Prozessen
- Proceedings of the Princeton Symposium on Mathematical Programming
- Programming under Uncertainty and Stochastic Optimal Control
- Programming under uncertainty: The complete problem
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- Quasi-Concave Programming
- Recent Developments in Nonlinear Programming
- Recent advances in linear programming
- Safety-First Rules under Chance-Constrained Linear Programming
- Solution theorems in probabilistic programming: A linear programming approach
- Some Special P-Models in Chance-Constrained Programming
- Some Stochastic Properties of a Compound-Renewal Damage Model
- Some problems and models for time‐phased transport requirements. Chance constrained programs with normal deviates and linear decision rules
- Statistical Programming
- Statistical decision analysis of stochastic linear programming problems
- Stochastic Linear Programming with Chance Constraints
- Stochastic Programs with Recourse
- Stochastic non-linear programming
- Stochastic scheduling by the horizon method
- Supports of a convex function
- Surrogates for Uncertain Decision Problems: Minimal Information for Decision Making
- Symmetric dual nonlinear programs
- Systems of Linear Equations with Coefficients Subject to Error
- The Capacity Method of Quadratic Programming
- The Cutting-Plane Method for Solving Convex Programs
- The Gradient Projection Method for Nonlinear Programming. Part II. Nonlinear Constraints
- The Introduction of Risk into a Programming Model
- The Simplex Method for Quadratic Programming
- The Stability of Truncated Solutions of Stochastic Linear Programming
- The Transportation Problem with Stochastic Demand
- The Value of Information and Stochastic Programming
- The allocation of aircraft to routes -- an example of linear programming under uncertain demand
- The application of linear programming to team decision problems
- The theory of search: optimum distribution of search effort
- Two-Stage Programming under Uncertainty with Discrete Distribution Function
- �ber eine Anwendung endlicher Markov-Ketten in der linearen und nichtlinearen Programmierung
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