Admissible Decision Rules for the E-Model of Chance-Constrained Programming

DOI10.1287/MNSC.17.5.337MaRDI QIDQ5659344zbMATH OpenOpenAlexFDO

Authors Mark J. Eisner, Robert Kaplan, John V. Soden

Publication date 1971

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.17.5.337

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cited in

(4)

• Measures as Lagrange multipliers in multistage stochastic programming
• Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
• An acceptance region theory for chance-constrained programming
• On decision rules in stochastic programming

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