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

DOI10.1287/MNSC.17.5.337zbMATH Open0246.90034OpenAlexW2093239315MaRDI QIDQ5659344FDOQ5659344

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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