A stochastic programming process model for investment planning
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Publication:579135
DOI10.1016/0305-0548(87)90047-5zbMath0624.90079OpenAlexW2061711068MaRDI QIDQ579135
Publication date: 1987
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0305-0548(87)90047-5
Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Stochastic programming (90C15) Production models (90B30)
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Cites Work
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- Analysis of a class of proxy problems
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- Stability in stochastic programming with recourse-estimated parameters
- The Simplex Method for Quadratic Programming
- Short Term Financial Planning under Uncertainty
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- Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
- Technical Note—Minimax Procedure for a Class of Linear Programs under Uncertainty
- A Stochastic Programming Model
- Approximation Formulas for Stochastic Linear Programming
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