Restricted Bayes Strategies for Programs with Simple Recourse

DOI10.1287/OPRE.28.3.777MaRDI QIDQ3898341zbMATH OpenOpenAlexFDO

Authors Radu Theodorescu, Raymond Nadeau

Publication date 1980

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.28.3.777

zbMATH Keywords

manpower planninguncertainty measuregame-theoretical approachlinear stochastic programspartial information of joint probability distributionprograms with simple recourserestricted Bayes strategies

Mathematics Subject Classification ID

Stochastic programming (90C15) Other game-theoretic models (91A40)

Cited in

(3)

• The minimax approach to stochastic programming and an illustrative application
• Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
• Restricted Bayes strategies for convex stochastic programs

This page was built for publication: Restricted Bayes Strategies for Programs with Simple Recourse

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3898341)