Selecting an optimal solution in stochastic linear programming

DOI10.1080/00207728008966994MaRDI QIDQ3859564zbMATH OpenOpenAlexFDO

Authors J. K. Sengupta

Publication date 1980

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728008966994

zbMATH Keywords

Aitken estimatordecision makinggame against naturegame theoryNash solutionsparameter estimationproduction functionstochastic programmingtheory of the firm

Mathematics Subject Classification ID

Operations research and management science (90B99) Linear programming (90C05) Stochastic programming (90C15) Applications of mathematical programming (90C90) Other game-theoretic models (91A40) Decision theory (91B06) Production theory, theory of the firm (91B38)

Cited in

(2)

• Efficiency measurement in stochastic input-output systems†
• Optimal portfolio choice in the singular case

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