Stochastic Programs with Incomplete Information

DOI10.1287/OPRE.24.2.336MaRDI QIDQ4117593zbMATH OpenOpenAlexFDO

Authors Aharon Ben-Tal, Eithan Hochman

Publication date 1976

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.24.2.336

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Stochastic programming (90C15) Nonlinear programming (90C30)

Cited in

(11)

• A numerical method for solving stochastic programming problems with moment constraints on a distribution function
• An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
• Tight tail probability bounds for distribution-free decision making
• Una clase de problemas de decision bajo incertidumbre parcial
• Problemas de decision en incertidumbre parcial bajo hipotesis de monotonias
• A Saddle Point of aD Inventory Problem
• The value of side information in network flow optimization
• Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs
• Robust knapsack ordering for a partially-informed newsvendor with budget constraint
• Newsvendor problem with discrete demand and constrained first moment under ambiguity
• Data-driven distributionally robust newsvendor models with censored demand

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