On Solving Stochastic Linear Programming Problems-Reference-Cited by-同舟云学术

On Solving Stochastic Linear Programming Problems

Published:1998 Issue: Volume: Page:329-344
ISSN:0075-8442
Container-title:Stochastic Programming Methods and Technical Applications
language:
Short-container-title:

Author:

Kall P.,Mayer J.

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/978-3-642-45767-8_20.pdf

Reference34 articles.

1. J. R. Birge, M. A. H. Dempster, H. Gassmann, E. Gunn, A. J. King, and S. W. Wallace. A standard input format for multiperiod stochastic linear programs. Working Paper WP-87–118, IIASA, 1987.

2. A. Brooke, D. Kendrick, and A. Meeraus. GAMS. A User’s Guide, Release 2.25. Boyd and Fraser/The Scientific Press, Danvers, MA, 1992.

3. Y. Ermoliev. Stochastic quasigradient methods and their application to systems optimization. Stochastics, 9: 1–36, 1983.

4. K. Frauendorfer. Solving SLP recourse problems with arbitrary multivariate distributions - the dependent case. Mathematics of Operations Research, 13: 377–394, 1988.

5. K. Frauendorfer and P. Kall. A solution method for SLP recourse problems with arbitrary multivariate distributions — the independent case. Problems of Control and Information Theory, 17: 177–205, 1988.

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Hard Deterministic Particle Swarm Optimisation for Certain Result Solution;2021 International Conference on Electronics, Information, and Communication (ICEIC);2021-01-31

2. Topology Optimization of Trusses under Stochastic Uncertainty;ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik;2001

3. Optimal Design of Frames by Using Stochastic Linear Programming Techniques;ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik;2000

4. On the Numerical Solution of Jointly Chance Constrained Problems;Nonconvex Optimization and Its Applications;2000

5. Optimal Design of Trusses by Using Stochastic Linear Programming Techniques;ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik;1999