A first order approach to a class of multi-time-period stochastic programming problems-Reference-Cited by-同舟云学术

A first order approach to a class of multi-time-period stochastic programming problems

Published:1986 Issue: Volume: Page:103-117
ISSN:0303-3929
Container-title:Mathematical Programming Studies
language:
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Author:

Beale E. M. L.,Dantzig G. B.,Watson R. D.

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/BFb0121115.pdf

Reference5 articles.

1. R.W. Ashford, ”Multi-time-period stochastic programming for medium term production planning“, Ph.D. Thesis, The School of Industrial and Busines Studies, University of Warwick (Coventry England, 1982).

2. E.M.L. Beale, J.J.H. Forrest and C.J. Taylor, ”Multi-time-period stochastic programming“, in: M.A.H. Dempster, ed., Stochastic Programming (Academic Press, London, 1980) pp. 387–402.

3. G.B. Dantzig, ”Linear programming under uncertainty“, Management Science 1 (1955) 197–206.

4. A. Prékopa and T. Szantai, ”A new multivariate gamma distribution and its fitting to empirical streamflow data“, Journal of Water Resources 14 (1978) 19–25.

5. MSc Project Report;R.D. Watson,1983

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