Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution-Reference-Cited by-同舟云学术

Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution

Published:1990-11 Issue:6 Volume:34 Page:441-461
ISSN:0340-9422
Container-title:ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research
language:en
Short-container-title:ZOR - Methods and Models of Operations Research

Author:

Pr�kopa A.

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Mathematics,Software

Link

http://link.springer.com/content/pdf/10.1007/BF01421551.pdf

Reference9 articles.

1. E.M.L. Beale (1955) On Minimizing a Convex Function Subject to Linear Inequalities, Journal of the Royal Statistical Society Ser. B. 17, 173?184

2. R.G. Bland (1977) New Finite Pivoting Rules for the Simplex Method, Mathematics of Operations Research 2, 103?107

3. A. Charnes, W.W. Cooper and G.H. Symonds (1985) Cost Horizons and Certainty Equivalents: An Approach to Stochastic Programming of Heating Oil Production, Management Science 4, 236?263

4. G.B. Dantzig (1955) Linear Programming under Uncertainty, Management Science 1, 197?206

5. C.E. Lemke (1954) The Dual Method for Solving the Linear Programming Problem, Naval Research Logistic Quarterly 1, 36?47.

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