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Applications of stochastic programming under incomplete information

  • Published:1994-12 Issue:1-2 Volume:56 Page:113-125
  • ISSN:0377-0427
  • Container-title:Journal of Computational and Applied Mathematics
  • language:en
  • Short-container-title:Journal of Computational and Applied Mathematics

Author:

Dupačová Jitka

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference39 articles.

1. A stochastic programming process model for investment planning;Anandalingam;Comput. Oper. Res.,1987

2. Computational experience in sensitivity analysis for nonlinear programming;Armacost;Math. Programming,1974

3. Sensitivity analysis for mean-variance portfolio problems;Best;Management Sci.,1991

4. Managing a bank bond portfolio over time;Bradley,1980

5. Capital budgeting under qualitative data information;Bühler,1981

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1. Computation of Some Stochastic Transportation Problems Using Essen Inequality;International Journal of Applied and Computational Mathematics;2021-11-17

2. Robust generalized Merton-type financial portfolio models with generalized utility;Annals of Operations Research;2021-03-31

3. The newsvendor problem with advertising: an overview with extensions;Review of Managerial Science;2016-07-14

4. Barycentric Bounds in Stochastic Programming: Theory and Application;International Series in Operations Research & Management Science;2010

5. Generalized Bounds for Convex Multistage Stochastic Programs;Lecture Notes in Economics and Mathematical Systems;2005
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