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Reliability type inventory models based on stochastic programming
2 references·4 citing·21 second hop
Reliability type inventory models based on stochastic programming (1978)Reliability type inventory models based o…Contributions to the theory of stochastic programming (1973)Contributions to the theory o…Chance Constrained Programming with Joint Constraints (1965)Chance Constrained Programmin…Multivariate value at risk and related topics (2010)Multivariate value at risk an…On the Hungarian inventory control model (2005)On the Hungarian inventory co…Numerical Solution of Probabilistic Constrained Programming Problems (1988)Numerical Solution of Probabi…On the safety stock problem for random delivery processes (1984)On the safety stock problem f…Optimal Inventory Policy (1951)Analysis of Inventory Systems. (1964)Stochastic Programming (1995)Optimization of conditional value-at-risk (2000)Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk (2000)On multivariate extensions of Conditional-Tail-Expectation (2014)Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints (2015)Multi-objective probabilistically constrained programs with variable risk: Models for multi-portfolio financial optimization (2016)Linear Programming under Uncertainty (1955)Inequalities (1961)Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution (1990)Probabilistic Programming (2003)Linear Programming Under Uncertainty (2004)On mixing sets arising in chance-constrained programming (2010)Chance-Constrained Programming (1959)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Nonlinear and Dynamic Programming (1966)Optimization with Stochastic Dominance Constraints (2003)Stochastic Programming Models (2003)A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)Stochastic Programming (1998)
this work references cited by second hop

References

  • 1965Chance Constrained Programming with Joint Constraints456 cited
  • 1973Contributions to the theory of stochastic programming189 cited

Cited by

  • 2010Multivariate value at risk and related topics51 cited
  • 1988Numerical Solution of Probabilistic Constrained Programming Problems34 cited
  • 2005On the Hungarian inventory control model14 cited
  • 1984On the safety stock problem for random delivery processes13 cited

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