Approximation Formulas for Stochastic Linear Programming

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Previous article Next article Approximation Formulas for Stochastic Linear ProgrammingA. C. WilliamsA. C. Williamshttps://doi.org/10.1137/0114055PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] George B. Dantzig, P. Suppes, General convex objective formsMathematical methods in the social sciences, Stanford Univ. Press, Stanford, Calif., 1960, 151–158 MR0151318 (27:1304) 0099.36404 Google Scholar[2] George B. Dantzig, Linear programming under uncertainty, Management Sci., 1 (1955), 197–206 MR0075511 (17,759e) 0995.90589 CrossrefISIGoogle Scholar[3] Albert Madansky, Inequalities for stochastic linear programming problems, Management Sci., 6 (1959/1960), 197–204 MR0110581 (22:1457) 0995.90601 CrossrefISIGoogle Scholar[4] A. C. Williams, On stochastic linear programming, J. Soc. Indust. Appl. Math., 13 (1965), 927–940 10.1137/0113060 MR0209000 (34:8808) 0139.13302 LinkISIGoogle Scholar[5] A. C. Williams, A stochastic transportation problem, Operations Res., 11 (1963), 759–770 MR0159703 (28:2920) 0132.13902 CrossrefISIGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Financing of Productive Investments: A Model with Coordinated Scenarios14 July 2015 Cross Ref Bibliography Cross Ref A statistical generalized programming algorithm for stochastic optimization problemsAnnals of Operations Research, Vol. 58, No. 5 Cross Ref Nonlinear Programming Techniques Applied to Stochastic Programs with Recourse Cross Ref A stochastic programming process model for investment planningComputers & Operations Research, Vol. 14, No. 6 Cross Ref Algorithms based upon generalized linear programming for stochastic programs with recourse30 September 2005 Cross Ref Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse26 February 2009 Cross Ref Algorithms for stochastic programs: The case of nonstochastic tenders26 February 2009 Cross Ref Stochastic Programming: Solution Techniques and Approximation Schemes Cross Ref Solving stochastic programs with simple recourse28 November 2010 | Stochastics, Vol. 10, No. 3-4 Cross Ref Transportation problems with aggregated destinations when demands are uncertainNaval Research Logistics Quarterly, Vol. 29, No. 2 Cross Ref A model-switching criterion for a class of stochastic linear programsApplied Mathematical Modelling, Vol. 5, No. 5 Cross Ref STOCHASTIC LINEAR PROGRAMMING WITH RECOURSE: A TUTORIALDecision Sciences, Vol. 11, No. 1 Cross Ref Convex/stochastic programming and multilocation inventory problemsNaval Research Logistics Quarterly, Vol. 26, No. 1 Cross Ref A Minimax Procedure for a Class of Stochastic Programs Cross Ref A Probabilistic Assortment Problem25 May 2016 | INFOR: Information Systems and Operational Research, Vol. 15, No. 2 Cross Ref On a stochastic program with simple recourseJournal of Mathematical Analysis and Applications, Vol. 58, No. 3 Cross Ref Programme stochastique pour les plans hommes-machines à moyen terme29 March 2011 | Revue française d'automatique, informatique, recherche opérationnelle. Recherche opérationnelle, Vol. 8, No. V1 Cross Ref Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)Trabajos de estadistica y de investigacion operativa, Vol. 23, No. 1-2 Cross Ref REFERENCES Cross Ref Equivalent Stochastic Linear ProgramsShailendra C. Parikh31 July 2006 | SIAM Journal on Applied Mathematics, Vol. 18, No. 1AbstractPDF (376 KB)Der gegenwärtige Stand der stochastischen ProgrammierungUnternehmensforschung Operations Research - Recherche Opérationnelle, Vol. 12, No. 1 Cross Ref Volume 14, Issue 4| 1966SIAM Journal on Applied Mathematics History Submitted:09 April 1965Published online:03 August 2006 InformationCopyright © 1966 © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/0114055Article page range:pp. 668-677ISSN (print):0036-1399ISSN (online):1095-712XPublisher:Society for Industrial and Applied Mathematics

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