On Stochastic Linear Programming

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Previous article Next article On Stochastic Linear ProgrammingA. C. WilliamsA. C. Williamshttps://doi.org/10.1137/0113060PDFPDF PLUSBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] G. Dantzig and , A. Madansky, J. Neyman, On the solution of two stage linear programs under uncertainty, Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability, University of California Press, Berkeley, 1961, 165–176 0104.14401 Google Scholar[2] Salah E. Elmaghraby, An approach to linear programming under uncertainty, Operations Res., 7 (1959), 208–216 MR0102440 CrossrefISIGoogle Scholar[3] Salah E. Elmaghraby, Allocation under uncertainty when the demand has continuous d.f, Management. Sci., 6 (1960), 270–294 MR0122579 0995.90580 CrossrefISIGoogle Scholar[4] Fred Hanssmann, Operations research in production and inventory control, John Wiley and Sons, Inc., New York-London, 1962xii+254 MR0135993 0115.38203 Google Scholar[5] Samuel Karlin, Mathematical methods and theory in games, programming and economics. Vol. I: Matrix games, programming, and mathematical economics. Vol. II: The theory of infinite games, Addison-Wesley Publishing Co., Inc., Reading, Mass.-London, 1959Vol. I, x+433 pp. Vol. II, xi+386 MR0111634 Google Scholar[6] Tjalling C. Koopmans, T. C. Koopmans, Analysis of production as an efficient combination of activitiesActivity Analysis of Production and Allocation, Cowles Commission Monograph No. 13, John Wiley & Sons Inc., New York, N. Y., 1951, 33–97 MR0046017 0045.09506 Google Scholar[7] A. Madansky, Methods of solution of linear programs under uncertainty, Operations Res., 10 (1962), 463–471 MR0149961 0108.33402 CrossrefISIGoogle Scholar[8] A. Madansky, R. L. Graves and , P. Wolfe, Linear programming under uncertaintyRecent Advances in Mathematical Programming, McGraw-Hill, New York, 1963, 103–110 0226.90035 Google Scholar[9] Paul A. Samuelson, T. C. Koopmans, Abstract of a theorem concerning substitutability in open Leontief modelsActivity Analysis of Production and Allocation, Cowles Commission Monograph No. 13, John Wiley & Sons Inc., New York, N. Y., 1951, 142–146 MR0042671 0045.09604 Google Scholar[10] A. C. Williams, A stochastic transportation problem, Operations Res., 11 (1963), 759–770 MR0159703 0132.13902 CrossrefISIGoogle Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails Multistage Stochastic Programming with Recourse: The Equivalent Deterministic ProblemSIAM Journal on Control and Optimization, Vol. 14, No. 3 | 18 July 2006AbstractPDF (2106 KB)Duality for Stochastic Programming Interpreted as L. P. in $L_p $-SpaceMark J. Eisner and Paul OlsenSIAM Journal on Applied Mathematics, Vol. 28, No. 4 | 12 July 2006AbstractPDF (1304 KB)Stochastic Programs with Fixed Recourse: The Equivalent Deterministic ProgramSIAM Review, Vol. 16, No. 3 | 18 July 2006AbstractPDF (3839 KB)Equivalent Stochastic Linear ProgramsShailendra C. ParikhSIAM Journal on Applied Mathematics, Vol. 18, No. 1 | 31 July 2006AbstractPDF (376 KB)Stochastic Programs with RecourseDavid W. Walkup and Roger J.-B. WetsSIAM Journal on Applied Mathematics, Vol. 15, No. 5 | 13 July 2006AbstractPDF (1621 KB)Errata: On Stochastic Linear ProgrammingA. C. WilliamsSIAM Journal on Applied Mathematics, Vol. 15, No. 1 | 13 July 2006PDF (42 KB)Approximation Formulas for Stochastic Linear ProgrammingA. C. WilliamsSIAM Journal on Applied Mathematics, Vol. 14, No. 4 | 3 August 2006AbstractPDF (883 KB)Programming under Uncertainty and Stochastic Optimal ControlSIAM Journal on Control, Vol. 4, No. 1 | 18 July 2006AbstractPDF (1247 KB) Volume 13, Issue 4| 1965Journal of the Society for Industrial and Applied Mathematics913-1107 History Submitted:23 March 1964Accepted:28 January 1965Published online:13 July 2006 InformationCopyright © 1965 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/0113060Article page range:pp. 927-940ISSN (print):0368-4245ISSN (online):2168-3484Publisher:Society for Industrial and Applied Mathematics

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