Aggregation bounds in stochastic linear programming
- 1 January 1985
- journal article
- Published by Springer Nature in Mathematical Programming
- Vol. 31 (1), 25-41
- https://doi.org/10.1007/bf02591859
Abstract
No abstract availableThis publication has 10 references indexed in Scilit:
- Approximations and error bounds in stochastic programmingPublished by Institute of Mathematical Statistics ,1984
- Technical Note—Improved Bounds for Aggregated Linear ProgramsOperations Research, 1980
- Bounds for Row-Aggregation in Linear ProgrammingOperations Research, 1980
- Bounds on the Effect of Aggregating Variables in Linear ProgramsOperations Research, 1980
- Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic ProgrammingOperations Research, 1977
- Nonanticipativity and L 1-martingales in stochastic optimization problemsPublished by Springer Nature ,1976
- Duality for Stochastic Programming Interpreted as L. P. in $L_p $-SpaceSIAM Journal on Applied Mathematics, 1975
- Approximations to stochastic programs with complete fixed recourseNumerische Mathematik, 1974
- Inequalities for Stochastic Linear Programming ProblemsManagement Science, 1960
- Linear Programming under UncertaintyManagement Science, 1955