Probabilistic linear programming problems with exponential random variables: A technical note
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- Stancu-Minasian, I. M. & Wets, M. J., 1976. "A research bibliography in stochastic programming, 1955-1975," LIDAM Reprints CORE 277, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- A. Charnes & W. W. Cooper, 1959. "Chance-Constrained Programming," Management Science, INFORMS, vol. 6(1), pages 73-79, October.
- A. Charnes & W. W. Cooper, 1963. "Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints," Operations Research, INFORMS, vol. 11(1), pages 18-39, February.
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Cited by:
- Avik Pradhan & M. P. Biswal, 2017. "Multi-choice probabilistic linear programming problem," OPSEARCH, Springer;Operational Research Society of India, vol. 54(1), pages 122-142, March.
- D. K. Mohanty & Avik Pradhan & M. P. Biswal, 2020. "Chance constrained programming with some non-normal continuous random variables," OPSEARCH, Springer;Operational Research Society of India, vol. 57(4), pages 1281-1298, December.
- Charles, V. & Udhayakumar, A. & Rhymend Uthariaraj, V., 2010. "An approach to find redundant objective function(s) and redundant constraint(s) in multi-objective nonlinear stochastic fractional programming problems," European Journal of Operational Research, Elsevier, vol. 201(2), pages 390-398, March.
- Gray, Emily & Ancev, Tihomir & Drynan, Ross, 2011. "Coexistence of GM and non-GM crops with endogenously determined separation," Ecological Economics, Elsevier, vol. 70(12), pages 2486-2493.
- Banerjee, Anurag & Hung, Chi-Hsiou, 2011. "Informed momentum trading versus uninformed "naive" investors strategies," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3077-3089, November.
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