On the stability of solutions under error in stochastic linear programming
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DOI: 10.1007/BF02614170
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References listed on IDEAS
- A. Charnes & W. W. Cooper, 1959. "Chance-Constrained Programming," Management Science, INFORMS, vol. 6(1), pages 73-79, October.
- Thomas L. Saaty, 1959. "Coefficient Perturbation of a Constrained Extremum," Operations Research, INFORMS, vol. 7(3), pages 294-302, June.
- J. E. Kelley, 1959. "Parametric Programming and the Primal-Dual Algorithm," Operations Research, INFORMS, vol. 7(3), pages 327-334, June.
- J. K. Sengupta & G. Tintner & C. Millham, 1963. "On Some Theorems of Stochastic Linear Programming with Applications," Management Science, INFORMS, vol. 10(1), pages 143-159, October.
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- J. Sengupta, 1966. "Recursive constraints and stochastic linear programming," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 10(1), pages 6-12, December.
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