| Title:
|
Multistage stochastic programs: The state-of-the-art and selected bibliography (English) |
| Author:
|
Dupačová, Jitka |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
31 |
| Issue:
|
2 |
| Year:
|
1995 |
| Pages:
|
151-174 |
| . |
| Category:
|
math |
| . |
| MSC:
|
90-02 |
| MSC:
|
90C15 |
| idZBL:
|
Zbl 0860.90093 |
| idMR:
|
MR1334507 |
| . |
| Date available:
|
2009-09-24T18:54:14Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124424 |
| . |
| Reference:
|
[B-W] J. R. Birge, R. J.-B. Wets (eds.): Stochastic Programming.Annals of Oper. Res. 30 and Si (1991). |
| Reference:
|
[D] M.A.H. Dempster (ed.): Stochastic Programming.Academic Press, London 1980. Zbl 0484.90076, MR 0592594 |
| Reference:
|
[E-W] Yu. Ermoliev, R. J.-B. Wets (eds.): Numerical Techniques for Stochastic Optimization Problems.Springer, Berlin 1988. MR 0957304 |
| Reference:
|
[K-P] P. Kali, A. Prekopa (eds.): Recent Results in Stochastic Programming.Lecture Notes in Econom. and Math. Systems 179, Springer, Berlin 1980. MR 0585128 |
| Reference:
|
[P-W] A. Prekopa, R. J.-B. Wets (eds.): Stochastic Programming 84.Math. Programming Study 27 and 28. North-Holland, Amsterdam 1986. Zbl 0583.00042 |
| Reference:
|
[R1] E. Beale: On minimizing a convex function subject to linear inequalities.J. Roy. Statist. Soc. Ser. B 17 (1955), 173-184. Zbl 0068.13701, MR 0089101 |
| Reference:
|
[R2] A. Charnes, W. W. Cooper: Chance-constrained programming.Management Sci. 5 (1959), 73-79. Zbl 0995.90600, MR 0148478 |
| Reference:
|
[R3] G. B. Dantzig: Linear programming under uncertainty.Management Sci. 1 (1955), 197-206. Zbl 0995.90589, MR 0075511 |
| Reference:
|
[R4] J. Dupačová: Stochastic programming with incomplete information: A survey of results on postoptimization and sensitivity analysis.Optimization 18 (1987), 507- 532. MR 0909659 |
| Reference:
|
[R5] J. Dupačová: Stability and sensitivity analysis for stochastic programming.Annals of Oper. Res. 27 (1990), 115-142. MR 1088990 |
| Reference:
|
[R6] J. Dupačová: Applications of stochastic programming under incomplete information.To appear in J. Comput. Appl. Math. 56 (1995), 1-2. MR 1338639 |
| Reference:
|
[R7] P. Kail: Stochastic Linear Programming.Springer, Berlin 1976. MR 0446504 |
| Reference:
|
[R8] A. Prekopa: Logarithmic concave measures with application to stochastic programming.Acta Sci. Math. 32 (1971), 301-316. Zbl 0235.90044, MR 0315079 |
| Reference:
|
[R9] R. T. Rockafellar, R. J.-B. Wets: Stochastic convex programming: Kuhn-Tucker conditions.J. Math. Econom. 2 (1975), 349-370. Zbl 0343.90039, MR 0398513 |
| Reference:
|
[R10] R. T. Rockafellar, R. J.-B. Wets: Stochastic convex programming: Singular multipliers and extended duality.Pacific J. Math. 62 (1976), 507-522. Zbl 0346.90057, MR 0489880 |
| Reference:
|
[R11] R. T. Rockafellar, R. J.-B. Wets: Stochastic convex programming: Basic duality.Pacific J. Math. 62 (1976), 173-195. Zbl 0339.90048, MR 0416582 |
| Reference:
|
[R12] R.T. Rockafellar, R. J.-B. Wets: Stochastic convex programming: Relatively complete recourse and induced feasibility.SIAM J. Control Optim. 14 (1976), 574-589. Zbl 0346.90058, MR 0408823 |
| Reference:
|
[R13] G. Tintner: Stochastic linear programming with applications to agricultural economics.In: Proc. of the 2nd Symp. in Linear Programming, Washington 1955, pp. 197-207. MR 0075515 |
| Reference:
|
[R14] R. Van Slyke, R. J.-B. Wets: L-shaped linear programs with application to optimal control and stochastic linear programs.SIAM J. Appl. Math. 17 (1969), 638-663. MR 0253741 |
| Reference:
|
[R15] S. W. Wallace, R. J.-B. Wets: Preprocessing in stochastic programming: The case of linear programs.ORSA J. on Computing 4 (1992), 45-59. Zbl 0760.90074, MR 1179808 |
| Reference:
|
[R16] D. W. Walkup, R. J.-B. Wets: Stochastic programs with recourse.SIAM J. Appl. Math. 75 (1967), 1299-1314. Zbl 0203.21806, MR 0233589 |
| Reference:
|
[R17] R. J.-B. Wets: Stochastic programs with fixed recourse: The equivalent deterministic program.SIAM Rev, 16 (1974), 309-339. Zbl 0311.90056, MR 0368764 |
| Reference:
|
[R18] R. J.-B. Wets: Stochastic programming: Solution techniques and approximation schemes.In: Mathematical Programming - The State of the Art Bonn 1982 (J. Bachem et al., eds.), Springer, Berlin 1983, pp. 566-603. MR 0717415 |
| . |
