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A NOTE ON STOCHASTIC PROGRAMMING IN A DEVELOPMENT PLAN-REPLY

✍ Scribed by Gerhard Tintner; Salwa Ali S. Ferghali


Book ID
118712772
Publisher
John Wiley and Sons
Year
1973
Tongue
English
Weight
130 KB
Volume
26
Category
Article
ISSN
0023-5962

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πŸ“œ SIMILAR VOLUMES


A note on decision rules for stochastic
✍ David W. Walkup; Roger J.-B. Wets πŸ“‚ Article πŸ“… 1968 πŸ› Elsevier Science 🌐 English βš– 341 KB

In this note it will be shown that, in a sense to be made precise, a two-stage stochastic program with recourse with right-hand sides random (i.e., a two-stage programming under uncertainty problem) has optimal decision rules which are continuous and piecewise linear. The proof relies on a basic pro