Stochastic Linear Programming

by Peter Kall

0. Prerequisites -- 1. Linear Programming. -- 2. Nonlinear Programming -- 3. Measure Theory and Probability Theory -- I. Introduction -- II. Distribution Problems -- 1. The General Case -- 2. Special Problems -- III. Two Stage Problems -- 1. The General Case -- 2. The Fixed Recourse Case -- 3. Complete Fixed Recourse -- 4. Simple Recourse -- 5. Computational Remarks -- 6. Another Approach to Two Stage Programming -- IV. Chance Constrained Programming -- 1. Convexity Statements -- 2. Relationship between Chance Constrained Programs and Two Stage Problems -- References.

Year of publication:	1976
Authors:	Kall, Peter
Publisher:	Berlin : Springer
Subject:	Mathematische Optimierung \| Mathematical programming \| Theorie \| Theory

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