The value of the stochastic solution in stochastic linear programs with fixed recourse

Mathematical Programming

Volumn 24, Issue 1, 1982, Pages 314-325

  Birge, John R ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Expected Value of Perfect Information; Linear Programming; Stochastic Programming

Indexed keywords

STOCHASTIC PROGRAMMING;

MATHEMATICAL PROGRAMMING, LINEAR;

EID: 0020301982     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/BF01585113     Document Type: Article

References (10)

1. The value of information and stochastic programming
2. On minimizing a convex function subject to linear inequalities
3. Linear programming under uncertainty
4. Upper bounds, secondary constraints, and block triangularity in linear programming
5. Stochastic programming without recourse: a modification from an applications viewpoint
6. Sharp bounds on the value of perfect information
7. Inequalities for stochastic linear programming problems
8. Stochastic programs and recourse
9. Stochastic programs with fixed recourse: the equivalent deterministic program