DISCRETE STOCHASTIC PROGRAMMING

被引:97
作者
COCKS, KD
机构
[1] CSIRO,CANBERRA,AUSTRALIA
[2] UNIV CALIF DAVIS,DAVIS,CA
关键词
D O I
10.1287/mnsc.15.1.72
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
引用
收藏
页码:72 / 79
页数:8
相关论文
共 8 条
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[2]  
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[3]  
DANTZIG GB, 1961, 4TH P BERK S MATH ST, V1, P165
[4]  
Markowitz H., 1971, PORTFOLIO SELECTION
[5]  
RADNER R, 1955, 2ND P S LIN PROGR, P381
[6]   A NOTE ON STOCHASTIC LINEAR-PROGRAMMING [J].
TINTNER, G .
ECONOMETRICA, 1960, 28 (02) :490-495
[7]  
TINTNER G, 1955, 2ND P S LIN PROGR, P197
[8]  
VANMOESEKE P, 1964, UNTERNEHMUNGS FORSCH, V8, P73