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Stochastic linear programs with random data having stable distributions

  • Nonlinear And Stochastic Programming
  • Conference paper
  • First Online:
Optimization Techniques

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 7))

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References

  1. Feller, W.: An Introduction to Probability Theory and its Applications, Volume II. New York-London-Sydney: Wiley 1966

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  4. Marti, K.: Approximationen der Entscheidungsprobleme mit linearer Ergebnisfunktion und positiv homogener, subadditiver Verlustfunktion. Z.Wahrscheinlichkeitstheorie verw.Geb. 31, 203–233 (1975)

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  5. Marti, K., Riepl, R.-J.: Optimale Portefeuilles mit stabil verteilten Renditen. ZAMM 57, T337–T339 (1977)

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  8. Marti, K.: Approximationen stochastischer Optimierungsprobleme mit Sensitivitätsuntersuchungen bezüglich der Verteilung des zufälligen Parameters; Manuskript. Zürich: Institut für Operations Research der Universität Zürich 1977

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  9. Walkup, D.W., Wets, R.: Stochastic programs with recourse. SIAM J. Appl. Math. 15, 1299–1314 (1967)

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Authors and Affiliations

  1. Institut für Operations Research der Universität Zürich, Weinbergstrasse 59, CH-8006, Zürich

    Kurt Marti

Authors
  1. Kurt Marti
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J. Stoer

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© 1978 Springer-Verlag

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Marti, K. (1978). Stochastic linear programs with random data having stable distributions. In: Stoer, J. (eds) Optimization Techniques. Lecture Notes in Control and Information Sciences, vol 7. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0006511

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  • DOI: https://doi.org/10.1007/BFb0006511

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-08708-3

  • Online ISBN: 978-3-540-35890-9

  • eBook Packages: Springer Book Archive

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