References
- [1] Beale, E.M.L., On Minimizing a Convex Function Subject to Linear Inequalities, Journal of the Royal Statistical Society. Series B, vol 17 (2), pp.173-184, 1955.10.1111/j.2517-6161.1955.tb00191.x
- [2] Bereanu, B., On Stochastic Linear Programming. Distributions Problems, Stochastic Technology Matrix, Z. Wahrscheinlichkeitstheorie Verw. Gebiete, 8, pp.148-152, 1967.10.1007/BF00536917
- [3] Bereanu, B., The Continuity of the Optimumin Parametric Programming and Applications to Stochastic Programming, J. of Opt. Theory and its Applications 18, pp.319-333, 1976.10.1007/BF00933815
- [4] Bereanu, B., The Distribution Problem in Stochastic Linear Programming. The Cartesian Integration Method, Reprint No. 7103, Center of Mathematical Statistics of the Academy of the Socialist Republic of Romania, Bucharest, pp.71-103, 1971.
- [5] Bereanu, B., Some Numerical Methods in Stochastic Linear Programming under Risk and Uncertainty, Stoch. Programming (M.A.H. Dempster, ed), Academic Press, London, pp.196-205, 1980.
- [6] Charnes, A., Cooper, W.W. și Symonds, G.H. Cost Horizons and Certainty Equivalents: an Approach to Stochastic Programming of Heating Oil, Management Sci., 4, pp.235-263, 195810.1287/mnsc.4.3.235
- [7] Charnes, A., Cooper, W.W., Deterministic Equivalents for Optimizating and Satisfying under Chance Constraint., Operation Research 11(1), pp.18-39, 1963.10.1287/opre.11.1.18
- [8] Dantzig, G.B., Linear Programming under Uncertainty, Management Sci., 1, pp.197-206, 1955.10.1287/mnsc.1.3-4.197
- [9] Dantzig, G.B. and Wolfe,P., The DescompositionAlgorithm for Linear Programs, Econometrica, vol.29, pp.767-778, 1961.10.2307/1911818
- [10] Ewbank, J.B., Foote, B.L., Kumin. H.J., A Method for the Solution of the Distribution Problem of Stochastic Linear Programming, SIAM J. Appl. Math., 26, pp.237-243, 1974.10.1137/0126020
- [11] Lageweg, B.J., Lenstra, J.K.,Rinnoy Kan, A.H.G.R., Stougie, L., Stochastic Integer Programming by Dynamic Programming, StatisticaNeerlandica, 39 (2), 97-113, 1985.10.1111/j.1467-9574.1985.tb01131.x
- [12] Lemke, C.E., The Dual Method for Solving the Linear Programming Problem, Naval Research Logistic Quarterly 1, pp.36-47, 1954.10.1002/nav.3800010107
- [13] Prékopa, A., Stochastic Programming, AkadémiaKiadó, Budapest, 1995.10.1007/978-94-017-3087-7
- [14] Prékopa, A., Dual Method for a One-stage Stochastic Programming Problem with Random RHS Obeying a Discrete Probability Distribution, Zeitschrift fur Op.Research, 38, pp.441-461, 1990.10.1007/BF01421551
- [15] Sen, S. and Liu, Y., Mitigating Uncertainty via Compromise Decision in Two-stage Stochastic Linear Programming,Operations Research 64 (6), 1422-1437, 2014.10.1287/opre.2016.1526
- [16] Slyke, R,. van, Wets, R.J.-B., L-shaped Linear Program with Applica.tion to Optimal Control and Stochastic Linear Programs, SIAM J. on Applied Math. 17, pp.638-663, 196910.1137/0117061
- [17] Stancu-Minasian, I.M., Programareastochastică cu mail multefuncțiiobiectiv, Ed. AcademieiRSR, 1980.
- [18] Stougie, L., Design and Analysis of Algorithms for Stochastic Integer Programming, CWI Tract 37, Centrum voorWiskundeen Informatica, Amsterdam, 1987.
- [19] Strazicky, B., Computational Experience with Algorithm for Discrete Recourse Problems, Stochastic Programming (M.A.H. Dempster, ed.) Academis Press, London, pp.263-274, 1980.
- [20] Tintner, G., Stochastic Linear Programming with Applications to Agricultural Economicsz, Proseedings of the Second Symposium in Linear Programming, H.A. Antotosiewicz (ed.) National Bureau Standard, Washington, pp. 197-228, 1955.
- [21] Wets, R.J.-B., Programming under uncertainty: the complete problem, Z. WahrscheinlichkeitstheorieVerw, Gebiete, 4, pp.316-339, 1966.10.1007/BF00539117
- [22] Wets, R.J.-B., Solving stochastic programs with simple recourse, Stochastics 10, pp.219-242, 1983.10.1080/17442508308833274
- [23] Wollmer, R.M., Two-stage linear programming under uncertainty with 0-1 first stage variables, Mathematical programming 19, pp.279-288, 1980. https://www.aimms.com. https://www.solver.com/xpress-solver-engine10.1007/BF01581648