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On the stability of solutions under error in stochastic linear programming

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  • J. Sengupta
  • C. Millham
  • G. Tintner

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Suggested Citation

  • J. Sengupta & C. Millham & G. Tintner, 1965. "On the stability of solutions under error in stochastic linear programming," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 9(1), pages 47-60, December.
    • Handle: RePEc:spr:metrik:v:9:y:1965:i:1:p:47-60
    DOI: 10.1007/BF02614170
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    References listed on IDEAS

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    1. J. K. Sengupta & G. Tintner & C. Millham, 1963. "On Some Theorems of Stochastic Linear Programming with Applications," Management Science, INFORMS, vol. 10(1), pages 143-159, October.
    2. A. Charnes & W. W. Cooper, 1959. "Chance-Constrained Programming," Management Science, INFORMS, vol. 6(1), pages 73-79, October.
    3. Thomas L. Saaty, 1959. "Coefficient Perturbation of a Constrained Extremum," Operations Research, INFORMS, vol. 7(3), pages 294-302, June.
    4. J. E. Kelley, 1959. "Parametric Programming and the Primal-Dual Algorithm," Operations Research, INFORMS, vol. 7(3), pages 327-334, June.
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    Cited by:

    1. J. Sengupta, 1966. "Recursive constraints and stochastic linear programming," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 10(1), pages 6-12, December.

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