Challenges in Stochastic Programming
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References listed on IDEAS
- Paul A. Samuelson, 1970. "The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments," Review of Economic Studies, Oxford University Press, vol. 37(4), pages 537-542.
- László Somlyódy & Roger J.-B. Wets, 1988. "Stochastic Optimization Models for Lake Eutrophication Management," Operations Research, INFORMS, vol. 36(5), pages 660-681, October.
- Zvi Artstein & Roger J-B. Wets, 1993. "Sensors and Information in Optimization Under Stochastic Uncertainty," Mathematics of Operations Research, INFORMS, vol. 18(3), pages 523-547, August.
- Alexander Shapiro, 1993. "Asymptotic Behavior of Optimal Solutions in Stochastic Programming," Mathematics of Operations Research, INFORMS, vol. 18(4), pages 829-845, November.
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