Distribution de l'optimum dans un programme linéaire stochastique

A. Serrecchia

Cahiers du Bureau universitaire de recherche opérationnelle Série Recherche (1976)

  • Volume: 24, page 41-54
  • ISSN: 0078-950X

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Serrecchia, A.. "Distribution de l'optimum dans un programme linéaire stochastique." Cahiers du Bureau universitaire de recherche opérationnelle Série Recherche 24 (1976): 41-54. <http://eudml.org/doc/272558>.

@article{Serrecchia1976,
author = {Serrecchia, A.},
journal = {Cahiers du Bureau universitaire de recherche opérationnelle Série Recherche},
language = {fre},
pages = {41-54},
publisher = {Institut Henri Poincaré - Institut de Statistique de l'Université de Paris},
title = {Distribution de l'optimum dans un programme linéaire stochastique},
url = {http://eudml.org/doc/272558},
volume = {24},
year = {1976},
}

TY - JOUR
AU - Serrecchia, A.
TI - Distribution de l'optimum dans un programme linéaire stochastique
JO - Cahiers du Bureau universitaire de recherche opérationnelle Série Recherche
PY - 1976
PB - Institut Henri Poincaré - Institut de Statistique de l'Université de Paris
VL - 24
SP - 41
EP - 54
LA - fre
UR - http://eudml.org/doc/272558
ER -

References

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  1. [1] Babbar, M.M. - Distribution of Solutions of a Set of Linear Equations. Journal of the American Statistical Association50, 1955, pp. 854-869. Zbl0065.13104MR73088
  2. [2] Bereanu, B. - On Stochastic Linear Programming I. Distribution Problems : A Single Random Variable. Revue de Math. Pures Appl.8, 1963, pp. 683-697. Zbl0137.38101MR177806
  3. [3] Bereanu, B - On the Distribution of the Optimum in Linear Programming. Analele Univ. Bucuresti, Mathematics, Mecanics, 14, 1965, pp. 41-48. Zbl0208.46503
  4. [4] Bereanu, B. - On Stochastic Linear Programming II. Distribution Problems : Nonstochastic technological matrix. Rev. Roum. Math. Pures Appl., 11, 1966, pp. 713-725. Zbl0161.17101MR207386
  5. [5] Bereanu, B. - On Stochastic Linear Programming. The Laplace Transform of the Distribution of the Optimum and Applications. J. Math. Anal. Appl.15, 1966, pp. 280-294. Zbl0141.17204MR194198
  6. [6] De Angelis, V. - Metodi Matematici di Ottimizzazione, Edizioni "La Goliandica", 1970. 
  7. [7] Lemarie, J.M. - Prévision et Décision en Programmation Linéaire Stochastique, Thèse de troisième cycle, Univ. de Grenoble, 1967. 
  8. [8] Prekopa, A. - On the Probability Distribution of the Optimum of a Random Linear Program. J. Siam Control, Serie A, 4. 1965, pp. 211-222. Zbl0143.41903MR191638
  9. [9] Tintner, G. - Stochastic Linear Programming with Applications to Agricultural Economics. Proc. Second Symposium in Linear Programming I. Washington, 1955. pp. 197-228. MR75515
  10. [10] Tintner, G. - A note on Stochastic Linear Programming. Econometrica28. 1960. pp. 490-495. MR122576
  11. [11] Wagner, M.M. - On the Distributions of Solutions in Linear Programming Problems. Journal of the American Statistical Association53. 1955. pp. 161-163. MR109745
  12. [12] Williams, A.C. - On Stochastic Linear Programming. J. Siam on Appl. Math.13. 1965. pp. 927-940. Zbl0139.13302MR209000

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