INEQUALITIES FOR STOCHASTIC NONLINEAR-PROGRAMMING PROBLEMS

被引:37
作者
MANGASARIAN, OL
ROSEN, JB
机构
关键词
D O I
10.1287/opre.12.1.143
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
引用
收藏
页码:143 / &
相关论文
共 13 条
[1]  
BEALE EML, 1955, J ROY STAT SOC B, V17, P173
[2]   LINEAR PROGRAMMING UNDER UNCERTAINTY [J].
Dantzig, George B. .
MANAGEMENT SCIENCE, 1955, 1 (3-4) :197-206
[3]  
GRAVES LM, 1963, ADVANCES MATHEMATICA
[4]   On the convex functions and inequalities between mean values [J].
Jensen, JLWV .
ACTA MATHEMATICA, 1906, 30 (02) :175-193
[5]  
KUHN HW, 1950, 2 P BERK S MATH STAT, P481
[6]   INEQUALITIES FOR STOCHASTIC LINEAR-PROGRAMMING PROBLEMS [J].
MADANSKY, A .
MANAGEMENT SCIENCE, 1960, 6 (02) :197-204
[7]   BOUNDS ON THE EXPECTATION OF A CONVEX FUNCTION OF A MULTIVARIATE RANDOM VARIABLE [J].
MADANSKY, A .
ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (03) :743-746
[8]  
Mangasarian O.L., 1962, QUART APPL MATH, V20, P300
[9]   THE GRADIENT PROJECTION METHOD FOR NONLINEAR PROGRAMMING .2. NONLINEAR CONSTRAINTS [J].
ROSEN, JB .
JOURNAL OF THE SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS, 1961, 9 (04) :514-532
[10]   THE GRADIENT PROJECTION METHOD FOR NONLINEAR PROGRAMMING .2. LINEAR CONSTRAINTS [J].
ROSEN, JB .
JOURNAL OF THE SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS, 1960, 8 (01) :181-217