Bibliografia
-ABADIE J.: “Non Linear Programming”: North-Holland, 1967.
-ABADIE J.: “INteger and Non Linear Programming”: North-Holland, 1970.
-ARBUZOBA, N.I.: “On the stochastic stability of dual linear programming problems”. Ekon. i Mat. Metody, 2(4): 558–562 (1966).
-ARBUZOBA, N.I.: “Interrelation of the stochastic ε-stability of linear and fractional-linear programming problems of a special form,” Ekon. i Mat. Metody, 4(1): 108–110-(1968).
-ARBUZOBA, N.I.: “Investigation of the Stochastic Stability of Mathematical Programming Problems. Authors Abstract. Moscow (1967).
-ARBUZOBA, N.I. and DANILOV, V.L.: “A stochastic linear programming problem and its stability”. Dokl. Akad. Nauk SSSR, 162(1): 33–35(1965).
-ARROW, K.J., et al.: “Studies in Linear and Nonlinear Programming.” Stanford Univ. Press, Stanford, Calif. (1958), 229 pages, Publishers Weekly, 175(9): 87 (1960).
-AVRIEL M.: A. WILLIAMS: “The value of Information and Stochastic Programming” Operat. Res. 1970.
-BABBAR, M.M.: “Statistical Approach in Planning Production, Programs for Interdependent Activities,” Ph. D. Thesis. Iowa State Univ., Ames, Iowa (1953).
-BABBAR, M.M.: “Distributions of solutions of a set of linear equations with application to linear programming,” J. Amer. Statist. Assoc., 50(271):854–869 (1955).
-BABBAR, M.M., HEADY, E., and TITNER, G.: “Programming with consideration of variations in input coefficients,” J. Farm Econ., 37: 333 (1955).
-BALAKRISHNAN, A.: “Optimal control probiems in Banach spaces,” J. Soc. Indust, and Appl Math., A3 (1): 152–180 (1965).
-BALINFTY, J. and PREKOPA, A.: “Simulation of basis stability in stochastic linear programming,” presented at SIGMAR Workshop on Stochastic Linear Programming Princeton (Dec., 1965).
-BALINFTY, J.: “Non Linear Programming for Models with joint. chances constaints” en Abadie (2).
-BARANKIN, E.W. and DORFMAN, R.:On quadratic programming, Univ. Calif. Publs. Statis., 2(13): 285–318 (1958).
-BARNETT S.: “Stability of the solution to a linear programming problem,” Operat. Res. Quart., 13(1):219–228 (1962).
-BEALE, E.M.L.: “On quadratic programming,” Naval Res. Logist. Quart., 6(3): 227–243 (1959).
-EALE, E.M.L.: “The use of quadratic programming in stochustic linear programming,” The RAND Corp., Santa Monica (Aug., 1961), p. 2404.
-BEALE, E.M.L.: “On minimizing a convex function subject to linear inequalities,” J. Roy. Statist. Soc., B17(2): 173–184 (1955).
-BEALE, E.M.L.: “On minimizing a convex function subject to linear inequalities,” J. Roy. Statist. Soc. 17(2): 173–184 (1955).
-BEGED DOV, A.G.: “Certianty Equivalency in Stochastic Programming,” Tech. Rep., Western Electric Co. (Jan., 1966).
-BEN-ISRAEL, A.: “On Some Problems of Mathematical Programming,” Ph. D. Thesis in Engineering Science, Northwestern Univ., Evanston, ILL. (1961).
-BEN-ISRAEL, A. and CHARNES, A.: “Constant-Level Inventory Policies and Chance-Constrained Programming Problems,” Northwestern Univ., Evanston, Ill (1961).
-BEN-ISRAEL; CHARNES; KIRBY: “On Stochastic Linear Aproximation Problems,” Operat. Res., (1970).
-BEREANU, B.: “Stochastic transportation problems, I, II: Random costs,” Comunicarile Acard. R.P.R., 13 (4) (1963).
-BEREANU, B.: “On stochastic linear programming, I: Distribution problems: a single random variable,” Rev. Math. Pures Appl., 8(4): 683–697 (1963).
-BEREANU, B.: “Distribution problems and minimum-risk solution in stochastic programming,” Colloquin on Applications of Mathematics to Economics, Budapest, 1963, Hung. Acad. Sci., Budapest (1965), pp. 37–42.
-BEREANU, B.: “On stochastic linear programming. II: Distribution problems: nonstochastics technological matrix,” Rev. Roumaine Math. Pures Appl., 11(6): 713–724 (1966).
-BEREANU, B.: “The Problem of the Distribution Function in Linear Programming and Minimum-Risk Solutions,” (unpublished dissertation), Univ. Bucharest (1963).
-BEREANU, B.: “Some Applications of stochastic programming to planning” Proc. Sci. Conf. Statistics D.C.S., Bucharest (1963).
-BEREANU, B.: “Minimum-risk program in stochastic linear programming”, Compt. Rend., 259 (5): 981–983 (1964).
-BEREANU, B.: “A property of convex piecewise-linear functions with applications to mathematical programming”, Unternehmensforschung, 9 (2): 112–119 (1965).
-BEREANU, B.: “On the distribution of the optimum in stochastic linear programming”, Anal. Univ. Bucuresti, Math Mech., 14 (2): 41–48 (1965).
-BEREANU, B.: “On stochastic linear programming: the Laplace transform of the distribution of the optimum and application”, J. Math. Anal. Appl., 15 (2): 280–294 (1966).
-BEREANU, B.: “Regions de decision et repartition de l’optimum dans la programmation lineaire”, C.R. Acad. Sci. París. 1964.
-BEREANU, B.: “On stochastic linear programming. Distribution problems, stochastic tecnology matrix”, Z. Wahrscheinlichkeitstheorie verw. Geb., 1967.
-BEREANU, B.: “Renewal processes and some stochastic programming problems in economics”, Center for.Op. Res. and Econ., n0 6805, Catholic University of Louvain.
-BEREANU, B. and G. PEETERS.: “A wait and see problem in stochastics Linear Programming. An experimental computer Code”, Cahiers du centre d’etudes de Recherche Operationnelle, 1970.
-BOOT, J.C.G.: “Notes on quadratic programming: the kuhn-Tucker and Theil-Van de Panne conditions, degeneracy, and equality constraints”, Management Sci., 9 (1): 85–98 (1961).
-BOOT, J.C.G.: “On trovial and binding constraints in programing”, Management Sci., 8 (4): 419–411 (1962).
-BOOT, J.C.G.: “Binding constraint procedures of quadratic programming”, Econometrica, 31 (3): 464–498 (1963).
-BRACKEN, J.: “Statistical Decision Analysis of a Linear Programming Problem with a Stochastic Objective Function”, George Washington Univ., Serial T-183 (July, 1965).
-BRACKEN, J. and SOLAND, R.M.: “Statistical Decision Analysis of Stochastics Linear Programming Problems”, Research Analysis Corp., McLean, Virginia (1965).
-BRACKEN J. and SOLAND, R.M.: “Statistical decision Analysis of stochastic linear programming problem”, Naval Res. Logist. Quart., 13 (3): 205–225 (1966).
-BRANS, J.P.: “Stochastic linear programs”, Cahiers Centre Etudes Rech. Operat., 6 (1): 19–43 (1964).
-CANDLER, W.: “Linear Programming With Stochastic Yields”, Ph.D Thesis, Iowa State Univ., Ames, Iowa (1946).
-CHARNES, A.: “Deterministic Equivalents for Different Objetives in Chance—Constrained Programming”, U.S. Office Naval res., Memo. No. 37, Technological Inst., Nortg Western Univ. (Dec., 1960).
-CHARNES. A.: “Stochastic Approximations to Optimal Decision Rules”, U.S. Office Naval Res., Re. Memo. No. 11, Technological Inst., Northwestern Univ. Oct. 1958).
-CHARNES, A. “Systems evaluation and repricing theorems”, Management Sci., 9 (1): 33–49 (1962).
-CHARNES, A.: “The theory of search: optimum distribution of search effort”, Management Sci., 5 (1): 44–50 (1958).
-CHARNES, A. and COOPER, W.W.: “Chance-constraints and normal deviates”, J. Amer. Statis. Assoc., 57 (297): 134–148 (1962).
-CHARNES, A. and COOPER, W.W.: “Chance-constrained programming”, Management Sci., 6 (1): 73–79 (1959).
-CHARNES, A. and COOPER, W.W.: “Deterministic equivalents for optimizing and satisficing under chance-constraints”, Operat. Res., 11 (1): 18–39 (1963).
-CHARNES, A. and COOPER, W.W.: “Management Models and Industrial Applications of Linear Programming”, New York (1961) 859 pages.
-CHARNES, A., COOPER, W.W., and CORTANEK, K.: “Duality. Haar programs, and finites sequencd spaces”, Proc. Nat. Acad. Sci. USA 48 (5) 783–786 (1962).
-CHARNES, A. COOPER, W.W., and SYMONDS, G.: “Cost horizon and certainty equivalents: and approach to stochastic programming of heating oil”, Management Sci., 4 (4): 235–263 (1958).
-CHARNES, A. COOPER, W.W. and THOMPSON, G.L., “Constrained Generalized Medians and Linear Programming under Uncertainty”, U.S. Office Naval Res., Res. Memo. No. 9, ONR Research Project on Temporal Planning and Management Decision under Risk and Uncertainty, Technological Inst., Northwestern Univ., Evanston, Ill) 1961).
-CHARNES, A. COOPER, W.W. and THOMPSON, G.L.: “Critical path analysis via chance-constrained and stochastic programming”, Operat. Res., 12 (3): 460–470 (1964).
-CHARNES, A. COOPER, W.W., and THOMPSON, G.L.: “Constrained Generalized medians and hypermedians and deterministic equivalent for two-stage programs under uncertainty” Management Sci., 12 (15): 83–112 (1965).
-CHARNES, A., DREZE, J., and MILLER, M.: “Decisión and horizon rules for stochasticplanning problems; a linear example”, Econometrica, 34 (2): 307–330 (1966).
-CHARNES, A., and KIRBY, M.: “Optimal decision rules for the E-model of chance-constrained programming”,Cahiers Centre Etudes Rech. Operat., 8 (1): 5–44 (1966).
-CHARNES, A., and KIRBY, M.: “Some special P-models in chance constrained programming”, Management Sci., 14 (3): 183–195 (1968).
-CHARNES, A., and KIRBY, M.: “Chance-constrained generalized networks” Operat. Res., 14 (6): 1.113–1.120 (1966).
-CHARNES, A., KIRBY, and RAIKE, W’.: “Solution theorems in probabilistic programming: a linear programming approach”, J. Math. Anal. Appl., 20 (3): 565–582 (1967).
-CHARNES, A., and STEDRY, A.C.: “Investigations in the theory of multiple-bud-geted goals”, in: Management Controls, Mebran, New York (1964), pp. 186–204.
-CHARLES, A. and LEMKE, C.E.: “Minimization of nonlinear separable convex functionals” Naval. Res. Logist. Quart., 1 (4): 301–312 (1954).
-CHARNES, A.W.W.W. COOPER, J.K. DEVOE; D.B. LEARNER.: “Demon: Decision mapping via Optimum Go-No-Go Networks”, Manag. Sc. 1966.
-CHARNES, A.W., COOPER, DEVOE, LEARNER: “Demon: A. Management Model for Marketing New Products”, Northwestern. University 1966.
-CHARNES, A. A. STEDRY.: “Exploratory Models in the Theory of Budget Control”, en W.W. Cooper, Leavitt, Shelly John Wiley 1964.
-CHARNES, A.A. STEDRY.: “A Chance-Constrained Models for Real-Time Control in Research and Development Management”, Manag. Sc. 1965.
-CHARNES-KIRBY and W. RAIKE.: “Chance Constrained Generalized Networks,” Operat. Res. 1966.
-CHESTER, L.B.: “Analysis on the Effect of Variance of Linear Programming Problems” M. Sc. Thesis. Air Force Inst. Technology, Air. Univ., Wright-Patterson Air Force Base, Ohio, 1964.
-COLE, R.: “On Stochastic Programming With Special Reference to a Production Smoothing Applications,” Masters Thesis, Lehigh Univ. 1964.
-COLEMAN, W.H.: “On Quadratic Programming With Application to Stochastic Production Smoothing,” Masters, Thesis, Lehign Univ. 1965.
-COURTILLOT, M.: “Contribution a la theorie de la programmation lineaire et de la programmation stochastique”, Thesis, Facultes des Sciences de l’. Univ. París 1963.
-DANTZIG G.B.: “On the status of multistage linear programming problems, Part I: Special cases”, Management Sci., 6 (1): 53–72 (1959).
-DANTZIG, G.B., EISENBERH, E. and COTTLE, R.W.: “Symmetric dual nonlinear Programs”, Pacific J. Math., 15 (3): 809–812 (1965).
-DANTZIG, G.: “Linear Programming under uncertainty”, Management Sci. 1 (2): 197–206 (1955).
-DANTZIG, G.: “Linear Programming and extensions”, Princeton Univ., 1963.
-DANTZIG, G.: “Recent advances on Linear Programming”, Manag. Sci., 1956.
-DANTZIG, G; A. MADANSKY: “On the solution of two_— stage linear programs under certainty”, Proc. 40 Berkeley Sym. Math. Stat. and Prob., vol I, 1960.
-DEMPSTER, M.: “Distribution in intervals and linear programming”, Baliot College, Oxford, 1968.
-DEMPSTER, M.: “On stochastic Programming I, Static Linear Programming under Risk”, J. Math Anal. Appl. 1968.
-DREHSER, M., KARLIN, S., and SHAPLEY, L.S.: “Polynomial games. Ann. Math. Studies” No 24, pp. 161–180 (1950).
-DORFMAN, R., SAMUELSON, P.A. and SOLOW, R.M.: “Nonlinear Programming”, Chapt. 8 in: Linear Programming and Economic Analysis, McGraw-Hill, New York (1958), pp. 186–203.
-DORN, W.S.: “Duality in quadratic programming”, Quart. Appl. Math. 18 (2): 155–162 (1960).
-DORN, W.S.: “Nonlinear programming-a survey”, Management Sci., 9 (2): 171–208 (1963).
-EISENBERG, E.: “Supports of a convex function”, Bull. Amer. Math. Soc., 63 (3): 192–195 (1962).
-EISENBERG, E.: “Duality in homogeneous programming”, Proc. Amer. Math. Soc., 12 (5): 783–787 (1961).
-EISENBERG, E.: “A note on Semidefinite Matrices”, Res. Rep. No. 9, Operations Research Center, Univ. Calif, Berkeley (1961).
-EISENBERG, E.: “Closure of certain quasi-linear convex bodies”, Res. Rep. No. 15, Operations Research Center, Univ. California, Berkeley (1961).
-EDMUNDSON, H.P.: “Bounds on the expectation of a convex function of a random variable”, The RAND Corp., Santa Monica (Apr., 1957), p. 982.
-EL-AGIZY, M.: “Programming under Uncertainty with Discrete Distribution Function”, Operations Research Center. Univ. Calif. Berkeley, Res. Rep., ORC-64-13 (1964).
-El-AGIZY, M.: “Dynamic inventory models on stochastic linear programming”, SIGMAR Workshop on stochastic linear programming, Princeton (Dec., 1965).
-EL-AGIZY, M., “Two-stage Programming under uncertainty with discrete distribution function”, Operat. Res., 15 (1): 55–70 (1967).
-ELMAGHRABY, S.E., “An approach to linear programming under uncertainty”, Operat. Res., Res., 7: 208–216 (1959).
-ELMAGHRABY, S.E.: “Programming under Uncertainty”, Ph. D. Thesis, Cornell Univ. (1958).
-ELMAGHRABY, S.E.: “Allocation under uncertainty when the demand has continuous distribution function”, Management Sci., 6 (3) 1960.
-EVERS, W.H.: “A new model for stochastic linear programming”, Management Sci. 13 (9): 1967.
-EVERS, W.H.: “Stochastic Programming”, Progress Report. Univ. Michigan, No. 5 (1965).
-EVERS, W.H.: “A new model for stochastic Linear Programming”, Manag. Sc. 1967.
-ERMOL’EV, YU. M. and NEKRYLOVA, Z.V.: “Stochastic optimization methods”, Kibernetika, No. 6, pp. 96–98 (1966).
-ERMOL’ev, YU. M and NEKRYLOVA, Z.V.: “The methods of stochastic gradients and its application”, in: Optimal decision Theory, Simin. No. 1, Kiev (1967), pp. 24–47.
-ERMIL’ev, YU. M. and SHOR, N.Z.: “A random search method for two-stage stochastic programming problems and its generalization”, Kibernetika, No. 1, pp. 90–92 (1968).
-EISNER, MARK.: “On Duality in Ynfinite-Player Games and sequential Chance-Constrained Programming”, Ph. D. Dissertation, Cornell University, 1970.
-EISNER, M; R. KAPLAN and J. SODEN.: “Admissible Decision Rules for the E-model of Chance Constrained Programming”, Report 47, Dep. of Op. Res Cornell Unov. 1968; y Manag. Science, 1971
-FERGUSON, A.R. and DANTZIG, G.: “The Allocation of aircraft on routes: and example of linear programming under uncertain demand”, Management Sci., 3 (1): 45–73 (1965).
-FIACCO, A.V. and McCORMICK, G.P.: “The sequential unconstrained minimization technique for nonlinear programming a primal-dual method”, Management Sci., 10 (2): 360–366 (1964).
-FIACCO, A.V.: “Computational algorithm for the sequential unconstrained minimization technique for nonlinear programming”, Management Sci. 10 (4): 601–617 (1964).
-FISCHER, C.S.: “Linear Programming under Uncertainty in an L Space”, Center for Research in Management Science, Univ. Calif. Berkeley, Tech. Rep. No. 27 (Dec., 1962).
-FORTET, R.: “Stochastic linear programming”, Colloquium on Applications of Mathematics to Economic, Budapest, 1963, Hung. Acad. Sci., Budapest (1965), pp. 99–114.
-FREUND, R.J.: “The introduction of risk into a programming model”, Econometrica, 24 (3): 253–263 (1956).
-FROMOVITZ, S.: “Nonlinear programming with randomization” Management Sci., 11 (9): 831–846 (1965).
-FRANK, M. and WOLFE, P.: “An algorithm for quadratic programming”, Naval Res. Logist. Quart., 3 (1–2): 95–110 (1956).
-GARVIN, W.: “Statistical linear programming,”, Chapt. 12 in: Introduction to Linear Programming, McGraw-Hill, New York (1960), pp. 172–190.
-GEOFFRION, A.M.: “On the Relevance of the Vector Maximum Problem to Decision-Making under Uncertainty and Risk”, Inst. Math. Studies in the Social Sciences, Stanford Univ., Palo Alto, Calif., Tech. Rep. No. 6 (June, 1964).
-GEOFFRION, A.M.: “A Parametric Programming Solution to the Vector Maximum Problem with Applications to Decisions under Uncertainty”, Doct. Dissert., Stanford Univ. (1965) 152 pages; Dissert Abstr., 26 (3): 1663 (1965).
-GEOFFRION, A.M.: “An approach to Strictly-Concave Programming with Linear Constraints”, Univ. California (July 1965).
-DE GHELLINCK, G.: “Sequential decision problems”, Cahiers Centre Etude Rech. Operat., 2 (2): 161–179 (1960).
-GOLDMAN, A.J. and TUCKER, A.W.: “Theory of linear programming, Ann., Math. Studies” No. 38, pp. 53–97 (1956).
-HADLEY, G.: “Nonlinear and Dynamic Programming”, Addison-Wesley, Reading, Mass (1964), 484 pages; Amer. Book. Publ. Rec., 5 (10): 37 (1964).
-HANSON, M.A.: “Errors and stochastic variations in linear programming”, Austral. J. Statist, 2 (41–46) 1960.
-HANSON, M.A.: “Stochastic nonlinear programming”, J. Austral. Math. Soc., 4 (3): 347–353 (1954).
-HART, A.G.: “Risk uncertainty and the unprofitability of Compounding Probabilities”, en Studies in Math. Economy and Econometrics, Univ. Chicago 1941.
-HARTLEY, H.O.: “Nonlinear programming by the simplex method”, Econometrica, 29 (2): 223–237 (1961).
-HARTLEY, H.O. and HOCKING, R.R.: “Convex programming by tangential approximation”, Management Sci., 9: 600–612 (1963).
-HEADY, E.O. and CANDLER, W.: “Nonlinear and risk programming: and example with stochastic yields” in: Linear programming Methods, Iowa State Univ. Press, Ames, Iowa (1958), pp. 554–590.
-HILLIER, F.I.: “Chance Constrained Programming With 0–1or bounded continuous variables”, Manag. Sc., 1967.
-HILLIER, F.H.: “The evaluation of Risky Interrelated Investments”, TIMS-ONR Award Winner 1965.
-HOUTHAKKER, H.S.: “The capacity method of quadratic programming”, Econometrica, 28: 62–87 (1960).
-HUARD, P.: “Dual Programs”, IBM J. Res. Develop., 6 (1): 137–139 (1962).
-JENSEN, J.: “The Use of Mean Values in Stochastic Linear Programming”, M.B.A. Thesis, Univ. Pennsylvania (1959).
-KALL, P.: “An application of linear and nonlinear programming”, Sixth Sympos. Mathematical Programming, London. 1964.
-KALL, P.: “Qualitative expressions for some stochastic programming problems”, in German, Z. Wahrscheinlichkeitstheor. und Verw. Geb., 6 (3) 1966.
-KALL, P.: “On an applications of finite Markov chains in linear and nonlinear programming”, in German, Z. Wahrscheinlichkeitstheor. eor. und Verw. Geb., 3 (2): 89–109 (1964).
-KALL, P.: “The two-stage stochastic linear programming problem”, in German, Z, Wahrscheinlichkeitstheor. und Verw. Geb., 8: 101–112 (1967).
-KALL, P.: “Production optimizing by means of stochastic programming” in German, Industr. Organization, 36 (10) 1967.
-KARLIN, S.:“Mathematical Methods and Theory in Games”, Programming, and Economics, Vol. II: The Theory of infinite Games, London-Paris (1959) 386 pages.
-KATAOKA, S.: “A stochastic programming model”, Econometrica, 31 (1–2): 181–196 (1963).
-KELLEY, Y.E. Jr.: “The cutting-plane method for solving convex programs”, J. Soc. Industrial. Appl. Math., 8 (4): 703–712 (1960).
-KING, W.R.: “A stochastic personnel assignment modl”, Operat. Res., 13 (1): 67–81 (1965).
-KIRBY, M.G.L.: “Generalized Inverses and Chance-Constrained Programming”, Doct. Dissert., Northwestern Univ. (1965), 256 pages; Dissert. Abstr., 26 (6): 3.370 (1965).
-KOHLER, D. and WETS, R.: “Programming under Uncertainty: An Experimental Code for the Complete Problem”, Boeing, Document DI-82-0391, Boeing Sci. Res. Labs., Seattle, Wash (Dec., 1964).
-KOLTA, G. and MURTY, V.: “Two-Stage Linear Program under Uncertainty: A Basic Property of the Optimal Solution”, Operation Research Center (Feb., 1966).
-KORTANEK, K.O. and SODEN, J.V.: “On the Charnes-Kirby optimality theorem for the conditional chance-constrained E-model”, Cahiers Centre Etudes Rech. Operat., 9 (2): 87–98 (1967).
-KRELLE, W.: “Linear Programming under uncertainty”, Conf. Sixth Congr. Internat. Inst. Management Sci., Paris (1959).
-KUHN, H.W. and TUANDT, R.E.: “An experimental study of the simples method”, Proc. Symp. Appl. Math., 15: 107–124 (1963).
-KUHN, H.W. and TUCKER, A.W.: “Nonlinear programming”, Proc. Second. Berkeley Sympos. Mathematical Statistics and Probability, Univ. Calif. Press., Berkeley (1951), pp. 481–492.
-KUSHNER, H.: “On the stochastic maximum principle: fixed time of control”, J. Math. Anal. Appl. 11 (1–3): 78–92 (1965).
-KUSHNER, H.: “On the stochastic maximum principle: fixed time of control”, RIAS Report (1963).
-LEMKE, C.E.: “A method of solution for quadratic programs”, Management Sci, 8 (4): 442–452 (1962).
-LIEU, B.T.: “On a problem of convexity and its application to nonlinear stochastic programming”, J. Math. Anal. Appl. 8 (2): 177–187 (1964).
-LONSETH, A.T.: “Systems of linear equations wits coefficients subject to errors”, Ann. Math. Statis., No. 13 (1942).
-MADANSKY, A.: “Inequalities for stochastic linear programming problems”, Management Sci., 6 (2): 197–204 (1960).
-MADANSKY, A.: “Methods of solution of linear programs uncertainty”, Operat. Res., 10 (4): 463–471 (1962).
-MADANSKY, A.: “Dual variables in two-stage linear programming under uncertainty”, J. Math. Anal. Appl. 6 (1): 98–108 (1963).
-MADANSKY, A.: “Linear programming under uncertainty”, in: Recent Advances in Mathematical Programming, New York-San Francisco-Toronto-London (1963), pp. 103–110.
-MADANSKY, A.: “Some Results and Problems in Stochastic Linear Programming”, RAND Corp. Santa Monica (Jan., 1959), p. 1956.
-MADANSKY, A.: “Use of the “expected-value-solution” in linear programming under uncertainty”, Proc. Second Internat. Congr. Operation Research, Aix-en-Provence (1960).
-MADANSKY, A.: “Bounds of the expectation of a convex function of a multivariate random variable”, Ann. Math. Statis., 30 (3): 743–746 (1959).
-MANGASARIAN, O.L.: “Nonlinear programming problems with stochastic objetive functions”, Management Sci. 10: 353–359 (1964).
-MANGASARIAN, O.L. and ROSEN, J.B.: “Inequalities for stochastic non-linear programming problems”, Operat. Res., 12 (1): 143–154 (1964).
-MANGARASIAN, O.L.: “Duality in Nonlinear Programming”, Rep. No. P-1.504. Shell Development Co., Emeryville, Calif.
-MANGARASIAN, O.L.: “Equivalence in nonlinear programming”, Naval Res. Logist. Quart. 10 (4): 299–306 (1963).
-MANNE, A.S.: “Linear programming and sequential decisions”, Management Sci., 6 (3): 259–267 (1960).
-MARKOWITZ, H.M.: “Prtfolio Selection: “Efficient Diversification of Investments”, Wiley, New York (1959).
-MARKOWITZ, H.M.: “The optimization of a quadratic function subject to linear constraints”, Naval Res. Logist. Quart., 3 (1–2): 111–133 (1956).
-McSHANE, E.J.: “Jensn’s inequality”, Bull. Amer. Math. Soc. 43: 521–527 (1937).
-MERRILE, W.C.: “Alternative programming models involving uncertainty”, J. Farm Econ., 47(8): (1965).
-MIHOC, G.: “Unele precizare in legatura cu aplicarea programarii lineare”, Revista de Statistica, 12: 13–18 (1959).
-MIKES, D.R.: “Stochastic Programming Model for Production Smoothing”, Master’s Thesis, Lehigh. Univ. (1965).
-MILLER, L.B. and WAGNER, H.: “Chanceprogramming with joint constraints”, Operat. Res., 13 (1965).
-MINTY, G.J.: “On the monotonicity of the gradient of a convex function”, Pacific J. Math., 14 (1): 243–247 (1964).
-MOREY, R.C.: “Some stochastic properties of a compound-renewal damage model”, Operat. Res, 14 (5): 902–908 (1966).
-NASLUND, B. and WHINSTON, A.W.: “A model for multiperiod decision making under uncertainty”, Management Sci., 8 (1): 184–200 (1962).
-NASLUND, B. and WHINSTON, A.W.: “A Varational Approach to Stochastic Programming”, Research Report, Graduate School of Industrial Administration, Carnegie Inst. Technology and Cowles Commision, Yale Univ., Conn. (1964).
-NASLUND, B.A. WHINSTON: “A model of Multi-Period Investment under uncertainty”, Manag. Sc. 1962.
-NASLUND, B.: “Decisions under risk”, Ph. Thesis, Carnegie 1964.
-NASLUND, B.: “A model of Capital budgeting under risk”, J. Business, 1966.
-VAN DE PANNE; C.W. POPP.: “Minimum-Cost casttle feed under Probabilistic Protein Constraints”, Manag. Sc. 1963.
-PERVOZVANSKAYA, T.N.: “Stochastic Linear Programming, Problems in the Application of Mathematics to Socialist Economics”, Coll. 2, Izd. LGU (1965).
-POPP, W.: “Unternehmensforschung”, 17 (2): 65–74 (1963).
-PREKOPA, A.: “On the probability distribution of the optimum of a random linear program”, SIAM J. Control, 4 (1): 211–222 1965.
-PREKOPA, A.: “On Probabilistic Constrained Programming”, Proc. of the Princeton Sym. on Mat. Prog., ed por Kuhn, 1970.
-RADNER, R.: “The application of linear programming to team decision problems”, Management Sci., 5 (2): 143–150 (1959).
-RADNER; R.: “The linear team: an example of linear programming under uncertainty”, Proc. Second Sympos. Linear Programming, Vol. 1, pp. 381–396 (1965).
-REITER, S.: “Surrogates for uncertain decision problems: minimal information for decision making”, Econometrica, 25 (2): 339–345 (1957).
-RILEY, V. and GASS, S.L.: “Linear Programming and Associated Techniques”, Baltimore (1958) 613 pages.
-ROSEN, J.B.: “The gradient projection method for nonlinear programming. Part. II: Nonlinear constraints”, J. Soc. Indust Appl. Math., 2: 514–532 (1961).
-ROGINSKII, B. YA.: “Optimization Plan for the Operation of a Marine Transportation Fleet”, Author’s Anstract. (1966).
-SAATY, T.L.: “Mathematical Methods of Operations Research”, New York-London (1959), 421 pages.
-SACHAN, R.: “Stochastic Programming Problems under risk and uncertainty”, Cahiers du Centre d’etude de R.O. Bruxelles 1970.
-SCHEEWEIS, H.: “A general scheme for stochastic program-ming”, Statist. Hefte, 9 (1962).
-SCHMALTZ, J.: “Stochastic programming using cumulate demand distributions”, SIGMAR Workshop on Stochastic Linear Programming, Princeton (Dec., 1965).
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Macías, R.I. Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I). Trab. Estad. Invest. Oper. 23, 9–49 (1972). https://doi.org/10.1007/BF03004946
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DOI: https://doi.org/10.1007/BF03004946