L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming

JOURNAL ARTICLE published July 1969 in SIAM Journal on Applied Mathematics

Authors: R. M. Van Slyke | Roger Wets

L-SHAPED LINEAR PROGRAMS WITH APPLICATIONS TO OPTIMAL CONTROL AND STOCHASTIC PROGRAMMING

REPORT published 1 June 1967

Authors: R. M. Van Slyke | Roger J. Wets

PROGRAMMING UNDER UNCERTAINTY AND STOCHASTIC OPTIMAL CONTROL

REPORT published 1 April 1965

Authors: Richard Van Slyke | Roger Wets

Programming under Uncertainty and Stochastic Optimal Control

JOURNAL ARTICLE published February 1966 in SIAM Journal on Control

Authors: Richard Van Slyke | Roger Wets

Stochastic Programs with Recourse II: On the Continuity of the Objective

JOURNAL ARTICLE published January 1969 in SIAM Journal on Applied Mathematics

Authors: David W. Walkup | Roger J.-B. Wets

A duality theory for abstract mathematical programs with applications to optimal control theory

JOURNAL ARTICLE published June 1968 in Journal of Mathematical Analysis and Applications

Authors: Richard M Van Slyke | Roger J.-B Wets

Stochastic Programs with Recourse

JOURNAL ARTICLE published September 1967 in SIAM Journal on Applied Mathematics

Authors: David W. Walkup | Roger J.-B. Wets

ON DIAGONALIZATION METHODS IN INTEGER PROGRAMMING

REPORT published 1 August 1962

Authors: RICHARD VAN SLYKE | ROGER WETS

Geometric Programming: Duality in Quadratic Programming and $l_p $-Approximation II (Canonical Programs)

JOURNAL ARTICLE published March 1969 in SIAM Journal on Applied Mathematics

Authors: Elmor L. Peterson | Joseph G. Ecker

CUTTING PLANE ALGORITHMS AND STATE SPACE CONSTRAINED LINEAR OPTIMAL CONTROL PROBLEMS

REPORT published 1 June 1969

Authors: Richard M. Van Slyke | Kailash C. Kapur

Optimal Inventory Policy with Subadditive Ordering Costs and Stochastic Demands

JOURNAL ARTICLE published May 1969 in SIAM Journal on Applied Mathematics

Authors: Steven A. Lippman

Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time

JOURNAL ARTICLE published May 1990 in SIAM Journal on Control and Optimization

Authors: R. T. Rockafellar | R. J-B Wets

Some Practical Regularity Conditions for Nonlinear Programs

JOURNAL ARTICLE published August 1969 in SIAM Journal on Control

Authors: David W. Walkup | Roger J.-B. Wets

Stochastic Integrals and Stochastic Functional Equations

JOURNAL ARTICLE published March 1969 in SIAM Journal on Applied Mathematics

Authors: E. J. McShane

Equivalent Stochastic Linear Programs

JOURNAL ARTICLE published January 1970 in SIAM Journal on Applied Mathematics

Authors: Shailendra C. Parikh

Errata: On Stochastic Linear Programming

JOURNAL ARTICLE published January 1967 in SIAM Journal on Applied Mathematics

Authors: A. C. Williams

Programming Under Uncertainty: The Solution Set

JOURNAL ARTICLE published September 1966 in SIAM Journal on Applied Mathematics

Authors: Roger Wets

Approximation Formulas for Stochastic Linear Programming

JOURNAL ARTICLE published July 1966 in SIAM Journal on Applied Mathematics

Authors: A. C. Williams

STOCHASTIC PROGRAMS WITH RECOURSE: A SURVEY 1

REPORT published 1 August 1969

Authors: Roger J.-B. Wets

Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients

JOURNAL ARTICLE published January 2015 in SIAM Journal on Control and Optimization

Authors: Shanjian Tang