Kataoka, Shinji A stochastic programming model. (English) Zbl 0125.09601 Econometrica 31, 181-196 (1963). Author’s summary: In this paper we propose a stochastic programming model which considers the distribution of an objective function and probabilistic constraints. Applying it to a transportation type problem, we derive a nonlinear programming problem constrained by linear inequalities and show that it can be solved by interaction of linear programming. Reviewer: Radu Theodorescu (Quebec) Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 3 ReviewsCited in 105 Documents MSC: 90C15 Stochastic programming 90C08 Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) 90C30 Nonlinear programming PDF BibTeX XML Cite \textit{S. Kataoka}, Econometrica 31, 181--196 (1963; Zbl 0125.09601) Full Text: DOI Link OpenURL