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Introduction to stochastic programming. (English) Zbl 0484.90076
Stochastic programming, Proc. int. Conf., Oxford 1974, 3-59 (1980).

MSC:
90C15 Stochastic programming
90-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming
90C90 Applications of mathematical programming
62C05 General considerations in statistical decision theory
62C25 Compound decision problems in statistical decision theory
90C06 Large-scale problems in mathematical programming